Covariance matrix formula for Birnbaum-Saunders regression models

dc.creatorLEMONTE, Artur J.
dc.date.accessioned2012-10-20T04:52:17Z
dc.date.accessioned2018-07-04T15:47:24Z
dc.date.available2012-10-20T04:52:17Z
dc.date.available2018-07-04T15:47:24Z
dc.date.created2012-10-20T04:52:17Z
dc.date.issued2011
dc.identifierJOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v.81, n.7, p.899-908, 2011
dc.identifier0094-9655
dc.identifierhttp://producao.usp.br/handle/BDPI/30770
dc.identifier10.1080/00949650903555288
dc.identifierhttp://dx.doi.org/10.1080/00949650903555288
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627409
dc.description.abstractThe 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.languageeng
dc.publisherTAYLOR & FRANCIS LTD
dc.relationJournal of Statistical Computation and Simulation
dc.rightsCopyright TAYLOR & FRANCIS LTD
dc.rightsrestrictedAccess
dc.subjectasymptotic expansion
dc.subjectBirnbaum-Saunders distribution
dc.subjectcovariance matrix
dc.subjectfatigue life distribution
dc.subjectlifetime data
dc.subjectmaximum-likelihood estimation
dc.titleCovariance matrix formula for Birnbaum-Saunders regression models
dc.typeArtículos de revistas


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