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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.
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Details
1 Federal University of Pernambuco, Department of Statistics, Recife, Brazil (GRID:grid.411227.3) (ISNI:0000 0001 0670 7996)
2 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)
3 University of São Paulo, Department of Exact Sciences, Piracicaba, Brazil (GRID:grid.11899.38) (ISNI:0000 0004 1937 0722)
4 Persian Gulf University, Department of statistics, Bushehr, Iran (GRID:grid.412491.b) (ISNI:0000 0004 0482 3979)