Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/65638
Type: Artigo de periódico
Title: Estimation of extreme percentiles in Birnbaum-Saunders distributions
Author: Vilca, F
Santana, L
Leiva, V
Balakrishnan, N
Abstract: The Birnbaum-Saunders 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 Birnbaum-Saunders 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. (C) 2010 Elsevier B.V. All rights reserved.
Subject: EM and ECM algorithms
Monte Carlo simulations
Skew distributions
Country: Holanda
Editor: Elsevier Science Bv
Rights: fechado
Identifier DOI: 10.1016/j.csda.2010.10.023
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
WOS000286716000014.pdf579.71 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.