Abstract

First we introduce and study some general mathematical properties of a new generator of continuous distributions with two extra shape parameters called the odd generalized half-Cauchy family. A second goal, we introduce the new log-generalized odd half-Cauchy heteroscedastic regression model with censored data, which represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to data with no homogeneity of variance. Maximum likelihood estimation of the model parameters with censored data as well as a simulation study are investigated. We also prove empirically the flexibility of the new family by means real data sets.

Details

Title
The new family of distributions and applications in heteroscedastic regression analysis
Author
Cordeiro, Gauss M. 1 ; Ramires, Thiago G. 2 ; Ortega, Edwin M. M. 3 ; Alizadeh, Morad 4 

 Federal University of Pernambuco, Department of Statistics, Recife, Brazil (GRID:grid.411227.3) (ISNI:0000 0001 0670 7996) 
 University of São Paulo, Department of Exact Sciences, Piracicaba, Brazil (GRID:grid.11899.38) (ISNI:0000 0004 1937 0722); University of Hasselt, Interuniversity Institute for Biostatistics and statistical Bioinformatics, Hasselt, Belgium (GRID:grid.12155.32) (ISNI:0000 0001 0604 5662) 
 University of São Paulo, Department of Exact Sciences, Piracicaba, Brazil (GRID:grid.11899.38) (ISNI:0000 0004 1937 0722) 
 Persian Gulf University, Department of statistics, Bushehr, Iran (GRID:grid.412491.b) (ISNI:0000 0004 0482 3979) 
Pages
401-418
Publication year
2017
Publication date
Sep 2017
Publisher
Springer Nature B.V.
ISSN
15387887
e-ISSN
22141766
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
2921033968
Copyright
© the Authors 2017. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.