[ABE-L] Palestra no IME-USP

[Márcia Branco]

Divulgando palestra do professor Reinaldo Arellano-Valle no IME-USP

*Data: 07/11/19 - quinta-feira*
*Horário: 15h30min*
*Local: Sala 144 - Bloco B - IME*

*Título: A two-piece normal measurement error model*

*                    Reinaldo B. Arellano-Valle (PUC- Santiago do Chile)*

In the context of measurement error models, the true unobservable
covariates are
commonly assumed to have a normal distribution. This assumption is replaced
here by a
more flexible two-piece normal distribution, which allows for asymmetry.
After setting up
a general formulation for two-piece distributions, we focus on the case of
the normal
two-piece construction. It turns out that the joint distribution of the
actual observations
(the multivariate observed covariates and the response) is a two-component
mixture of
multivariate skew-normal distributions. This connection facilitates the
construction of
an EM-type algorithm for performing maximum likelihood estimation. Some
numerical
experimentation with two real datasets indicates a substantial improvement
of the
present formulation with respect to the classical normal-theory
construction, which
greatly compensates the introduction of a single parameter for regulation
of skewness.

*Joint work with: Adelchi Azzalini, Clecio S. Ferreira and Karol Santoro*
-------------- Próxima Parte ----------
Um anexo em HTML foi limpo...
URL: <https://lists.ime.usp.br/archives/abe/attachments/20191105/d8de0f25/attachment.html>