• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Lian, Chengdi (Lian, Chengdi.) | Zeller, Camila Borelli (Zeller, Camila Borelli.) | Yang, Ke (Yang, Ke.) | Cheng, Weihu (Cheng, Weihu.) (Scholars:程维虎)

Indexed by:

Scopus SCIE

Abstract:

In many fields, limited or censored data are often collected due to limitations of measurement equipment or experimental design. Commonly used censored linear regression models rely on the assumption of normality for the error terms. However, this approach has faced criticism in literature due to its sensitivity to deviations from the normality assumption. In this paper, we propose an extension of the CR model under the two-piece generalized t (TPGT)-error distribution, called TPGT-CR model. The TPGT-CR model offers greater flexibility in modeling data by accommodating skewness and heavy tails. We developed a modified maximum likelihood (MML) estimator for the proposed model and introduced the modified deviance residual to detect outliers. The developed MML estimator under the TPGT assumption possesses several appealing merits, including robustness against outliers, asymptotic equivalence to the maximum likelihood estimator, and explicit functions of sample observations. Simulation studies are conducted to examine the finite sample performance, robustness, and effectiveness of both the classical and proposed estimators. The results from both the simulated and real data illustrate the usefulness of the proposed method.

Keyword:

Modified maximum likelihood Tobit model Residual analysis Two-piece generalized t distribution Censored regression model

Author Community:

  • [ 1 ] [Lian, Chengdi]Beijing Univ Technol, Sch Math Stat & Mech, Pingleyuan 100, Beijing 100124, Peoples R China
  • [ 2 ] [Yang, Ke]Beijing Univ Technol, Sch Math Stat & Mech, Pingleyuan 100, Beijing 100124, Peoples R China
  • [ 3 ] [Cheng, Weihu]Beijing Univ Technol, Sch Math Stat & Mech, Pingleyuan 100, Beijing 100124, Peoples R China
  • [ 4 ] [Zeller, Camila Borelli]Rua Jose Lourenco Kelmer S-N Sao Pedro, BR-36036900 Juiz De Fora, MG, Brazil

Reprint Author's Address:

  • 程维虎

    [Cheng, Weihu]Beijing Univ Technol, Sch Math Stat & Mech, Pingleyuan 100, Beijing 100124, Peoples R China

Show more details

Related Keywords:

Source :

STATISTICAL PAPERS

ISSN: 0932-5026

Year: 2025

Issue: 2

Volume: 66

1 . 3 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 9

Affiliated Colleges:

Online/Total:407/10601473
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.