Estimation for a family of skew scale-mixture distributions

MaRDI QIDQ5207233zbMATH OpenFDO

Authors Jeremias Leão, Helton Saulo, Vera L. D. Tomazella, Narayanaswamy Balakrishnan

Publication date 8 January 2020

Full work available at URL http://chjs.mat.utfsm.cl/volumes/08/02/Leao_etal(2017).pdf#vol8-number2-2017

zbMATH Keywords

Birnbaum-Saunders distributionepsilon-skew-normal distributionmaximum likelihoodMonte Carlo simulationorder statistics

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

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Cites work

• A general class of multivariate skew-elliptical distributions
• A Log-Linear Model for the Birnbaum-Saunders Distribution
• A new family of life distributions
• A new family of life distributions based on the elliptically contoured distributions
• A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions
• An Extension of the Epsilon-Skew-Normal Distribution
• Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data
• Capability indices for Birnbaum-Saunders processes applied to electronic and food industries
• Epsilon Birnbaum-Saunders distribution family: properties and inference
• Epsilon half-normal model: properties and inference
• Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions
• Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
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• Modified moment estimation for the two-parameter Birnbaum-Saunders distribution
• On some mixture models based on the Birnbaum-Saunders distribution and associated inference
• Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
• Scale mixtures log-Birnbaum–Saunders regression models with censored data: a Bayesian approach
• Statistical inference for a general class of asymmetric distributions
• The Birnbaum-Saunders autoregressive conditional duration model
• The epsilon-skew-normal distribution for analyzing near-normal data

Cited in

(4)

• A consistent estimator for skewness of partial sums of dependent data
• Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
• Epsilon Birnbaum-Saunders distribution family: properties and inference
• Closed-form solutions for parameter estimation in exponential families based on maximum a posteriori equations.

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