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Zero-adjusted reparameterized Birnbaum–Saunders regression model

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  • Tomazella, Vera
  • Pereira, Gustavo H.A.
  • Nobre, Juvêncio S.
  • Santos-Neto, Manoel

Abstract

In this paper we present the zero-adjusted reparameterized Birnbaum–Saunders regression model. This new model generalizes at least seven reparameterized Birnbaum–Saunders regression models. Finally, an application to real data shows the potential of the model.

Suggested Citation

  • Tomazella, Vera & Pereira, Gustavo H.A. & Nobre, Juvêncio S. & Santos-Neto, Manoel, 2019. "Zero-adjusted reparameterized Birnbaum–Saunders regression model," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 142-145.
    • Handle: RePEc:eee:stapro:v:149:y:2019:i:c:p:142-145
    DOI: 10.1016/j.spl.2019.01.019
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    References listed on IDEAS

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    1. Ospina, Raydonal & Ferrari, Silvia L.P., 2012. "A general class of zero-or-one inflated beta regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1609-1623.
    2. Víctor Leiva & Manoel Santos‐Neto & Francisco José A. Cysneiros & Michelli Barros, 2016. "A methodology for stochastic inventory models based on a zero‐adjusted Birnbaum‐Saunders distribution," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 32(1), pages 74-89, January.
    3. Tong, Edward N.C. & Mues, Christophe & Thomas, Lyn, 2013. "A zero-adjusted gamma model for mortgage loan loss given default," International Journal of Forecasting, Elsevier, vol. 29(4), pages 548-562.
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    Cited by:

    1. Danúbia R. Cunha & Jose Angelo Divino & Helton Saulo, 2024. "Zero-Adjusted Log-Symmetric Quantile Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 2087-2111, May.

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