Extreme value Birnbaum–Saunders regression models applied to environmental data

VICTOR ELISEO LEIVA SANCHEZ, Marta Ferreira, M. Ivette Gomes, Camilo Lillo

Research output: Contribution to journalArticlepeer-review

30 Scopus citations

Abstract

Extreme value models are widely used in different areas. The Birnbaum–Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum–Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration.

Original languageEnglish
Pages (from-to)1045-1058
Number of pages14
JournalStochastic Environmental Research and Risk Assessment
Volume30
Issue number3
DOIs
StatePublished - 1 Mar 2016

Keywords

  • Data analysis
  • Maximum likelihood method
  • Monte Carlo simulation
  • Residuals
  • Statistical modeling

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