Inference for the bivariate Birnbaum–Saunders lifetime regression model and associated inference

N. Balakrishnan () and Xiaojun Zhu ()

Metrika: International Journal for Theoretical and Applied Statistics, 2015, vol. 78, issue 7, 853-872

Abstract: In this paper, we discuss a regression model based on the bivariate Birnbaum–Saunders distribution. We derive the maximum likelihood estimates of the model parameters and then develop associated inference. Next, we briefly describe likelihood-ratio tests for some hypotheses of interest as well as some interval estimation methods. Monte Carlo simulations are then carried out to examine the performance of the estimators as well as the interval estimation methods. Finally, a numerical data analysis is performed for illustrating all the inferential methods developed here. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Akaike information criterion; Asymptotic confidence interval; Bivariate Birnbaum–Saunders distribution; Bootstrap confidence interval; Least-squares estimators; Likelihood ratio test; Maximum likelihood estimates (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:78:y:2015:i:7:p:853-872

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DOI: 10.1007/s00184-015-0530-3

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