Over the years, electricity consumption behavior in Brazil has been analyzed due to financial and social problems. In this context, it is important to simulate energy prices of the energy efficiency auctions in the Brazilian electricity market. The Markov Chain Monte Carlo (MCMC) method generated simulations; thus, several samples were generated with different sizes. It is possible to say that the larger the sample, the better the approximation to the original data. Then, the Kernel method and the Gaussian mixture model used to estimate the density distribution of energy price, and the MCMC method were crucial in providing approximations of the original data and clearly analyzing its impact. Next, the behavior of the data in each histogram was observed with 500, 1000, 5000 and 10,000 samples, considering only one scenario. The sample which best approximates the original data in accordance with the generated histograms is the 10,000th sample, which consistently follows the behavior of the data. Therefore, this paper presents an approach to generate samples of auction energy prices in the energy efficiency market, using the MCMC method through the Metropolis–Hastings algorithm. The results show that this approach can be used to generate energy price samples.

The increase in air pollution levels in recent decades around the world has caused a negative impact on human health. A recent investigation by the World Health Organization indicates that nine out of ten people on the planet breathe air containing high levels of pollutants and seven million people die each year from this cause. This problem is present in several cities in South America due to dangerous levels of particulate matter present in the air, particularly in the winter period, making it a public health problem. Santiago in Chile and Lima in Peru are among the ten cities with the highest levels of air pollution in South America. The location, climate, and anthropogenic conditions of these cities generate critical episodes of air pollution, especially in the coldest months. In this context, we developed a semiparametric model to predict particulate matter levels as a function of meteorological variables. For this, we discuss estimation and diagnostic procedures using a Student’s $\mathrm{t}$-based partially varying coefficient model. Parameter estimation is performed through the penalized maximum likelihood method using smoothing splines. To obtain the parameter estimates, we present a weighted back-fitting algorithm implemented in R-project and Matlab software. In addition, we developed local influence techniques that allowed us to evaluate the potential influence of certain observations in the model using four different perturbation schemes. Finally, we applied the developed model to real data on air pollution and meteorological variables in Santiago and Lima.

Many phenomena can be described by random variables that follow asymmetrical distributions. In the context of regression, when the response variable Y follows such a distribution, it is preferable to estimate the response variable for predictor values using the conditional median. Quantile regression models can be employed for this purpose. However, traditional models do not incorporate a distributional assumption for the response variable. To introduce a distributional assumption while preserving model flexibility, we propose new varying-coefficients quantile regression models based on the family of log-symmetric distributions. We achieve this by reparametrizing the distribution of the response variable using quantiles. Parameter estimation is performed using a maximum likelihood penalized method, and a back-fitting algorithm is developed. Additionally, we propose diagnostic techniques to identify potentially influential local observations and leverage points. Finally, we apply and illustrate the methodology using real pollution data from Padre Las Casas city, one of the most polluted cities in Latin America and the Caribbean according to the World Air Quality Index Ranking.

In this article, we extend varying-coefficient models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. This class of models includes all symmetric continuous distributions, such as Student-t, Pearson VII, power exponential and logistic, among others. Estimation is performed by maximum penalized likelihood method and by using smoothing splines. In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data, the local influence curvatures are derived and some diagnostic graphics are proposed. A real dataset previously analysed by using varying-coefficient models with normal errors is reanalysed under varying-coefficient models with heavy-tailed errors.