Size and power properties of some tests in the Birnbaum-Saunders regression model

dc.creatorLEMONTE, Artur J.
dc.creatorFERRARI, Silvia L. P.
dc.date.accessioned2012-10-20T04:44:14Z
dc.date.accessioned2018-07-04T15:46:03Z
dc.date.available2012-10-20T04:44:14Z
dc.date.available2018-07-04T15:46:03Z
dc.date.created2012-10-20T04:44:14Z
dc.date.issued2011
dc.identifierCOMPUTATIONAL STATISTICS & DATA ANALYSIS, v.55, n.2, p.1109-1117, 2011
dc.identifier0167-9473
dc.identifierhttp://producao.usp.br/handle/BDPI/30446
dc.identifier10.1016/j.csda.2010.09.008
dc.identifierhttp://dx.doi.org/10.1016/j.csda.2010.09.008
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627085
dc.description.abstractThe Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.
dc.languageeng
dc.publisherELSEVIER SCIENCE BV
dc.relationComputational Statistics & Data Analysis
dc.rightsCopyright ELSEVIER SCIENCE BV
dc.rightsrestrictedAccess
dc.subjectBirnbaum-Saunders distribution
dc.subjectFatigue life distribution
dc.subjectGradient test
dc.subjectLifetime data
dc.subjectLikelihood ratio test
dc.subjectLocal power
dc.subjectScore test
dc.subjectWald test
dc.titleSize and power properties of some tests in the Birnbaum-Saunders regression model
dc.typeArtículos de revistas


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