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Calibration model with skew scale mixtures of normal distributions.

Authors :
Pereira, Marcos Antonio Alves
Achic, Betsabé G. Blas
Source :
Communications in Statistics: Simulation & Computation. 2018, Vol. 47 Issue 4, p1463-1478. 16p.
Publication Year :
2018

Abstract

This work presents a new linear calibration model with replication by assuming that the error of the model follows a skew scale mixture of the normal distributions family, which is a class of asymmetric thick-tailed distributions that includes the skew normal distribution and symmetric distributions. In the literature, most calibration models assume that the errors are normally distributed. However, the normal distribution is not suitable when there are atypical observations and asymmetry. The estimation of the calibration model parameters are done numerically by the EM algorithm. A simulation study is carried out to verify the properties of the maximum likelihood estimators. This new approach is applied to a real dataset from a chemical analysis. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610918
Volume :
47
Issue :
4
Database :
Academic Search Index
Journal :
Communications in Statistics: Simulation & Computation
Publication Type :
Academic Journal
Accession number :
130101638
Full Text :
https://doi.org/10.1080/03610918.2017.1315773