Inference for a skew extension of the Grubbs model

dc.creatorMONTENEGRO, Lourdes C.
dc.creatorLACHOS, Victor H.
dc.creatorBOLFARINE, Heleno
dc.date.accessioned2012-10-20T04:44:24Z
dc.date.accessioned2018-07-04T15:46:07Z
dc.date.available2012-10-20T04:44:24Z
dc.date.available2018-07-04T15:46:07Z
dc.date.created2012-10-20T04:44:24Z
dc.date.issued2010
dc.identifierSTATISTICAL PAPERS, v.51, n.3, p.701-715, 2010
dc.identifier0932-5026
dc.identifierhttp://producao.usp.br/handle/BDPI/30463
dc.identifier10.1007/s00362-008-0157-9
dc.identifierhttp://dx.doi.org/10.1007/s00362-008-0157-9
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627102
dc.description.abstractIn this paper, we discuss inferential aspects for the Grubbs model when the unknown quantity x (latent response) follows a skew-normal distribution, extending early results given in Arellano-Valle et al. (J Multivar Anal 96:265-281, 2005b). Maximum likelihood parameter estimates are computed via the EM-algorithm. Wald and likelihood ratio type statistics are used for hypothesis testing and we explain the apparent failure of the Wald statistics in detecting skewness via the profile likelihood function. The results and methods developed in this paper are illustrated with a numerical example.
dc.languageeng
dc.publisherSPRINGER
dc.relationStatistical Papers
dc.rightsCopyright SPRINGER
dc.rightsrestrictedAccess
dc.subjectSkew-normal distribution
dc.subjectEM-algorithm
dc.subjectSkewness Grubbs model
dc.subjectProfile likelihood
dc.titleInference for a skew extension of the Grubbs model
dc.typeArtículos de revistas


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