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Asymptotic skewness in Birnbaum-Saunders nonlinear regression models

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  • Lemonte, Artur J.
  • Cordeiro, Gauss M.

Abstract

The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n-1/2, where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:9-10:p:892-898
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    1. Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2007. "Improved statistical inference for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4656-4681, May.
    2. 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.
    3. Lemonte, Artur J. & Cordeiro, Gauss M., 2009. "Birnbaum-Saunders nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4441-4452, October.
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    Cited by:

    1. Ortega, Edwin M.M. & Cordeiro, Gauss M. & Lemonte, Artur J., 2012. "A log-linear regression model for the β-Birnbaum–Saunders distribution with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 698-718.

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