期刊
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
卷 30, 期 3, 页码 1045-1058出版社
SPRINGER
DOI: 10.1007/s00477-015-1069-6
关键词
Data analysis; Maximum likelihood method; Monte Carlo simulation; Residuals; Statistical modeling
类别
资金
- Chilean Council for Scientific and Technological Research [FONDECYT 1120879]
- FEDER through Programa Operacional de Factores de Competitividade-COMPETE
- Portuguese Funds through Fundacao para a Ciencia e a Tecnologia'' (FCT) [PEst-OE/MAT/UI0006/2014, PEst-OE/MAT/UI0013/2014]
- Fundação para a Ciência e a Tecnologia [PEst-OE/MAT/UI0006/2014] Funding Source: FCT
Extreme value models are widely used in different areas. The Birnbaum-Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum-Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration.
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