4.7 Article

Extreme value Birnbaum-Saunders regression models applied to environmental data

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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

资金

  1. Chilean Council for Scientific and Technological Research [FONDECYT 1120879]
  2. FEDER through Programa Operacional de Factores de Competitividade-COMPETE
  3. Portuguese Funds through Fundacao para a Ciencia e a Tecnologia'' (FCT) [PEst-OE/MAT/UI0006/2014, PEst-OE/MAT/UI0013/2014]
  4. Fundação para a Ciência e a Tecnologia [PEst-OE/MAT/UI0006/2014] Funding Source: FCT

向作者/读者索取更多资源

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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