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.
Pirzadeh Nahooji,S. , Farnoosh,R. and Nematollahi,N. (2022). Nonlinear Regression Models Based on Slash Skew-Elliptical Errors. Journal of the Iranian Statistical Society, 17(2), 13-35. doi: 10.29252/jirss.17.2.3
MLA
Pirzadeh Nahooji,S. , , Farnoosh,R. , and Nematollahi,N. . "Nonlinear Regression Models Based on Slash Skew-Elliptical Errors", Journal of the Iranian Statistical Society, 17, 2, 2022, 13-35. doi: 10.29252/jirss.17.2.3
HARVARD
Pirzadeh Nahooji S., Farnoosh R., Nematollahi N. (2022). 'Nonlinear Regression Models Based on Slash Skew-Elliptical Errors', Journal of the Iranian Statistical Society, 17(2), pp. 13-35. doi: 10.29252/jirss.17.2.3
CHICAGO
S. Pirzadeh Nahooji, R. Farnoosh and N. Nematollahi, "Nonlinear Regression Models Based on Slash Skew-Elliptical Errors," Journal of the Iranian Statistical Society, 17 2 (2022): 13-35, doi: 10.29252/jirss.17.2.3
VANCOUVER
Pirzadeh Nahooji S., Farnoosh R., Nematollahi N. Nonlinear Regression Models Based on Slash Skew-Elliptical Errors. JIRSS, 2022; 17(2): 13-35. doi: 10.29252/jirss.17.2.3
Journal of the Iranian Statistical Society