Open Access
2014 Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions
Xuedong Chen, Qianying Zeng, Qiankun Song
Abstr. Appl. Anal. 2014: 1-8 (2014). DOI: 10.1155/2014/542985


This paper deals with the issue of the likelihood inference for nonlinear models with a flexible skew-t-normal (FSTN) distribution, which is proposed within a general framework of flexible skew-symmetric (FSS) distributions by combining with skew-t-normal (STN) distribution. In comparison with the common skewed distributions such as skew normal (SN), and skew-t (ST) as well as scale mixtures of skew normal (SMSN), the FSTN distribution can accommodate more flexibility and robustness in the presence of skewed, heavy-tailed, especially multimodal outcomes. However, for this distribution, a usual approach of maximum likelihood estimates based on EM algorithm becomes unavailable and an alternative way is to return to the original Newton-Raphson type method. In order to improve the estimation as well as the way for confidence estimation and hypothesis test for the parameters of interest, a modified Newton-Raphson iterative algorithm is presented in this paper, based on profile likelihood for nonlinear regression models with FSTN distribution, and, then, the confidence interval and hypothesis test are also developed. Furthermore, a real example and simulation are conducted to demonstrate the usefulness and the superiority of our approach.


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Xuedong Chen. Qianying Zeng. Qiankun Song. "Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions." Abstr. Appl. Anal. 2014 1 - 8, 2014.


Published: 2014
First available in Project Euclid: 27 February 2015

zbMATH: 07022591
MathSciNet: MR3291021
Digital Object Identifier: 10.1155/2014/542985

Rights: Copyright © 2014 Hindawi

Vol.2014 • 2014
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