Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/108697
Type: Artigo de periódico
Title: Estimation Of Extreme Percentiles In Birnbaumsaunders Distributions
Author: Vilca F.
Santana L.
Leiva V.
Balakrishnan N.
Abstract: The BirnbaumSaunders distribution has recently received considerable attention in the statistical literature, including some applications in the environmental sciences. Several authors have generalized this distribution, but these generalizations are still inadequate for predicting extreme percentiles. In this paper, we consider a variation of the BirnbaumSaunders distribution, which enables the prediction of extreme percentiles as well as the implementation of the EM algorithm for maximum likelihood estimation of the distribution parameters. This implementation has some advantages over the direct maximization of the likelihood function. Finally, we present results of a simulation study along with an application to a real environmental data set. © 2010 Published by Elsevier B.V.
Editor: 
Rights: fechado
Identifier DOI: 10.1016/j.csda.2010.10.023
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-78650810913&partnerID=40&md5=ff188e2ddfe5ca9b561e7307a6f25de6
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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