Inference for a skew extension of the Grubbs model
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DOI: 10.1007/s00362-008-0157-9
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References listed on IDEAS
- A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
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- DiCiccio T.J. & Monti A.C., 2004. "Inferential Aspects of the Skew Exponential Power Distribution," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 439-450, January.
- Víctor Lachos & Filidor Vilca & Manuel Galea, 2007. "Influence diagnostics for the Grubbs's model," Statistical Papers, Springer, vol. 48(3), pages 419-436, September.
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Cited by:
- Chunzheng Cao & Yahui Wang & Jian Qing Shi & Jinguan Lin, 2018. "Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 531-553, August.
- Camila Zeller & Victor Lachos & Filidor Labra, 2014. "Influence diagnostics for Grubbs’s model with asymmetric heavy-tailed distributions," Statistical Papers, Springer, vol. 55(3), pages 671-690, August.
- Camila Zeller & Rignaldo Carvalho & Victor Lachos, 2012. "On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions," Statistical Papers, Springer, vol. 53(3), pages 665-683, August.
- Chunzheng Cao & Mengqian Chen & Yahui Wang & Jian Qing Shi, 2018. "Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions," Computational Statistics, Springer, vol. 33(1), pages 319-338, March.
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Keywords
Skew-normal distribution; EM-algorithm; Skewness Grubbs model; Profile likelihood;All these keywords.
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