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文章基本信息

  • 标题:Discrete generalized half-normal distribution and its applications in quantile regression
  • 本地全文:下载
  • 作者:Diego I. Gallardo ; Emilio Gómez-Déniz ; Héctor W. Gómez
  • 期刊名称:SORT-Statistics and Operations Research Transactions
  • 印刷版ISSN:2013-8830
  • 出版年度:2020
  • 页码:265-284
  • DOI:10.2436/20.8080.02.102
  • 出版社:SORT- Statistics and Operations Research Transactions
  • 摘要:A new discrete two-parameter distribution is introduced by discretizing a generalized half-normal distribution. The model is useful for fitting overdispersed as well as underdispersed data. The failure function can be decreasing, bathtub shaped or increasing. A reparameterization of the distribution is introduced for use in a regression model based on the median. The behaviour of the maximum likelihood estimates is studied numerically, showing good performance in finite samples. Three real data set applications reveal that the new model can provide a better explanation than some other competitors.
  • 关键词:Discretizing;generalized half-normal distribution;failure function;health;quantile regression;stochastic order
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