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. & Nematollahi, N. (2022). Nonlinear Regression Models Based on Slash Skew-Elliptical Errors. Journal of the Iranian Statistical Society, 17(2), 13–35. https://doi.org/10.29252/jirss.17.2.3
MLA
Pirzadeh Nahooji, S., Farnoosh, R., & 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
Pirzadeh Nahooji, S., Farnoosh, R. & 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
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
