메뉴 건너뛰기




Volumn 10, Issue 2, 2012, Pages 181-210

On an extreme value version of the Birnbaum-Saunders distribution

Author keywords

Domain of attraction; Extreme data; Likelihood method; R computer language

Indexed keywords


EID: 84865617646     PISSN: 16456726     EISSN: 21830371     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (62)

References (46)
  • 1
    • 77953734552 scopus 로고    scopus 로고
    • A truncated version of the Birnbaum-Saunders distribution with an application in financial risk
    • Ahmed, S.E.; Castro-Kuriss, C.; Flores, E.; Leiva, V. and Sanhueza, A. (2010). A truncated version of the Birnbaum-Saunders distribution with an application in financial risk, Pak. J. Statist., 26, 293-311.
    • (2010) Pak. J. Statist. , vol.26 , pp. 293-311
    • Ahmed, S.E.1    Castro-Kuriss, C.2    Flores, E.3    Leiva, V.4    Sanhueza, A.5
  • 2
    • 40749128454 scopus 로고    scopus 로고
    • Peaks over random threshold methodology for tail index and quantile estimation
    • Aráujo Santos, P.; Fraga Alves, M.I. and Gomes, M.I. (2006). Peaks over random threshold methodology for tail index and quantile estimation, Revstat, 4, 227-247.
    • (2006) Revstat , vol.4 , pp. 227-247
    • Aráujo Santos, P.1    Fraga Alves, M.I.2    Gomes, M.I.3
  • 3
    • 0001072998 scopus 로고
    • Residual life time at great age
    • Balkema, A.A. and de Haan, L. (1974). Residual life time at great age, Ann. Probab., 2, 792-804.
    • (1974) Ann. Probab. , vol.2 , pp. 792-804
    • Balkema, A.A.1    de Haan, L.2
  • 4
    • 46349107106 scopus 로고    scopus 로고
    • A new class of survival regression models with heavy-tailed errors: Robustness and diagnostics
    • Barros, M.; Paula, G.A. and Leiva, V. (2008). A new class of survival regression models with heavy-tailed errors: robustness and diagnostics, Lifetime Data Anal., 14, 316-332.
    • (2008) Lifetime Data Anal. , vol.14 , pp. 316-332
    • Barros, M.1    Paula, G.A.2    Leiva, V.3
  • 5
    • 58549084147 scopus 로고    scopus 로고
    • An R implementation for generalized Birnbaum-Saunders distributions
    • Barros, M.; Paula, G.A. and Leiva, V. (2009). An R implementation for generalized Birnbaum-Saunders distributions, Comp. Statist. Data Anal., 53, 1511-1528.
    • (2009) Comp. Statist. Data Anal. , vol.53 , pp. 1511-1528
    • Barros, M.1    Paula, G.A.2    Leiva, V.3
  • 7
    • 84859451550 scopus 로고    scopus 로고
    • An overview and open research topics in statistics of univariate extremes
    • Beirlant, J.; Caeiro, F. and Gomes, M.I. (2012). An overview and open research topics in statistics of univariate extremes, Revstat, 10, 1-31.
    • (2012) Revstat , vol.10 , pp. 1-31
    • Beirlant, J.1    Caeiro, F.2    Gomes, M.I.3
  • 8
    • 77953324799 scopus 로고    scopus 로고
    • The Birnbaum-Saunders autoregressive conditional duration model
    • Bhatti, C.R. (2010). The Birnbaum-Saunders autoregressive conditional duration model, Math. Comp. Simul., 80, 2062-2078.
    • (2010) Math. Comp. Simul. , vol.80 , pp. 2062-2078
    • Bhatti, C.R.1
  • 9
    • 0002934826 scopus 로고
    • A new family of life distributions
    • Birnbaum, Z.W. and Saunders, S.C. (1969). A new family of life distributions, J. Appl. Probab., 6, 319-327.
