Extreme value Birnbaum-Saunders regression models applied to environmental data
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 |