Generalized Odd Power Cauchy Family and Its Associated Heteroscedastic Regression Model

  • Emrah Altun EA Bartin University
  • Morad Alizadeh Persian Gulf university
  • Thiago Ramires Federal University of Technology
  • Edwin Ortega University of São Paulo
Keywords: Generated family; Heteroscedastic regression model; Maximum likelihood; Moment; Power Cauchy.


This study introduces a generalization of the odd power Cauchy family by adding one more shape parameter togain more flexibility modeling the complex data structures. The linear representations for the density, moments, quantile,and generating functions are derived. The model parameters are estimated employing the maximum likelihood estimationmethod. The Monte Carlo simulations are performed under different parameter settings and sample sizes for the proposedmodels. In addition, we introduce a new heteroscedastic regression model based on the special member of the proposedfamily. Three data sets are analyzed with competitive and proposed models.


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How to Cite
EA, E. A., Alizadeh, M., Ramires, T., & Ortega, E. (2021). Generalized Odd Power Cauchy Family and Its Associated Heteroscedastic Regression Model. Statistics, Optimization & Information Computing, 9(3), 516-528.
Research Articles