Parameter Estimation and Applications for Mode Regression Models with Skew-Normal Data
For skewed data in finance,economy,social science,environmental science,engineering tech-nology and biomedicine,a mode regression model is proposed,and an expectation-maximization(EM)algorithm based on Newton+Raphson iteration is used to estimate unknown parameters.Monte Carlo simulation and BMI data analysis indicates that the proposed method is effective,and the estimation effect of the mode regression model is better than the mean regression model for the skew-normal data.
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