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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

The bivariate Sinh-Elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models

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Autor(es):
Vilca, Filidor [1] ; Balakrishnan, N. [2, 3] ; Zeller, Camila Borelli [4]
Número total de Autores: 3
Afiliação do(s) autor(es):
[1] Univ Estadual Campinas, Dept Estat, Sao Paulo - Brazil
[2] McMaster Univ, Dept Math & Stat, Hamilton, ON - Canada
[3] King Abdulaziz Univ, Dept Stat, Jeddah 21413 - Saudi Arabia
[4] Univ Fed Juiz de Fora, Dept Estat, Juiz De Fora, MG - Brazil
Número total de Afiliações: 4
Tipo de documento: Artigo Científico
Fonte: COMPUTATIONAL STATISTICS & DATA ANALYSIS; v. 80, p. 1-16, DEC 2014.
Citações Web of Science: 8
Resumo

The bivariate Sinh-Elliptical (BSE) distribution is a generalization of the well-known Rieck's (1989) Sinh-Normal distribution that is quite useful in Birnbaum-Saunders (BS) regression model. The main aim of this paper is to define the BSE distribution and discuss some of its properties, such as marginal and conditional distributions and moments. In addition, the asymptotic properties of method of moments estimators are studied, extending some existing theoretical results in the literature. These results are obtained by using some known properties of the bivariate elliptical distribution. This development can be viewed as a follow-up to the recent work on bivariate Birnbaum-Saunders distribution by Kundu et al. (2010) towards some applications in the regression setup. The measurement error models are also introduced as part of the application of the results developed here. Finally, numerical examples using both simulated and real data are analyzed, illustrating the usefulness of the proposed methodology. (C) 2014 Elsevier B.V. All rights reserved. (AU)

Processo FAPESP: 11/06263-8 - Inferência e diagnóstico em modelos tipo Birnbaum-Saunders baseado na distribuição misturas de escala Skew-normal
Beneficiário:Filidor Edilfonso Vilca Labra
Linha de fomento: Bolsas no Exterior - Pesquisa