Power Truncated Positive Normal Distribution: A Quantile Regression Approach Applied to Health Databases. (2024). Santoro, K.I.; Gómez, H.J.; Cortés, I.E.; Magalhães, T.M.; Gallardo, D.I.

noviembre 21, 2024
Axioms

Abstract:

In this paper we present a new extension of the truncated positive normal (TPN) model, called power truncated positive normal. This extension incorporates a shape parameter that provides more flexibility to the model. In addition, this new extension was reparameterized based on the p-th quantile of the distribution in order to perform quantile regression. The initial values were calculated from a modification of the moment estimators, which allowed the maximum likelihood estimators to be obtained. A simulation study was carried out which suggests good behavior of the maximum likelihood estimators in finite samples. Finally, two applications using health databases are presented.

Keywords: power distribution; maximum likelihood estimators; quantile regression; truncated distribution

MSC: 62E10; 62E15; 62E17

DOI:

https://doi.org/10.3390/axioms13120811

Otras publicaciones

Power Truncated Positive Normal Distribution: A Quantile Regression Approach Applied to Health Databases. (2024). Santoro, K.I.; Gómez, H.J.; Cortés, I.E.; Magalhães, T.M.; Gallardo, D.I.

A Characterization of Concave Mappings Using the Caratheodory Class and Schwarzian Derivative. (2024). Victor; B.; Rodrigo, H.; Venegas, O.

Reparameterized Scale Mixture of Rayleigh Distribution Regression Models with Varying Precision.(2024). Rivera, P.A.; Gallardo, D.I.; Venegas, O.; Gomez-Deniz, E.; Gomez, H.W.

A New Generalization of the Truncated Gumbel Distribution with Quantile Regression and Applications.(2024). Gómez, H.J.; Santoro, K.I.; Ayma, D:; Cortés, I.E.; Gallardo, D.I.; Magalhães, T.M.