A bivariate Birnbaum–Saunders regression model

Filidor Vilca, Renata G. Romeiro and N. Balakrishnan

Computational Statistics & Data Analysis, 2016, vol. 97, issue C, 169-183

Abstract: In this work, we propose a bivariate Birnbaum–Saunders regression model through the use of bivariate Sinh-normal distribution. The proposed regression model has its marginal as the Birnbaum–Saunders regression model of Rieck and Nedelman (1991), which has been discussed extensively by various authors with natural applications in survival and reliability studies. This bivariate regression model can be used to analyze correlated log-lifetimes of two units, in which the dependence structure between observations arises from the bivariate normal distribution.

Keywords: Sinh-normal distribution; Birnbaum–Saunders distribution; Log-linear model; Moment estimators; Consistent estimators; Maximum-likelihood estimators; Fisher information matrix; Asymptotic normality (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:97:y:2016:i:c:p:169-183

DOI: 10.1016/j.csda.2015.12.003

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