Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions.

@article{Lachos2011HeteroscedasticNR,
  title={Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions.},
  author={Victor H. Lachos and Dipankar Bandyopadhyay and Aldo M. Garay},
  journal={Statistics & probability letters},
  year={2011},
  volume={81 8},
  pages={
          1208-1217
        }
}
An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. We derive a simple EM-type algorithm for iteratively computing maximum likelihood (ML) estimates and the observed information matrix is derived analytically. Simulation studies demonstrate the robustness of this flexible class against outlying and influential observations, as well as nice asymptotic properties of the… CONTINUE READING

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