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Author
Marchant, C.
;
Leiva, V.
;
Cysneiros, F.J.A.
Title
A Multivariate Log-Linear Model for Birnbaum-Saunders Distributions
Type
Year
2016
Publication
Ieee Transactions On Reliability
Abbreviated Journal
IEEE Trans. Reliab.
Volume
65
Issue
2
Pages
816-827
Keywords
EM algorithm
;
fatigue data
;
logarithmic distributions
;
maximum likelihood method
;
Monte Carlo simulation
;
multivariate generalized Birnbaum-Saunders distributions
;
R software
Abstract
Univariate Birnbaum-Saunders models have been widely applied to fatigue studies. Calculation of fatigue life is of great importance in determining the reliability of materials. We propose and derive new multivariate generalized Birnbaum-Saunders regression models. We use the maximum likelihood method and the EM algorithm to estimate their parameters. We carry out a simulation study to evaluate the performance of the corresponding maximum likelihood estimators. We illustrate the new models with real-world multivariate fatigue data.
Address
[Marchant, Carolina] Univ Fed Pernambuco, Recife, PE, Brazil, Email: carolina.marchant.fuentes@gmail.com;
Corporate Author
Thesis
Publisher
Ieee-Inst Electrical Electronics Engineers Inc
Place of Publication
Editor
Language
English
Summary Language
Original Title
Series Editor
Series Title
Abbreviated Series Title
Series Volume
Series Issue
Edition
ISSN
0018-9529
ISBN
Medium
Area
Expedition
Conference
Notes
WOS:000382706900027
Approved
Call Number
UAI @ eduardo.moreno @
Serial
653
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