    • (1969) J. Appl. Probab. , vol.6 , pp. 319-327
    • Birnbaum, Z.W.1    Saunders, S.C.2
  • 11
    • 8644235886 scopus 로고    scopus 로고
    • A new family of life distributions based on elliptically contoured distributions
    • D́i{dotless}az-Garći{dotless}a, J.A. and Leiva, V. (2005). A new family of life distributions based on elliptically contoured distributions, J. Statist. Plan. Infer., 128, 445-457.
    • (2005) J. Statist. Plan. Infer. , vol.128 , pp. 445-457
    • D́iaz-Garćia, J.A.1    Leiva, V.2
  • 12
    • 26044458609 scopus 로고    scopus 로고
    • Testing extreme value conditions
    • Dietrich, D.; de Haan, L. and Husler, J. (2002). Testing extreme value conditions, Extremes, 5, 71-85.
    • (2002) Extremes , vol.5 , pp. 71-85
    • Dietrich, D.1    de Haan, L.2    Husler, J.3
  • 13
    • 22244474071 scopus 로고    scopus 로고
    • On maximum likelihood estimation of the extreme value index
    • Drees, H.; Ferreira, A. and de Haan, L. (2004). On maximum likelihood estimation of the extreme value index, Ann. Appl. Probab., 14, 1179-1201.
    • (2004) Ann. Appl. Probab. , vol.14 , pp. 1179-1201
    • Drees, H.1    Ferreira, A.2    de Haan, L.3
  • 15
    • 43349099906 scopus 로고    scopus 로고
    • Tail and dependence behavior of levels that persist for a fixed period of time
    • Ferreira, M. and Canto e Castro, L. (2008). Tail and dependence behavior of levels that persist for a fixed period of time, Extremes, 11, 113-133.
    • (2008) Extremes , vol.11 , pp. 113-133
    • Ferreira, M.1    Canto e Castro, L.2
  • 17
    • 0000005110 scopus 로고
    • Sur la distribution limite du terme maximum d'une śerie aĺeatoire
    • Gnedenko, B.V. (1943). Sur la distribution limite du terme maximum d'une śerie aĺeatoire, Ann. Math., 44, 423-453.
    • (1943) Ann. Math. , vol.44 , pp. 423-453
    • Gnedenko, B.V.1
  • 18
    • 40749089607 scopus 로고    scopus 로고
    • Statistics of extremes for iid data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
    • Gomes, M.I.; Canto e Castro, L.; Fraga Alves, M.I. and Pestana, D. (2008a). Statistics of extremes for iid data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions, Extremes, 11, 3-34.
    • (2008) Extremes , vol.11 , pp. 3-34
    • Gomes, M.I.1    Cantoe Castro, L.2    Fraga Alves, M.I.3    Pestana, D.4
  • 19
    • 37849040464 scopus 로고    scopus 로고
    • Tail index estimation for heavy-tailed models: Accommodation of bias in weighted log-excesses
    • Gomes, M.I.; de Haan, L. and Henriques-Rodrigues, L. (2008b). Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses, J. R. Statist. Soc. B, 70, 31-52.
    • (2008) J. R. Statist. Soc. B , vol.70 , pp. 31-52
    • Gomes, M.I.1    de Haan, L.2    Henriques-Rodrigues, L.3
  • 20
    • 58149496674 scopus 로고    scopus 로고
    • An extension of the generalized Birnbaum-Saunders distribution
    • Ǵomez, H.W.; Olivares, J. and Bolfarine, H. (2009). An extension of the generalized Birnbaum-Saunders distribution, Statist. Probab. Letters, 79, 331-338.
    • (2009) Statist. Probab. Letters , vol.79 , pp. 331-338
    • Ǵomez, H.W.1    Olivares, J.2    Bolfarine, H.3
  • 21
    • 63149190213 scopus 로고    scopus 로고
    • A non-central version of the Birnbaum-Saunders distribution for reliability analysis
