期刊名称：SORT-Statistics and Operations Research Transactions
印刷版ISSN：2013-8830
出版年度：2015
卷号：39
期号：2
页码：187-208
语种：English
出版社：SORT- Statistics and Operations Research Transactions
摘要：In this paper we investigate an extension of the power-normal model, called the alpha-power model and specialize it to linear and nonlinear regression models, with and without correlated errors. Maximum likelihood estimation is considered with explicit derivation of the observed and expected Fisher information matrices. Applications are considered for the Australian athletes data set and also to a data set studied in Xie et al. (2009). The main conclusion is that the proposed model can be a viable alternative in situations were the normal distribution is not the most adequate model.
关键词：Correlation, maximum likelihood, power-normal distribution, regression.
