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Associate Professor School of Mathematics, Iran University of Science and Technology, Narmak, Tehran 16765-163, Iran.
Abstract:   (527 Views)

In this paper‎, ‎the‎ ‎nonlinear regression models when the model errors follow a slash‎ ‎skew-elliptical distribution‎, ‎are considered‎. ‎In the special case‎ ‎of nonlinear regression models under slash skew-t distribution‎, ‎we‎ ‎present some distributional properties‎, ‎and to estimate their‎ ‎parameters‎, ‎we use an EM-type algorithm‎. ‎Also‎, ‎to find the‎ ‎estimation errors‎, ‎we derive the observed information matrix‎ ‎analytically‎. ‎To describe the influence of the observations on the‎

‎ML estimates‎, ‎we use a sensitivity analysis‎. ‎Finally‎, ‎we conduct‎ ‎some simulation studies and a real data analysis to show the‎ ‎performance of the proposed model‎. ‎

Type of Study: Original Paper | Subject: 62Jxx: Linear inference, regression
Received: 2016/11/1 | Accepted: 2018/03/1 | Published: 2018/03/1