IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v79y2009i3p331-338.html
   My bibliography  Save this article

An extension of the generalized Birnbaum-Saunders distribution

Author

Listed:
  • Gómez, Héctor W.
  • Olivares-Pacheco, Juan F.
  • Bolfarine, Heleno

Abstract

In this paper we present an extension of the generalized Birnbaum-Saunders distribution family introduced in [Díaz-García, J.A., Leiva-Sánchez, V., 2005. A new family of life distributions based on the contoured elliptically distributions. Journal of Statistical Planning and Inference 128 (2), 445-457] with a view to make it even more flexible in terms of its kurtosis coefficient. Properties involving moments and asymmetry and kurtosis indexes are studied for some special members of this family such as the slash Birnbaum-Saunders and slash-t Birnbaum-Saunders. Simulation studies for some particular cases and a real data analysis are also reported, illustrating the usefulness of the extension considered.

Suggested Citation

  • Gómez, Héctor W. & Olivares-Pacheco, Juan F. & Bolfarine, Heleno, 2009. "An extension of the generalized Birnbaum-Saunders distribution," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 331-338, February.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:3:p:331-338
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00415-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J., 2007. "A new family of slash-distributions with elliptical contours," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 717-725, April.
    2. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lemonte, Artur J. & Cordeiro, Gauss M., 2010. "Asymptotic skewness in Birnbaum-Saunders nonlinear regression models," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 892-898, May.
    2. Neveka Olmos & Héctor Varela & Heleno Bolfarine & Héctor Gómez, 2014. "An extension of the generalized half-normal distribution," Statistical Papers, Springer, vol. 55(4), pages 967-981, November.
    3. Filidor Vilca & Camila Borelli Zeller & Gauss M. Cordeiro, 2015. "The sinh-normal/independent nonlinear regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1659-1676, August.
    4. Lucia Santana & Filidor Vilca & V�ctor Leiva, 2011. "Influence analysis in skew-Birnbaum--Saunders regression models and applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1633-1649, July.
    5. Francisco A. Segovia & Yolanda M. Gómez & Osvaldo Venegas & Héctor W. Gómez, 2020. "A Power Maxwell Distribution with Heavy Tails and Applications," Mathematics, MDPI, vol. 8(7), pages 1-20, July.
    6. Pilar A. Rivera & Diego I. Gallardo & Osvaldo Venegas & Marcelo Bourguignon & Héctor W. Gómez, 2021. "An Extension of the Truncated-Exponential Skew- Normal Distribution," Mathematics, MDPI, vol. 9(16), pages 1-11, August.
    7. Artur J. Lemonte & Alexandre G. Patriota, 2011. "Influence diagnostics in Birnbaum--Saunders nonlinear regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(5), pages 871-884, February.
    8. Jimmy Reyes & Yuri A. Iriarte, 2023. "A New Family of Modified Slash Distributions with Applications," Mathematics, MDPI, vol. 11(13), pages 1-15, July.
    9. Fierro, Raúl & Leiva, Víctor & Ruggeri, Fabrizio & Sanhueza, Antonio, 2013. "On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1233-1239.
    10. Gómez, Yolanda M. & Bolfarine, Heleno & Gómez, Héctor W., 2019. "Gumbel distribution with heavy tails and applications to environmental data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 157(C), pages 115-129.
    11. Neveka Olmos & Héctor Varela & Héctor Gómez & Heleno Bolfarine, 2012. "An extension of the half-normal distribution," Statistical Papers, Springer, vol. 53(4), pages 875-886, November.
    12. Peter Zörnig, 2019. "On Generalized Slash Distributions: Representation by Hypergeometric Functions," Stats, MDPI, vol. 2(3), pages 1-17, July.
    13. Byun, Manhee & Choe, Changgwon & Cheon, Seunghyun & Lee, Aejin & Lim, Hankwon, 2022. "Statistical and stochastic feasibility studies of potential liquid organic hydrogen carriers in a membrane reactor for simultaneous hydrogen storage and production: Technical, economic, and environmen," Renewable Energy, Elsevier, vol. 195(C), pages 1393-1411.
    14. Guillermo Martínez-Flórez & Artur J. Lemonte & Germán Moreno-Arenas & Roger Tovar-Falón, 2022. "The Bivariate Unit-Sinh-Normal Distribution and Its Related Regression Model," Mathematics, MDPI, vol. 10(17), pages 1-26, August.
