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Multivariate log-Birnbaum–Saunders regression models

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  • Guillermo Martínez-Flórez
  • Rafael Bráz Azevedo Farias
  • Germán Moreno-Arenas

Abstract

In this paper, we present a multivariate version of the skewed log-Birnbaum–Saunders regression model. This new family of distributions holds good properties such as marginal variables following univariate skewed log-Birnbaum–Saunders distributions, besides presenting the usual log-Birnbaum–Saunders distribution as a particular case. Furthermore, the model parameters are estimated through maximum-likelihood methods, a closed-form expression for the Fisher’s information matrix is presented, and testing hypothesis for model parameters is performed. Two real datasets are analyzed and results are discussed.

Suggested Citation

  • Guillermo Martínez-Flórez & Rafael Bráz Azevedo Farias & Germán Moreno-Arenas, 2017. "Multivariate log-Birnbaum–Saunders regression models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 10166-10178, October.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:20:p:10166-10178
    DOI: 10.1080/03610926.2016.1231818
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    Cited by:

    1. Guillermo Martínez-Flórez & Sandra Vergara-Cardozo & Roger Tovar-Falón & Luisa Rodriguez-Quevedo, 2023. "The Multivariate Skewed Log-Birnbaum–Saunders Distribution and Its Associated Regression Model," Mathematics, MDPI, vol. 11(5), pages 1-21, February.
    2. 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.
    3. Guillermo Martínez-Flórez & Rafael Bráz Azevedo-Farias & Roger Tovar-Falón, 2022. "An Exponentiated Multivariate Extension for the Birnbaum-Saunders Log-Linear Model," Mathematics, MDPI, vol. 10(8), pages 1-17, April.

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