Extreme value Birnbaum-Saunders regression models applied to environmental data


Autoria(s): Leiva, Víctor; Ferreira, Marta Susana; Gomes, M. Ivette; Lillo, Camilo
Data(s)

2015

Resumo

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.

Identificador

1436-3259

http://hdl.handle.net/1822/39105

10.1007/s00477-015-1069-6

Idioma(s)

eng

Publicador

Springer Verlag

Relação

info:eu-repo/grantAgreement/FCT/5876/135897/PT

info:eu-repo/grantAgreement/EC/FP7/312029/EU

FONDECYT 1120879, by FEDER Funds through ‘‘Programa Operacional de Factores de Competitividade-COMPETE’’

Direitos

info:eu-repo/semantics/restrictedAccess

Palavras-Chave #Data analysis #Maximum likelihood method #Monte Carlo simulation #Residuals #Statistical modeling
Tipo

info:eu-repo/semantics/article