dc.creator | LEMONTE, Artur J. | |
dc.date.accessioned | 2012-10-20T04:52:17Z | |
dc.date.accessioned | 2018-07-04T15:47:24Z | |
dc.date.available | 2012-10-20T04:52:17Z | |
dc.date.available | 2018-07-04T15:47:24Z | |
dc.date.created | 2012-10-20T04:52:17Z | |
dc.date.issued | 2011 | |
dc.identifier | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v.81, n.7, p.899-908, 2011 | |
dc.identifier | 0094-9655 | |
dc.identifier | http://producao.usp.br/handle/BDPI/30770 | |
dc.identifier | 10.1080/00949650903555288 | |
dc.identifier | http://dx.doi.org/10.1080/00949650903555288 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1627409 | |
dc.description.abstract | The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications. | |
dc.language | eng | |
dc.publisher | TAYLOR & FRANCIS LTD | |
dc.relation | Journal of Statistical Computation and Simulation | |
dc.rights | Copyright TAYLOR & FRANCIS LTD | |
dc.rights | restrictedAccess | |
dc.subject | asymptotic expansion | |
dc.subject | Birnbaum-Saunders distribution | |
dc.subject | covariance matrix | |
dc.subject | fatigue life distribution | |
dc.subject | lifetime data | |
dc.subject | maximum-likelihood estimation | |
dc.title | Covariance matrix formula for Birnbaum-Saunders regression models | |
dc.type | Artículos de revistas | |