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Matrix differential calculus with applications in the multivariate linear model and its diagnostics. J MULTIVARIATE ANAL 2022. [DOI: 10.1016/j.jmva.2021.104849] [Citation(s) in RCA: 3] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/01/2023]
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Saulo H, Dasilva A, Leiva V, Sánchez L, la Fuente‐Mella H. Log‐symmetric quantile regression models. STAT NEERL 2021. [DOI: 10.1111/stan.12243] [Citation(s) in RCA: 14] [Impact Index Per Article: 4.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/11/2022]
Affiliation(s)
- Helton Saulo
- Department of Statistics Universidade de Brasília Brasília Brazil
| | - Alan Dasilva
- Department of Statistics Universidade de Brasília Brasília Brazil
| | - Víctor Leiva
- School of Industrial Engineering Pontificia Universidad Católica de Valparaíso Valparaíso Chile
| | - Luis Sánchez
- Institute of Statistics Universidad Austral de Chile Valdivia Chile
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Predicting PM2.5 and PM10 Levels during Critical Episodes Management in Santiago, Chile, with a Bivariate Birnbaum-Saunders Log-Linear Model. MATHEMATICS 2021. [DOI: 10.3390/math9060645] [Citation(s) in RCA: 10] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 12/21/2022]
Abstract
Improving air quality is an important environmental challenge of our time. Chile currently has one of the most stable and emerging economies in Latin America, where human impact on natural resources and air quality does not go unperceived. Santiago, the capital of Chile, is one of the cities in which particulate matter (PM) levels exceed national and international limits. Its location and climate cause critical conditions for human health when interaction with anthropogenic emissions is present. In this paper, we propose a predictive model based on bivariate regression to estimate PM levels, related to PM2.5 and PM10, simultaneously. Birnbaum-Saunders distributions are used in the joint modeling of real-world PM2.5 and PM10 data by considering as covariates some relevant meteorological variables employed in similar studies. The Mahalanobis distance is utilized to assess bivariate outliers and to detect suitability of the distributional assumption. In addition, we use the local influence technique for analyzing the impact of a perturbation on the overall estimation of model parameters. In the predictions, we check the categorization for the observed and predicted cases of the model according to the primary air quality regulations for PM.
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Robust Three-Step Regression Based on Comedian and Its Performance in Cell-Wise and Case-Wise Outliers. MATHEMATICS 2020. [DOI: 10.3390/math8081259] [Citation(s) in RCA: 14] [Impact Index Per Article: 3.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 12/11/2022]
Abstract
Both cell-wise and case-wise outliers may appear in a real data set at the same time. Few methods have been developed in order to deal with both types of outliers when formulating a regression model. In this work, a robust estimator is proposed based on a three-step method named 3S-regression, which uses the comedian as a highly robust scatter estimate. An intensive simulation study is conducted in order to evaluate the performance of the proposed comedian 3S-regression estimator in the presence of cell-wise and case-wise outliers. In addition, a comparison of this estimator with recently developed robust methods is carried out. The proposed method is also extended to the model with continuous and dummy covariates. Finally, a real data set is analyzed for illustration in order to show potential applications.
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Lim C, Sen PK, Peddada SD. Statistical inference in nonlinear regression under heteroscedasticity. SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS 2011. [DOI: 10.1007/s13571-011-0013-0] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
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