Victor H. Lachos

List of Publications (Updated: May, 5th, 2012)

  • 52.  Matos*, L. A., Prates*, M. O., Chen, M-H. and Lachos, V. H. (2012). Likelihood Based Inference for Linear and Nonlinear Mixed-Effects Models with Censored Response Using the Multivariate-t Distribution . Statistica Sinica (Revision Invited)

  • 51.  Prates*, M. O., Dey, D. K, and Lachos, V.H. (2012). A Dengue Fever Study in the State of Rio de Janeiro with the Use of Generalized Skew-Normal/Independent Spatial Fields. The Chilean Journal of Statistics (Minor revision)

  • 50.  Matos*, L. A., Lachos, V. H,, Balakrishnan, N. and Vilca-Labra, F.(2012). Influence Diagnostics in Linear and Nonlinear Mixed-Effects Models with Censored Data . Computational Statistics and Data Analysis (Minor Revision)

  • 49.  Garay*, A. M., Lachos, V. H., Vilca, L. F. and Ortega, E. M. (2012). Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions. . Journal of Statistical Computation and Simulation (Revision Invited).

  • 38.  Zeller*, C. B., Carvalho*, R. R, and Lachos, V. H. (2012). On Diagnostics for Multivariate Measurement Error Model with asymmetric heavy-tailed distributions. Accepted for publication in Statistical Papers.

  • 47.  Blás*, B.G. Lachos, V. H. and Bolfarine, H. (2012). Statistical analysis of controlled calibration model with replicates . Accepted for publication in Journal of Statistical Computation and Simulation.

  • 46.  Lachos, V.H. , Bandyopadhyay, D., Dey, D. K. and Castro, L.M.C(2012). Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads. Accepted for publication in Biometrical Journal.

  • 43.  Abanto-Valle, C. A., Lachos, V.H. and Ghosh, P. (2012). A Bayesian Term Structure Modeling using heavy-tailed distributions. Accepted for publication in Applied Stochastic Models in Business and Industry.

  • 39.  Abanto-Valle, C. A., Migon, H. S. and Lachos, V. H.(2012). Stochastic volatility in mean models with heavy-tailed distributions. Accepted for publication in Brazilian Journal of Probability and Statistics.

  • 48.  Lachos, V. H., Garay*, A. M. , Ortega, E. M. and Vilca, L. F. (2012). Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions. . Journal of Statistical Planning and Inference, 142, 2149-2165. R programs

  • 45.  Barbosa-Cabral, C. R., Lachos, V. H. and Madruga, R. M. (2012). Bayesian skew-normal independent linear mixed models with heterogeneity in the random-effects population. Journal of Statistical Planning and Inference, 212,181-200.

  • 42.  Cabral, C. R., Lachos, V. H, and Prates, M*. (2012). Robust Multivariate Mixture Modelling using Scale Mixtures of Skew-Normal Distributions. Computational Statistics and Data Analysis, 56, 226-246.

  • 41.  Lachos, V. H., Cabral, C. R. and Abanto-Valle, C. A. (2012). A noniterative sampling Bayesian method for linear mixed models with normal independent distributions. Journal of Applied Statistics. 39, 531-549.

  • 44.  Lachos, V.H., Bandyopadhyay D. and Dey D. K. (2011) Linear and non-linear mixed-effects models for censored HIV viral loads using normal/independent distributions. Biometrics, 55, 1304-1318.

  • 40.  Lachos, V. H., Bandyopadhyay, D. and A. M. Garay* (2011). Heteroscedastic nonlinear regression models based on scale mixtures of skew normal distributions. Statistics and Probability Letter, 81, 1208-1217.

  • 37.  Garay*, A. M., Ortega, E. M., and Lachos, V. H. (2011). On Estimation and Influence Diagnostics for Zero-Inflated Negative Binomial Regression Models. Computational Statistics and Data Analysis, 55, 1304-1318

  • 36.  Zeller*, C. B., Lachos, V. H, and Labra, F. (2011). Local influence analysis for regression models with skew-normal independent distributions. Journal of Applied Statistics, 38, 343 - 368 Matlab programs

  • 35.  Abanto-Valle, C. A., Migon, H. and Lachos, V.H. (2011). Bayesian Analysis of Heavy-tailed Stochastic Volatility in Mean model using Scale Mixtures of Normal distributions. Journal of Statistical Planning and Inference, 141, 1875-1887.

  • 34.  Ferreira*, C. S., Lachos, V. H. and Bolfarine, H. (2011). Skew Scale Mixtures of Normal Distributions: Properties and Estimation. Statistical Methodology, 8, 154–171.

  • 33.  Lachos, V. H., Abanto-Valle, C. A. and Angolini*, T (2011). On Estimation and Local Influence Analysis for Measurement Errors Models under Heavy-tailed Distributions . Statistical Papers, 52, 567-590.

