Asymptotic skewness in Birnbaum-Saunders nonlinear regression models

Artur J. Lemonte and Gauss M. Cordeiro

Statistics & Probability Letters, 2010, vol. 80, issue 9-10, 892-898

Abstract: The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n-1/2, where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed.

Keywords: Asymptotic; expansion; Birnbaum-Saunders; distribution; Fatigue; life; distribution; Lifetime; data; Maximum; likelihood; estimation; Nonlinear; regression; Skewness (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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