A new regression model for positive random variables with skewed and long tail

@inproceedings{Bourguignon2021ANR,
  title={A new regression model for positive random variables with skewed and long tail},
  author={Marcelo Bourguignon and Manoel Santos-Neto and M{\'a}rio de Castro},
  year={2021}
}
In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful for situations where the variable of interest is continuous and restricted to the positive real line and is related to other variables through the mean and precision parameters. The variance function of the proposed model has a quadratic form. In addition, the… 

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