离散广义半正态分布及其在分位数回归中的应用

IF 0.7 4区数学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Sort-Statistics and Operations Research Transactions Pub Date : 1900-01-01 DOI:10.2436/20.8080.02.102

D. Gallardo, E. Gómez–Déniz, H. W. Gómez

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引用次数: 5

摘要

通过对广义半正态分布的离散化，引入了一种新的离散双参数分布。该模型适用于拟合过分散和欠分散的数据。失效函数可以是递减型、浴盆型或递增型。在基于中位数的回归模型中引入了分布的重新参数化。对极大似然估计的行为进行了数值研究，在有限样本中表现出良好的性能。三个真实数据集的应用表明，新模型可以提供比其他一些竞争对手更好的解释。

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Discrete generalized half-normal distribution and its applications in quantile regression

A new discrete two-parameter distribution is introduced by discretizing a generalized half-normal distribution. The model is useful for fitting overdispersed as well as underdispersed data. The failure function can be decreasing, bathtub shaped or increasing. A reparameterization of the distribution is introduced for use in a regression model based on the median. The behaviour of the maximum likelihood estimates is studied numerically, showing good performance in finite samples. Three real data set applications reveal that the new model can provide a better explanation than some other competitors.

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来源期刊

Sort-Statistics and Operations Research Transactions 管理科学-统计学与概率论

CiteScore

3.10

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： SORT (Statistics and Operations Research Transactions) —formerly Qüestiió— is an international journal launched in 2003. It is published twice-yearly, in English, by the Statistical Institute of Catalonia (Idescat). The journal is co-edited by the Universitat Politècnica de Catalunya, Universitat de Barcelona, Universitat Autonòma de Barcelona, Universitat de Girona, Universitat Pompeu Fabra i Universitat de Lleida, with the co-operation of the Spanish Section of the International Biometric Society and the Catalan Statistical Society. SORT promotes the publication of original articles of a methodological or applied nature or motivated by an applied problem in statistics, operations research, official statistics or biometrics as well as book reviews. We encourage authors to include an example of a real data set in their manuscripts.