Power Truncated Positive Normal Distribution: A Quantile Regression Approach Applied to Health Databases

In this paper we present a new extension of the truncated positive normal (TPN) model, called power truncated positive normal. This extension incorporates a shape parameter that provides more flexibility to the model. In addition, this new extension was reparameterized based on the p-th quantile of...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Axioms 2024-12, Vol.13 (12), p.811
Hauptverfasser: Santoro, Karol I., Gómez, Héctor J., Cortés, Isaac E., Magalhães, Tiago M., Gallardo, Diego I.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this paper we present a new extension of the truncated positive normal (TPN) model, called power truncated positive normal. This extension incorporates a shape parameter that provides more flexibility to the model. In addition, this new extension was reparameterized based on the p-th quantile of the distribution in order to perform quantile regression. The initial values were calculated from a modification of the moment estimators, which allowed the maximum likelihood estimators to be obtained. A simulation study was carried out which suggests good behavior of the maximum likelihood estimators in finite samples. Finally, two applications using health databases are presented.
ISSN:2075-1680
2075-1680
DOI:10.3390/axioms13120811