On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics. Issue 3 (1st February 2016)

• Record Type: Journal Article
• Authors: Khosravi, Mohsen; Leiva, Víctor; Jamalizadeh, Ahad; Porcu, Emilio
• Is Part Of: Communications in statistics. Volume 45:Issue 3(2016)
• Page Start: 772
• Page End: 793
• Publication Date: 2016-02-01
• Subjects: Data analysis -- Elliptically contoured distributions -- Likelihood and Monte Carlo methods -- Linear and nonlinear skew–elliptic distributions; Primary 60E05 -- Secondary 62–07; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2013.851223
• Languages: English
• ISSNs: 0361-0926

Abstract

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.