Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data

L Sánchez, V Leiva, M Galea… - … Stochastic Models in …, 2021 - Wiley Online Library
Abstract The Birnbaum‐Saunders (BS) distribution is a model that frequently appears in the
statistical literature and has proved to be very versatile and efficient across a wide range of …

Econometric modeling of productivity and technical efficiency in the Chilean manufacturing industry

H de la Fuente-Mella, JLR Fuentes, V Leiva - Computers & industrial …, 2020 - Elsevier
This research presents models for assessing productivity and technical efficiency of the
Chilean manufacturing sector by using a factor analysis as a methodological alternative to …

On a partial least squares regression model for asymmetric data with a chemical application in mining

M Huerta, V Leiva, S Liu, M Rodríguez… - … and Intelligent Laboratory …, 2019 - Elsevier
In chemometrical applications, covariates in regression models are often correlated, causing
a collinearity problem that can be solved by partial least squares (PLS) regression. In …

Matrix differential calculus with applications in the multivariate linear model and its diagnostics

S Liu, V Leiva, D Zhuang, T Ma… - Journal of Multivariate …, 2022 - Elsevier
Matrix differential calculus is a powerful mathematical tool in multivariate analysis and
related areas such as econometrics, environmetrics, geostatistics, predictive modeling …

Log‐symmetric regression models: information criteria and application to movie business and industry data with economic implications

M Ventura, H Saulo, V Leiva… - … Stochastic Models in …, 2019 - Wiley Online Library
This work deals with log‐symmetric regression models, which are particularly useful when
the response variable is continuous, strictly positive, and following an asymmetric …

Diagnostic analytics for an autoregressive model under the skew-normal distribution

Y Liu, G Mao, V Leiva, S Liu, A Tapia - Mathematics, 2020 - mdpi.com
Autoregressive models have played an important role in time series. In this paper, an
autoregressive model based on the skew-normal distribution is considered. The estimation …

Modeling income data via new parametric quantile regressions: Formulation, computational statistics, and application

H Saulo, R Vila, GV Borges, M Bourguignon, V Leiva… - Mathematics, 2023 - mdpi.com
Income modeling is crucial in determining workers' earnings and is an important research
topic in labor economics. Traditional regressions based on normal distributions are …

Capital intensity and labour productivity in waste companies

M Novotná, IF Leitmanová, J Alina, T Volek - Sustainability, 2020 - mdpi.com
At first glance, it might seem that the economic aspects of sustainability in terms of waste
management have resolved themselves already in areas of activity. In reality, however …

The decision‐making of optimal equity and capital structure based on dynamical risk profiles: A Langevin system framework for SME growth

X Li, K Chen, GX Yuan, H Wang - International Journal of …, 2021 - Wiley Online Library
The purpose of this paper is to establish a generalized dynamical framework for small and
micro‐enterprise (SME) growth in the tech‐economic paradigm, and develop a novel …

Predicting PM2. 5 and PM10 levels during critical episodes management in Santiago, Chile, with a bivariate Birnbaum-Saunders log-linear model

R Puentes, C Marchant, V Leiva, JI Figueroa-Zúñiga… - Mathematics, 2021 - mdpi.com
Improving air quality is an important environmental challenge of our time. Chile currently has
one of the most stable and emerging economies in Latin America, where human impact on …