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Leiva, V., Ferreira, M., Gomes, M. I., & Lillo, C. (2016). Extreme value Birnbaum-Saunders regression models applied to environmental data. Stoch. Environ. Res. Risk Assess., 30(3), 1045–1058.
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.