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Inference for the bivariate Birnbaum–Saunders lifetime regression model and associated inference

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  • N. Balakrishnan
  • Xiaojun Zhu

Abstract

In this paper, we discuss a regression model based on the bivariate Birnbaum–Saunders distribution. We derive the maximum likelihood estimates of the model parameters and then develop associated inference. Next, we briefly describe likelihood-ratio tests for some hypotheses of interest as well as some interval estimation methods. Monte Carlo simulations are then carried out to examine the performance of the estimators as well as the interval estimation methods. Finally, a numerical data analysis is performed for illustrating all the inferential methods developed here. Copyright Springer-Verlag Berlin Heidelberg 2015

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  • N. Balakrishnan & Xiaojun Zhu, 2015. "Inference for the bivariate Birnbaum–Saunders lifetime regression model and associated inference," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(7), pages 853-872, October.
    • Handle: RePEc:spr:metrik:v:78:y:2015:i:7:p:853-872
    DOI: 10.1007/s00184-015-0530-3
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    References listed on IDEAS

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    1. Leiva, Victor & Barros, Michelli & Paula, Gilberto A. & Galea, Manuel, 2007. "Influence diagnostics in log-Birnbaum-Saunders regression models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5694-5707, August.
    2. Leiva, Victor & Riquelme, Marco & Balakrishnan, N. & Sanhueza, Antonio, 2008. "Lifetime analysis based on the generalized Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2079-2097, January.
    3. Kundu, Debasis & Kannan, Nandini & Balakrishnan, N., 2008. "On the hazard function of Birnbaum-Saunders distribution and associated inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2692-2702, January.
    4. Azevedo, Cecilia & Leiva, Víctor & Athayde, Emilia & Balakrishnan, N., 2012. "Shape and change point analyses of the Birnbaum–Saunders-t hazard rate and associated estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3887-3897.
    5. Ng, H. K. T. & Kundu, D. & Balakrishnan, N., 2003. "Modified moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 283-298, July.
    6. Xiao, Qingchu & Liu, Zaiming & Balakrishnan, N. & Lu, Xuewen, 2010. "Estimation of the Birnbaum-Saunders regression model with current status data," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 326-332, February.
    7. Manuel Galea & Victor Leiva-Sanchez & Gilberto Paula, 2004. "Influence Diagnostics in log-Birnbaum-Saunders Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(9), pages 1049-1064.
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    Cited by:

    1. Helton Saulo & N. Balakrishnan & Xiaojun Zhu & Jhon F. B. Gonzales & Jeremias Leão, 2017. "Estimation in generalized bivariate Birnbaum–Saunders models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(4), pages 427-453, May.
    2. Guillermo Martínez-Flórez & Roger Tovar-Falón, 2021. "New Regression Models Based on the Unit-Sinh-Normal Distribution: Properties, Inference, and Applications," Mathematics, MDPI, vol. 9(11), pages 1-19, May.

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