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Author  |
Leiva, V.; Ferreira, M.; Gomes, M.I.; Lillo, C. |
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Title |
Extreme value Birnbaum-Saunders regression models applied to environmental data |
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Year |
2016 |
Publication |
Stochastic Environmental Research And Risk Assessment |
Abbreviated Journal |
Stoch. Environ. Res. Risk Assess. |
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Volume |
30 |
Issue |
3 |
Pages |
1045-1058 |
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Keywords |
Data analysis; Maximum likelihood method; Monte Carlo simulation; Residuals; Statistical modeling |
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Abstract |
Extreme value models are widely used in different areas. The Birnbaum-Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum-Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration. |
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Address |
[Leiva, Victor] Univ Adolfo Ibanez, Fac Sci & Engn, Santiago, Chile, Email: victorleivasanchez@gmail.com |
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Publisher |
Springer |
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Language |
English |
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Series Volume |
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Edition |
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ISSN |
1436-3240 |
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Notes |
WOS:000371316900019 |
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Call Number |
UAI @ eduardo.moreno @ |
Serial |
585 |
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