  • 32.  Garay*, A. M., Lachos, V. H, and Abanto-Valle, C.A. (2011). Nonlinear Regression Models Based on Scale Mixtures of Skew-Normal Distributions. Journal of the Korean Statistical Society, 40, 115-124.

  • 31.  Lachos, V.H., Filidor, V.L., Garibay, V.C. and Aoky R. (2011). Skew-Normal Distribution in Multivariate Null Intercept Measurement Error Model. Brazilian Journal of Probability and Statistics, 25, 145-170.

  • 30.  Lachos, V. H., Ghosh, P. and Arellano-Valle R. B. (2010). Likelihood Based Inference for Skew-Normal/Independent Linear Mixed Model. Statistica Sinica, 20, 303-322. R program

  • 29.  Lachos, V.H., Bolfarine H., Vilca, L.F. and Ghosh, P. (2010). Robust multivariate measurement error models with scale mixtures of skew-normal distributions. Statistics (A Journal of Theoretical and Applied Statistics), 44, 541-556.

  • 28.  Abanto-Valle, C. A., Bandyopadhyay, D, Lachos, V. H. (2010). Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions . Computational Statistics and Data Analysis, 54, 2883-2898.

  • 27.  Bandyopadhyay, D, Lachos, V. H. Abanto-Valle, C. A. (2010). Bayesian inference for bivariate skew-normal/independent linear mixed models with application to periodontal disease. Statistics in Medicine, 29, 2643–2655.

  • 26.  Zeller*, C. B., Lachos, V. H., Vilca, L. F. and Balakrishnan, N. (2010). Influence Analyses of Skew--Normal/Independent Linear mixed models . Computational Statistics and Data Analysis, 54, 1266-1280.

  • 25.  Basso*, R., Lachos, V. H, and Cabral, C.R.B (2010). Robust Mixture Modelling using Scale Mixtures of Skew-Normal Distributions. Computational Statistics and Data Analysis, 54, 2926-2941.

  • 24.  Cancho, V. G., Dey, K. D., Lachos, V. H. and Andrade, M. (2010). Bayesian nonlinear regression models with scale mixtures of skew normal distributions: Estimation and case influence diagnostics . Computational Statistics and Data Analysis, 55, 588-602.

  • 23.  Garibay, V. Aoki, R. and Lachos, V.H. (2010). Bayesian Analysis for Skew-t Multivariate Null Intercept Measurement Error Model. Statistical Papers, 51,531-545.

  • 22.  Garibay, V. Ortega, E. and Lachos, V.H.(2010). Skew-Normal Comparative Calibration Models. Journal of Statistical Theory and Applications, 9, 143-168.

  • 21.  Lachos, V. H., Garibay, V. and Ortega, E. (2010). A nonlinear model with skew-normal errors. Statistical Papers, 51,547-558.

  • 20.  Lachos, V.H., Bolfarine H. and Montenegro*, L.C. (2010). Inference for a Skew Extension of the Grubbs Model. Statistical Papers, 51, 701-715.

  • 19.  Montenegro*, L.C, Lachos, V.H. and Bolfarine H. (2009). Local Influence Analysis of Skew-Normal Linear Mixed Models. Communication in Statistics- Theory and Methods, 38, 484-496.

  • 18.  Montenegro*, L.C., Bolfarine, H. and Lachos, V.H. (2009). Influence Diagnostics for a Skew Extension of the Grubbs Model. Communication in Statistics- Simulation and Computation, 38, 667-681.

  • 17.  Lachos, V. H., Dey, K. D. and Cancho, V. G. (2009). Robust Linear Mixed Models with Skew-Normal Independent Distributions from a Bayesian Perspective . Journal of Statistical Planning and Inference, 139, 4098-4110.

  • 16.  Ghosh, P., Bayes*, C. R. and Lachos, V. H. (2009). A Robust Bayesian Approach to Null Intercept Measurement Error Model with Application to Dental Data. Computational Statistics and Data Analysis, 53, 1066-1079.

  • 15.  Lachos, V. H., Vilca, F. L,, Garibay, V. and Aoki, R. (2009). Robust multivariate measurement error Model with skew-normal/independent distributions and Bayesian MCMC implementation. Statistical Methodology, 6, 527-541

  • 14.  Ortega, E. M., Garibay, V., and Lachos, V. H. (2009). Generalized Log-gamma Mixture Model with Long-Term Survivors: Sensitivity Analysis. Sankhya - Indian Statistical Institute, Series B, 71, 1-29.

  • 13.  Lachos, V.H., Bolfarine H. e Montenegro*, L.C (2008). Inference and Assessment of Local Influence in Skew-Normal Null Intercept Measurement Error Models. Journal of Statistical Computation and Simulation, 78, 395-419.

