Discrete generalized half-normal distribution and its applications in quantile regression
Gallardo, Diego (Universidad de Atacama. Departamento de Matemáticas)
Gómez-Déniz, Emilio (Universidad de Las Palmas de Gran Canaria. Departamento de Métodos Cuantitativos en Economía y Gestión)
Gómez, Héctor W. (Universidad de Antofagasta. Departamento de Matemáticas)

Date:	2020
Abstract:	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.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Discretizing ; Generalized half-normal distribution ; Failure function ; Health ; Quantile regression ; Stochastic order
Published in:	SORT : statistics and operations research transactions, Vol. 44 Núm. 2 (July-December 2020) , p. 265-284 (Articles) , ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/377799
DOI: 10.2436/20.8080.02.102

20 p, 452.1 KB

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