Autori
Gil, Yessenia A.
Garay, Aldo M.
Lachos, Victor H.

Titolo
Likelihood-based inference for interval censored regression models under heavy-tailed distributions
Periodico
Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2025 - Volume: 34 - Fascicolo: 3 - Pagina iniziale: 519 - Pagina finale: 544

Scale mixtures of skew-normal distributions form a class of asymmetric thick-tailed distributions that include skew-normal, skew-t, skew-contaminated normal, and the entire family of scale mixtures of normal distributions as special cases. This paper proposes an interval-censored linear regression model based on the class of scale mixtures of skew-normal distributions, providing an appealing, robust alternative to the usual Gaussian assumption in censored regression models. A novel Expectation/Conditional Maximization Either algorithm is proposed for maximum likelihood estimation, with analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of truncated scale mixtures of skew-normal distributions that can be computed using the MomTrunc R package. The proposed methodology is illustrated through intensive simulations and the analysis of a real data set from the Household Survey OHS99 conducted by Statistics South Africa.



SICI: 1618-2510(2025)34:3<519:LIFICR>2.0.ZU;2-E

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