  • 12.  Ortega, E., Garibay, V. and Lachos, V.H. (2008). Influence Diagnostics in the Weibull Mixture Model with Covariates. . Statistics and Operations Research Transactions (SORT), 115-140, 2008.

  • 11.  Aoki, R. Garibay, V. and Lachos, V.H. (2008). Bayesian Analysis for a Skew Extension of the Multivariate Null Intercept Measurement Error Model. Journal of Applied Statistics, 35, 1239-1251.

  • 10.  Lachos, V. H. (2008). Scale Mixtures of Skew-Normal Distribution with Applications in Regression Models. Estadistica (Inter-American Statistical Institute), 60, 1-28.

  • 9.  Lachos, V.H., Bolfarine H. and Montenegro*, L.C. (2007). Influence Diagnostics for Skew-Normal Linear Mixed Models . Sankhya - Indian Statistical Institute, 69, 648-670.

  • 8.  Lachos, V.H., Vilca, L.F. and Galea, M. (2007). Influence Diagnostics for Grubbs's Model. Statistical Papers, 48, 419-436.

  • 7.  Lachos, V.H. and Bolfarine H. (2007). Skew-Probit Measurement Error Models. Statistical Methodology, 4, 1-12.

  • 6.  Lachos, V.H., Bolfarine H., Arellano-Valle, R.B. and Montenegro*, L.C. (2007). Likelihood Based Inference for Multivariate Skew-Normal Regression Models.Communication in Statistics: Theory and methods (Special Issue in skew distributuions), 36, 1769-1786.

  • 5.  Arellano-Valle, R.B., Bolfarine, H. and Lachos, V.H. (2007). Bayesian Inference for Skew-Normal Linear Mixed Models. Journal of Applied Statistics, 34, 663-682.

  • 4.  Lachos, V.H. and Bolfarine H. (2006). Skew Binary Regression with Measurement Errors.Statistics (A Journal of Theoretical and Applied Statistics), 40, 485-494.

  • 3.  Arellano-Valle, R.B., Ozan, S., Bolfarine, H. and Lachos, V.H. (2005). Skew-Normal Measurement Error Models. Journal of Multivariate Analysis, 96, 93-116.

  • 2.  Arellano-Valle, R.B., Bolfarine, H. and Lachos, V.H. (2005). Skew-Normal Linear Mixed Models. Journal of Data Science, 4, 415-438.

  • 1.  Lachos, V.H. (2004). Modelos Lineares Mistos Assimétricos. Ph.D. Thesis, Inst. of Mathematics and Statistics, São Paulo University, Brazil, 160 p.

    Packages for R

  • mixsmsn: Fitting finite mixture of scale mixture of skew-normal distributions (2010)

  • tlmec: Linear Student-t Mixed-Effects Models with Censored Data (2011)

  • nlsmsn: Fitting univariate non-linear scale mixture of skew-normal regression models. (2012)

    Submitted/in Progress

  • Zeller, C. B., Lachos, V. H., Vilca, L. F. (2011). On Estimation and Influence Diagnostics for the Grubbs' Model with Asymmetric Heavy-Tailed Distributions . (submitted)

  • Lachos, V. H. and Dey, D.K. (2011). Robust Bayesian nonlinear mixed--effects models. (submitted)

  • Lachos, V. H. and Dey, D.K. (2011). Approximate inferences for nonlinear mixed-effects models with skew-normal independent distributions with application to AIDS studies. (submitted)

  • Lachos, V. H., Dey, D. K. and Cancho, V. G. (2011). Bayesian Analysis of Scale Mixtures Log-Birnbaum-Saunders Regression Models with Censored Data. . (submitted)

  • Abanto-Valle, C. A., Lachos, V. H, and Dey, D.(2011) Bayesian Estimation of a Skew-t Stochastic Volatility Model . (submitted)

  • Prates, M. O., Cabral, M. O, and Lachos, V.H.(2011) Fitting finite mixture of scale mixture of skew-normal distributions . (submitted)

  • Castro, L. M., Lachos, V. H, Ferreira, G. and Arellano-Valle, R. (2011) Bayesian Semiparametric Tobit censored model with heavy tailed distributions . (submitted)

  • Massuia, M. B., Cabral, M. O, Matos, L.A. and Lachos, V.H.(2012) Influence Diagnostics for Student-t Censored Linear Regression Models . (submitted)

  • Cabral, C. R., Lachos, V. H, and Zeller, C.B.(2012) Modeling the Latent Covariate in the Linear Regression Model with Measurement Error Using Finite Mixtures of Skew-Student-t Distributions . (submitted)

  • Garay, A. M., Lachos, V. H, and Bolfarine, H. (2012) Bayesian Zero-Inflated Negative Binomial Regression Models: Estimation and case Influence Diagnostics. (submitted)

    e-mail: hlachos at ime.unicamp.br

    Principal page