On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics

Mohsen Khosravi, Víctor Leiva, Ahad Jamalizadeh and Emilio Porcu

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 3, 772-793

Abstract: The Birnbaum-Saunders (BS) distribution is an asymmetric probability model that is receiving considerable attention. In this article, we propose a methodology based on a new class of BS models generated from the Student-t distribution. We obtain a recurrence relationship for a BS distribution based on a nonlinear skew–t distribution. Model parameters estimators are obtained by means of the maximum likelihood method, which are evaluated by Monte Carlo simulations. We illustrate the obtained results by analyzing two real data sets. These data analyses allow the adequacy of the proposed model to be shown and discussed by applying model selection tools.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:3:p:772-793

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DOI: 10.1080/03610926.2013.851223

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