A log-Birnbaum–Saunders regression model with asymmetric errors

Log-periodogram regression in asymmetric long memory

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likel...

Asymmetric Regression Models Bernoulli / Log Proportional - Hazard Distribution

In this paper we introduce a kind of asymmetric distribution for nonnegative data called log-proportional hazard distribution (LPHF). This new distribution is used to study an asymmetrical regression model for data with limited responses (censored) through the mixture of a Bernoulli distribution with logit link and the LPHF distribution. Properties of the LPHF distribution are studied, maximum ...

Spatial Correlation Testing for Errors in Panel Data Regression Model

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...

Efficient estimation of a polynomial regression model with stationary errors

Starting point is a polynomial regression model with weakly stationary errors. We investigate the asymptotic covariance of the least–squares estimator (LSE) and consider situations where the LSE fails to be asymptotically efficient. For that reason alternative estimators are derived, which are the best linear unbiased estimators for certain spectral densities. We show for a large class of spect...