    15. del Castillo, J.M., 2016. "Slash distributions of the sum of independent logistic random variables," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 111-118.
    16. Dan Xu & Jiaolan He & Zhou Yang, 2022. "Reliability prediction based on Birnbaum–Saunders model and its application to smart meter," Annals of Operations Research, Springer, vol. 312(1), pages 519-532, May.
    17. Li, Ai-Ping & Xie, Feng-Chang, 2012. "Diagnostics for a class of survival regression models with heavy-tailed errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4204-4214.
    18. Guillermo Martínez-Flórez & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2021. "Flexible Log-Linear Birnbaum–Saunders Model," Mathematics, MDPI, vol. 9(11), pages 1-23, May.
    19. Guillermo Martínez-Flórez & Heleno Bolfarine & Héctor W. Gómez, 2017. "The Log-Linear Birnbaum-Saunders Power Model," Methodology and Computing in Applied Probability, Springer, vol. 19(3), pages 913-933, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Maume-Deschamps, V. & Rullière, D. & Usseglio-Carleve, A., 2017. "Quantile predictions for elliptical random fields," Journal of Multivariate Analysis, Elsevier, vol. 159(C), pages 1-17.
    2. V. Maume-Deschamps & D. Rullière & A. Usseglio-Carleve, 2018. "Spatial Expectile Predictions for Elliptical Random Fields," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 643-671, June.
    3. Cacoullos, T., 2014. "Polar angle tangent vectors follow Cauchy distributions under spherical symmetry," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 147-153.
    4. Müller K. & Richter W.-D., 2016. "Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-33, February.
    5. Falk, Michael, 1998. "A Note on the Comedian for Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 306-317, November.
    6. Kume, Alfred & Hashorva, Enkelejd, 2012. "Calculation of Bayes premium for conditional elliptical risks," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 632-635.
    7. Jacob, P. & Suquet, Ch., 1997. "Regression and asymptotical location of a multivariate sample," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 173-179, September.
    8. Hashorva, Enkelejd & Jaworski, Piotr, 2012. "Gaussian approximation of conditional elliptical copulas," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 397-407.
    9. Tarpey, Thaddeus, 2000. "Parallel Principal Axes," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 295-313, November.
    10. Isaac E. Cortés & Osvaldo Venegas & Héctor W. Gómez, 2022. "A Symmetric/Asymmetric Bimodal Extension Based on the Logistic Distribution: Properties, Simulation and Applications," Mathematics, MDPI, vol. 10(12), pages 1-17, June.
    11. Valdez, Emiliano A. & Chernih, Andrew, 2003. "Wang's capital allocation formula for elliptically contoured distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 517-532, December.
    12. Preinerstorfer, David & Pötscher, Benedikt M., 2017. "On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix," Econometric Theory, Cambridge University Press, vol. 33(1), pages 1-68, February.
    13. Vidal, Ignacio & Arellano-Valle, Reinaldo B., 2010. "Bayesian inference for dependent elliptical measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2587-2597, November.
    14. Langworthy, Benjamin W. & Stephens, Rebecca L. & Gilmore, John H. & Fine, Jason P., 2021. "Canonical correlation analysis for elliptical copulas," Journal of Multivariate Analysis, Elsevier, vol. 183(C).
    15. Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel, 2007. "Heteroscedastic symmetrical linear models," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1084-1090, June.
    16. Peng Ding, 2016. "On the Conditional Distribution of the Multivariate Distribution," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 293-295, July.
    17. Mittnik, Stefan, 2014. "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, vol. 122(1), pages 69-73.
    18. Jonathan Raimana Chan & Thomas Huckle & Antoine Jacquier & Aitor Muguruza, 2021. "Portfolio optimisation with options," Papers 2111.12658, arXiv.org, revised Sep 2024.
    19. Viet Anh Nguyen & Soroosh Shafiee & Damir Filipovi'c & Daniel Kuhn, 2021. "Mean-Covariance Robust Risk Measurement," Papers 2112.09959, arXiv.org, revised Nov 2023.
    20. Alexander Bade & Gabriel Frahm & Uwe Jaekel, 2009. "A general approach to Bayesian portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(2), pages 337-356, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:3:p:331-338. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.