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Untitled - UFRJ

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Bayesian Nonlinear Regression Models with Scale Mixtures ofSkew Normal Distributions: Estimation and Case InfluenceDiagnosticsVicente Garibay Cancho ∗Departamento de Matemática Aplicada e Estatística -USPVictor Hugo LachosDepartamento de Estatística-UnicampMarinho G. AndradeDepartamento de Matemática Aplicada e Estatística -USPThe purpose of this paper is to develop a Bayesian analysis for nonlinear regression models underscale mixtures of skew-normal distributions (Branco and Dey, 2001). This novel class of models providesa useful generalization of the symmetrical nonlinear regression models (Galea et al., 2005) since the errordistributions cover both skewness and heavy–tailed distributions such as the skew-t, skew-slash and theskew-contaminated normal distributions. The main advantage of these class of distributions is that theyhave a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo(MCMC) methods to simulate samples from the joint posterior distribution. In order to examine therobust aspects of this flexible class, against outlying and influential observations, we present a Bayesiancase deletion influence diagnostics based on the Kullback–Leibler divergence as proposed by Cho et al.(2009). Further, some discussions on models selection criteria are given. The developed proceduresare illustrated considering a simulated data, and a real data previously analyzed under normal andskew-normal nonlinear regression models.∗ Apresentador/Speaker29

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