Browsing by Author "Galea, Manuel"

Now showing 1 - 6 of 6
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    Estimation and Testing in Elliptical Functional Measurement Error Models
    (TAYLOR & FRANCIS INC, 2010) Galea, Manuel; Gimenez, Patricia
    The purpose of this article is to investigate estimation and hypothesis testing by maximum likelihood and method of moments in functional models within the class of elliptical symmetric distributions. The main results encompass consistency and asymptotic normality of the method of moments estimators. Also, the asymptotic covariance matrix of the maximum likelihood estimator is derived, extending some existing results in elliptical distributions. A measure of asymptotic relative efficiency is reported. Wald-type statistics are considered and numerical results obtained by Monte Carlo simulation to investigate the performance of estimators and tests are provided for Student-t and contaminated normal distributions. An application to a real dataset is also included.
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    Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
    (BRAZILIAN STATISTICAL ASSOCIATION, 2021) Galea, Manuel; Vilca, Filidor; Zeller, Camila Borelli
    The class of generalized hyperbolic (GH) distributions is generated by a mean-variance mixture of a multivariate Gaussian with a generalized inverse Gaussian (GIG) distribution. This rich family of GH distributions includes some well-known heavy-tailed and symmetric multivariate distributions, including the Normal Inverse Gaussian and some members of the family of scale-mixture of skew-normal distributions. The class of GH distributions has received considerable attention in finance and signal processing applications. In this paper, we propose the likelihood ratio (LR) test to test hypotheses about the skewness parameter of a GH distribution. Due to the complexity of the likelihood function, the EM algorithm is used to find the maximum likelihood estimates both in the complete model and the reduced model. For comparative purposes and due to its simplicity, we also consider the Gradient (G) test. A simulation study shows that the LR and G tests are usually able to achieve the desired significance levels and the testing power increases as the asymmetry increases. The methodology developed in the paper is applied to two real datasets.
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    Influence analysis for the generalized Waring regression model
    (TAYLOR & FRANCIS LTD, 2020) Rivas, Luisa; Galea, Manuel
    In this paper, we consider a regression model under the generalized Waring distribution for modeling count data. We develop and implement local influence diagnostic techniques based on likelihood displacement. Also we develop case-deletion methods. The generalized Waring regression model is presented as a mixture of the Negative Binomial and the Beta II distributions, and it is compared to the Negative Binomial and Waring regression models. Estimation is performed by maximum likelihood function. The influence measures developed in this paper are applied to a Spanish football league data set. Empirical results show that the generalized Waring regression model performs better when compared to the Negative Binomial and Waring regression models. Technical details are presented in the Appendix.
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    Influence diagnostics for elliptical semiparametric mixed models
    (SAGE PUBLICATIONS LTD, 2012) Ibacache Pulgar, German; Paula, Gilberto A.; Galea, Manuel
    In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.
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    LOCAL INFLUENCE FOR SPATIAL ANALYSIS OF SOIL PHYSICAL PROPERTIES AND SOYBEAN YIELD USING STUDENT'S t-DISTRIBUTION
    (2011) Botinha Assumpcao, Rosangela Aparecida; Uribe Opazo, Miguel Angel; Galea, Manuel
    The modeling and estimation of the parameters that define the spatial dependence structure of a regionalized variable by geostatistical methods are fundamental, since these parameters, underlying the kriging of unsampled points, allow the construction of thematic maps. One or more atypical observations in the sample data can affect the estimation of these parameters. Thus, the assessment of the combined influence of these observations by the analysis of Local Influence is essential. The purpose of this paper was to propose local influence analysis methods for the regionalized variable, given that it has n-variate Student's t-distribution, and compare it with the analysis of local influence when the same regionalized variable has n-variate normal distribution. These local influence analysis methods were applied to soil physical properties and soybean yield data of an experiment carried out in a 56.68 ha commercial field in western Parana, Brazil. Results showed that influential values are efficiently determined with n-variate Student's t-distribution.
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    LOCAL INFLUENCE IN A LINEAR MODEL SPACE USING SOYBEAN PRODUCTIVITY WITH T-STUDENT DISTRIBUITION
    (SOC BRASIL ENGENHARIA AGRICOLA, 2013) do Prado, Naimara V.; Uribe Opazo, Miguel A.; Galea, Manuel; Assumpcao, Rosangela A. B.
    The use of geostatistical tools combined with precision agriculture, allow the monitoring of agricultural soybean producing areas, establishing relationships of spatial dependence between the sampled points. The modeling of spatial variability structure enables the construction of thematic maps of the attributes studied, using the kriging as the interpolation method. However, the presence of outliers among the elements sampling can influence the construction and interpretation of these maps. The distribution of t-Student probability has been used in attempts to reduce the influence of atypical points in the estimation of parameters of spatial dependence, having heavier tails than the normal distribution of probabilities. The detection of influential points in the study area, through the analysis of local influence diagnostics, provides greater reliability in the use of maps, providing an efficient use of inputs. Then, the objective was to apply the techniques of local influence on spatially referenced data with models of disturbance and using the matrix additive scale, considering the distribution t-Student n-variate. It was used a linear spatial model for the study of soybean yield data as a function of average plant height and number of pods per plant. The local influence techniques were effective to detect points that influence in the geostatistical model selection, estimation of parameters and construction of thematic maps.