期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2017
卷号：16
期号：3
页码：403-420
DOI：10.2991/jsta.2017.16.3.11
语种：English
出版社：Atlantis Press
摘要：First we introduce and study some general mathematical properties of a new generator of continuous distributions with two extra shape parameters called the odd generalized half-Cauchy family. A second goal, we introduce the new log-generalized odd half-Cauchy heteroscedastic regression model with censored data, which represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to data with no homogeneity of variance. Maximum likelihood estimation of the model parameters with censored data as well as a simulation study are investigated. We also prove empirically the flexibility of the new family by means real data sets.
