Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/53708
Type: Artigo de periódico
Title: A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference
Author: Vilca, F
Balakrishnan, N
Zeller, CB
Abstract: We propose here a robust extension of the bivariate Birnbaum-Saunders (BS) distribution derived recently by Kundu et al. (2010). This extension is based on scale mixtures of normal (SMN) distributions that are used for modeling symmetric data. This type of bivariate Birnbaum-Saunders distribution based on SMN models is an absolutely continuous distribution whose marginals are of univariate Birnbaum-Saunders type. We then develop the EM-algorithm for the maximum likelihood (ML) estimation of the model parameters, and illustrate the obtained results with a real data and display the robustness feature of the estimation procedure developed here. (C) 2013 Elsevier Inc. All rights reserved.
Subject: Bivariate Birnbaum-Saunders distribution
EM-algorithm
Kurtosis
Maximum likelihood method
Robust estimation
Scale mixtures of normal distributions
Country: EUA
Editor: Elsevier Inc
Rights: fechado
Identifier DOI: 10.1016/j.jmva.2013.11.005
Date Issue: 2014
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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