Abstract

In this work, a flexible class of linear mixed models is introduced by assuming that the random effects and model errors follow a skew-normal-Cauchy distribution. The likelihood function and the information matrix based on of the observed data are computed. An EM-type algorithm is also proposed for estimating the parameters that seems to provide some advantages over a direct maximization of the likelihood function. Finally, the performance of the proposed model is evaluated numerically from simulated an real data.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.