Inference and diagnostic in Birnbaum-saunders models based on scale mixture Skew-normal distribution

• Grant number: 11/06263-8
• Support type: Scholarships abroad - Research
• Effective date (Start): August 08, 2011
• Effective date (End): August 07, 2012
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal researcher: Filidor Edilfonso Vilca Labra
• Grantee: Filidor Edilfonso Vilca Labra
• Host: Narayanaswamy Balakrishnan
• Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Research place: McMaster University, Canada

Abstract

The main object of this project is to study the Birnbaum-Saunders (BS) distribution based on the scale mixtures of the Skew-Normal distribution. This new family of distributions of lifetimes represents a robust extension of the classical BS distribution that was proposed by Birnbaum-Saunders (1969). Under this perspective, we will study the properties of classic BS (based on norma distribution) distribution in the context of BS distribution based on the scale mixtures of Skew-Normal distribution .The study aims to obtain results that can be applied in practical situations. For instance, we will provide methods of estimation via the EM algorithm, both in the model Birbaumer-Saunders and/ or in the log-Birnbaum-Saunders regression model. Furthermore, a study of local influence based on the methodology of Zhu and Lee (2001) will be discussed. (AU)

Scientific publications

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

VILCA, FILIDOR; ROMEIRO, RENATA G.; BALAKRISHNAN, N. A bivariate Birnbaum-Saunders regression model. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 97, p. 169-183, MAY 2016. Web of Science Citations: 6.

VILCA, FILIDOR; BALAKRISHNAN, N.; ZELLER, CAMILA BORELLI. The bivariate Sinh-Elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 80, p. 1-16, DEC 2014. Web of Science Citations: 8.