Likelihood-based inference for the multivariate skew-t regression with censored or missing responses

• Published in: Journal of multivariate analysis Vol. 196; p. 105174
• Main Authors: Valeriano, Katherine A.L., Galarza, Christian E., Matos, Larissa A., Lachos, Victor H.
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 01.07.2023
• Subjects: Censored data; EM algorithm; Extended skew-[formula omitted] distribution; Missing observations; Truncated distributions; secondary; Censored data; Truncated distributions; Extended skew-t distribution; EM algorithm; Missing observations; primary

Skew-t regression models have been widely used to model and analyze asymmetric heavy-tailed data. Moreover, observations in this kind of data can be missing or subject to some upper and/or lower detection limits because of the restriction of the experimental apparatus. We propose a novel robust regr...