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Víctor H. Lachos

Publications and source records attributed to Víctor H. Lachos.

2 recordsLinked to original sources

Parametric modal regression for right-censored positive responses

We present a unified parametric framework for modal regression applicable to continuous positive distributions, with explicit support for right-censored observations. The key contribution is a systematic analytical reparameterization of density parameters as direct functions of the conditional mode. This closed-form mapping is derived for the Gamma, Beta, Weibull, Lognormal, and Inverse Gaussian distributions, directly linking the mode to a linear predictor. Maximum likelihood estimation is performed using the censored log-likelihood, with asymptotic inference based on the observed Fisher information matrix. A Monte Carlo simulation study across multiple distributions, sample sizes, and censoring levels confirms consistent parameter recovery. Empirical bias and RMSE decrease as expected, and Wald confidence intervals achieve nominal coverage. Finally, the proposed methodology is illustrated through an application to real-world reliability data. All methodology is implemented in the open-source R package ModalCens.

stat.ME↗

Case-Deletion Diagnostics for Quantile Regression Using the Asymmetric Laplace Distribution

To make inferences about the shape of a population distribution, the widely popular mean regression model, for example, is inadequate if the distribution is not approximately Gaussian (or symmetric). Compared to conventional mean regression (MR), quantile regression (QR) can characterize the entire conditional distribution of the outcome variable, and is more robust to outliers and misspecification of the error distribution. We present a likelihood-based approach to the estimation of the regression quantiles based on the asymmetric Laplace distribution (ALD), which has a hierarchical representation that facilitates the implementation of the EM algorithm for the maximum-likelihood estimation. We develop a case-deletion diagnostic analysis for QR models based on the conditional expectation of the complete-data log-likelihood function related to the EM algorithm. The techniques are illustrated with both simulated and real data sets, showing that our approach out-performed other common classic estimators. The proposed algorithm and methods are implemented in the R package ALDqr().

math.ST↗