1. An Asymmetric Bimodal Double Regression Model.
- Author
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Gómez, Yolanda M., Gallardo, Diego I., Venegas, Osvaldo, and Magalhães, Tiago M.
- Subjects
- *
REGRESSION analysis , *QUANTILE regression , *MAXIMUM likelihood statistics , *DISTRIBUTION (Probability theory) - Abstract
In this paper, we introduce an extension of the sinh Cauchy distribution including a double regression model for both the quantile and scale parameters. This model can assume different shapes: unimodal or bimodal, symmetric or asymmetric. We discuss some properties of the model and perform a simulation study in order to assess the performance of the maximum likelihood estimators in finite samples. A real data application is also presented. [ABSTRACT FROM AUTHOR]
- Published
- 2021
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