Journal
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
Volume 28, Issue 1, Pages 16-34Publisher
WILEY
DOI: 10.1002/asmb.887
Keywords
EM algorithm; generalized Birnbaum-Saunders and sinh-normal distributions; influence diagnostics; likelihood methods; log-linear models; robustness
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Funding
- CNPq [Casadinho 620150/2008-4, Universal-477747/2008-6, PROSUL-490429/2008-4, INCTMat 57.33523/2008-8]
- FAPESP, Brazil
- FONDECYT, Chile [1080326]
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In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.
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