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Author Khosravi, M.; Leiva, V.; Jamalizadeh, A.; Porcu, E.
Title On a nonlinear Birnbaum-Saunders model based on a bivariate construction and its characteristics Type
Year 2016 Publication Communications In Statistics-Theory And Methods Abbreviated Journal Commun. Stat.-Theory Methods
Volume 45 Issue 3 Pages 772-793
Keywords Data analysis; Elliptically contoured distributions; Likelihood and Monte Carlo methods; Linear and nonlinear skew-elliptic distributions
Abstract The Birnbaum-Saunders (BS) distribution is an asymmetric probability model that is receiving considerable attention. In this article, we propose a methodology based on a new class of BS models generated from the Student-t distribution. We obtain a recurrence relationship for a BS distribution based on a nonlinear skew-t distribution. Model parameters estimators are obtained by means of the maximum likelihood method, which are evaluated by Monte Carlo simulations. We illustrate the obtained results by analyzing two real data sets. These data analyses allow the adequacy of the proposed model to be shown and discussed by applying model selection tools.
Address [Khosravi, Mohsen; Jamalizadeh, Ahad] Shahid Bahonar Univ Kerman, Dept Stat, Kerman, Iran, Email: victorleivasanchez@gmail.com
Corporate Author (down) Thesis
Publisher Taylor & Francis Inc Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0361-0926 ISBN Medium
Area Expedition Conference
Notes WOS:000368695100016 Approved
Call Number UAI @ eduardo.moreno @ Serial 576
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