The Bivariate Sinh-elliptical Distribution With Applications To Birnbaum-saunders Distribution And Associated Regression And Measurement Error Models

dc.creatorVilca F.
dc.creatorBalakrishnan N.
dc.creatorZeller C.B.
dc.date2014
dc.date2015-06-25T18:02:36Z
dc.date2015-11-26T15:04:44Z
dc.date2015-06-25T18:02:36Z
dc.date2015-11-26T15:04:44Z
dc.date.accessioned2018-03-28T22:15:34Z
dc.date.available2018-03-28T22:15:34Z
dc.identifier
dc.identifierComputational Statistics And Data Analysis. Elsevier, v. 80, n. , p. 1 - 16, 2014.
dc.identifier1679473
dc.identifier10.1016/j.csda.2014.06.001
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-84903160794&partnerID=40&md5=925723c35975dcb8df8a3a9356b57f7d
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/87867
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/87867
dc.identifier2-s2.0-84903160794
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1256923
dc.descriptionThe bivariate Sinh-Elliptical (BSE) distribution is a generalization of the well-known Rieck's (1989) Sinh-Normal distribution that is quite useful in Birnbaum-Saunders (BS) regression model. The main aim of this paper is to define the BSE distribution and discuss some of its properties, such as marginal and conditional distributions and moments. In addition, the asymptotic properties of method of moments estimators are studied, extending some existing theoretical results in the literature. These results are obtained by using some known properties of the bivariate elliptical distribution. This development can be viewed as a follow-up to the recent work on bivariate Birnbaum-Saunders distribution by Kundu et al. (2010) towards some applications in the regression setup. The measurement error models are also introduced as part of the application of the results developed here. Finally, numerical examples using both simulated and real data are analyzed, illustrating the usefulness of the proposed methodology. © 2014 Published by Elsevier B.V.
dc.description80
dc.description
dc.description1
dc.description16
dc.descriptionNSERC; Natural Sciences and Engineering Research Council of Canada
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dc.languageen
dc.publisherElsevier
dc.relationComputational Statistics and Data Analysis
dc.rightsfechado
dc.sourceScopus
dc.titleThe Bivariate Sinh-elliptical Distribution With Applications To Birnbaum-saunders Distribution And Associated Regression And Measurement Error Models
dc.typeArtículos de revistas


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