Exponentiated power Maxwell distribution with quantile regression and applications

In this paper we introduce an extension of the power Maxwell distribution. We also discuss a reparametrized version of this model applied to quantile regression. Some properties of the model and estimation based on the maximum likelihood estimation method are studied. We also present a simulation st...

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Bibliographic Details
Authors: Gallardo, Diego|||0000-0001-8184-7403, Gómez, Yolanda|||0000-0002-8092-9666, Segovia, Francisco A.|||0000-0001-7038-065X
Format: article
Publication Date:2021
Country:España
Institution:Universitat Autònoma de Barcelona
Repository:Dipòsit Digital de Documents de la UAB
Language:English
OAI Identifier:oai:ddd.uab.cat:250120
Online Access:https://ddd.uab.cat/record/250120
https://dx.doi.org/urn:doi:10.2436/20.8080.02.115
Access Level:Open access
Keyword:Maxwell distribution
Exponentiated distributions
Maximum likelihood
Quantile regression
Description
Summary:In this paper we introduce an extension of the power Maxwell distribution. We also discuss a reparametrized version of this model applied to quantile regression. Some properties of the model and estimation based on the maximum likelihood estimation method are studied. We also present a simulation study to assess the performance of estimators in such finite samples, and two applications to real data sets to illustrate the model.