Abstract: The standard Tobit model is constructed under the assumption of a normal distribution and has been widely applied in econometrics. Atypical/extreme data have a harmful effect on the maximum likelihood estimates of the standard Tobit model parameters. Then, we need to count with diagnostic tools to evaluate the effect of extreme data. If they are detected, we must have available a Tobit model that is robust to this type of data. The family of elliptically contoured distributions has the Laplace, logistic, normal and Student-t cases as some of its members. This family has been largely used for providing generalizations of models based on the normal distribution, with excellent practical results. In particular, because the Student-t distribution has an additional parameter, we can adjust the kurtosis of the data, providing robust estimates against extreme data. We propose a methodology based on a generalization of the standard Tobit model with errors following elliptical distributions. Diagnostics in the Tobit model with elliptical errors are developed. We derive residuals and global/local influence methods considering several perturbation schemes. This is important because different diagnostic methods can detect different atypical data. We implement the proposed methodology in an R package. We illustrate the methodology with real-world econometrical data by using the R package, which shows its potential applications. The Tobit model based on the Student-t distribution with a small quantity of degrees of freedom displays an excellent performance reducing the influence of extreme cases in the maximum likelihood estimates in the application presented. It provides new empirical evidence on the capabilities of the Student-t distribution for accommodation of atypical data.

Abstract: We study the estimation and prediction of Gaussian processes with spacetime covariance models belonging to the dynamical generalized Wendland (DGW) family, under fixed-domain asymptotics. Such a class is nonseparable, has dynamical compact supports, and parameterizes differentiability at the origin similarly to the space-time Matern class.
Our results are presented in two parts. First, we establish the strong consistency and asymptotic normality for the maximum likelihood estimator of the microergodic parameter associated with the DGW covariance model, under fixed-domain asymptotics. The second part focuses on optimal kriging prediction under the DGW model and an asymptotically correct estimation of the mean squared error using a misspecified model. Our theoretical results are, in turn, based on the equivalence of Gaussian measures under some given families of space-time covariance functions, where both space or time are compact. The technical results are provided in the online Supplementary material.

Abstract: Applications of statistical models to describe spatial dependence in geo-referenced data are widespread across many disciplines including the environmental sciences. Most of these applications assume that the data follow a Gaussian distribution. However, in many of them the normality assumption, and even a more general assumption of symmetry, are not appropriate. In non-spatial applications, where the data are uni-modal and positively skewed, the Birnbaum-Saunders (BS) distribution has excelled. This paper proposes a spatial log-linear model based on the BS distribution. Model parameters are estimated using the maximum likelihood method. Local influence diagnostics are derived to assess the sensitivity of the estimators to perturbations in the response variable. As illustration, the proposed model and its diagnostics are used to analyse a real-world agricultural data set, where the spatial variability of phosphorus concentration in the soil is considered-which is extremely important for agricultural management.

Abstract: The Birnbaum-Saunders (BS) distribution is receiving considerable attention. We propose a methodology for inventory logistics that allows demand data with zeros to be modeled by means of a new discrete-continuous mixture distribution, which is constructed by using a probability mass at zero and a continuous component related to the BS distribution. We obtain some properties of the new mixture distribution and conduct a simulation study to evaluate the performance of the estimators of its parameters. The methodology for stochastic inventory models considers also financial indicators. We illustrate the proposed methodology with two real-world demand data sets. It shows its potential, highlighting the convenience of using it by improving the contribution margins of a Chilean food industry. Copyright (c) 2015 John Wiley & Sons, Ltd.

Abstract: Neurons transmit information as action potentials or spikes. Due to the inherent randomness of the inter-spike intervals (ISIs), probabilistic models are often used for their description. Cumulative damage (CD) distributions are a family of probabilistic models that has been widely considered for describing time-related cumulative processes. This family allows us to consider certain deterministic principles for modeling ISIs from a probabilistic viewpoint and to link its parameters to values with biological interpretation. The CD family includes the Birnbaum-Saunders and inverse Gaussian distributions, which possess distinctive properties and theoretical arguments useful for ISI description. We expand the use of CD distributions to the modeling of neural spiking behavior, mainly by testing the suitability of the Birnbaum-Saunders distribution, which has not been studied in the setting of neural activity. We validate this expansion with original experimental and simulated electrophysiological data.

Abstract: The local influence method has proven to be a useful and powerful tool for detecting influential observations on the estimation of model parameters. This method has been widely applied in different studies related to econometric and statistical modelling. We propose a methodology based on the Lagrange multiplier method with a linear penalty function to assess local influence in the possibly heteroskedastic linear regression model with exact restrictions. The restricted maximum likelihood estimators and information matrices are presented for the postulated model. Several perturbation schemes for the local influence method are investigated to identify potentially influential observations. Three real-world examples are included to illustrate and validate our methodology.

Abstract: Diverse phenomena from the real-world can be modeled using random matrices, allowing matrix-variate distributions to be considered. The normal distribution is often employed in this modeling, but usually the mentioned random matrices do not follow such a distribution. An asymmetric non-normal model that is receiving considerable attention due to its good properties is the Birnbaum-Saunders (BS) distribution. We propose a statistical methodology based on matrix-variate BS distributions. This methodology is implemented in the statistical software R. A simulation study is conducted to evaluate its performance. Finally, an application with real-world matrix-variate data is carried out to illustrate its potentiality and suitability.