3 resultados para rank regression

em Universidade do Minho


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2010 Mathematics Subject Classification: Primary: 37C85, 37A17, 37A45; Secondary: 11K36, 11L07.

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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.