    • Guiraud, P.; Leiva, V. and Fierro, R. (2009). A non-central version of the Birnbaum-Saunders distribution for reliability analysis, IEEE Trans. Rel., 58, 152-160.
    • (2009) IEEE Trans. Rel. , vol.58 , pp. 152-160
    • Guiraud, P.1    Leiva, V.2    Fierro, R.3
  • 23
    • 47749124251 scopus 로고    scopus 로고
    • An adjusted boxplot for skewed distributions
    • Hubert, M. and Vandervieren, E. (2008). An adjusted boxplot for skewed distributions, Comp. Statist. Data Anal., 52, 5186-5201.
    • (2008) Comp. Statist. Data Anal. , vol.52 , pp. 5186-5201
    • Hubert, M.1    Vandervieren, E.2
  • 26
    • 35748941155 scopus 로고    scopus 로고
    • A new package for the Birnbaum-Saunders distribution
    • Leiva, V.; Herńandez, H. and Riquelme, M. (2006). A new package for the Birnbaum-Saunders distribution, R Journal, 6, 35-40.
    • (2006) R Journal , vol.6 , pp. 35-40
    • Leiva, V.1    Herńandez, H.2    Riquelme, M.3
  • 27
    • 34547206754 scopus 로고    scopus 로고
    • Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
    • Leiva, V.; Barros, M.; Paula, G.A. and Galea, M. (2007). Influence diagnostics in log-Birnbaum-Saunders regression models with censored data, Comp. Statist. Data Anal., 51, 5694-5707.
    • (2007) Comp. Statist. Data Anal. , vol.51 , pp. 5694-5707
    • Leiva, V.1    Barros, M.2    Paula, G.A.3    Galea, M.4
  • 28
    • 38649086796 scopus 로고    scopus 로고
    • Random number generators for the generalized Birnbaum-Saunders distribution
    • Leiva, V.; Sanhueza, A. and Sen, P.K. (2008a). Random number generators for the generalized Birnbaum-Saunders distribution, J. Statist. Comp. Simul., 78, 1105-1118.
    • (2008) J. Statist. Comp. Simul. , vol.78 , pp. 1105-1118
    • Leiva, V.1    Sanhueza, A.2    Sen, P.K.3
  • 29
    • 38649112361 scopus 로고    scopus 로고
    • Generalized Birnbaum-Saunders distributions applied to air pollutant concentration
    • Leiva, V.; Barros, M.; Paula, G. and Sanhueza, D. (2008b). Generalized Birnbaum-Saunders distributions applied to air pollutant concentration, Environmetrics, 19, 235-249.
    • (2008) Environmetrics , vol.19 , pp. 235-249
    • Leiva, V.1    Barros, M.2    Paula, G.3    Sanhueza, D.4
  • 31
    • 59149094153 scopus 로고    scopus 로고
    • A length-biased version of the Birnbaum-Saunders distribution with application in water quality
    • Leiva, V.; Sanhueza, A. and Angulo, J.M. (2009b). A length-biased version of the Birnbaum-Saunders distribution with application in water quality, Stoch. Environ. Res. Risk Assess., 23, 299-307.
    • (2009) Stoch. Environ. Res. Risk Assess. , vol.23 , pp. 299-307
    • Leiva, V.1    Sanhueza, A.2    Angulo, J.M.3
  • 32
    • 77953753309 scopus 로고    scopus 로고
    • A unified mixture model based on the inverse Gaussian distribution
    • Leiva, V.; Sanhueza, A. and Kotz, S. (2010a). A unified mixture model based on the inverse Gaussian distribution, Pak. J. Statist., 26, 445-460.
    • (2010) Pak. J. Statist. , vol.26 , pp. 445-460
    • Leiva, V.1    Sanhueza, A.2    Kotz, S.3
  • 33
    • 74549205858 scopus 로고    scopus 로고
    • A skewed sinh-normal distribution and its properties and application to air pollution
    • Leiva, V.; Vilca, F.; Balakrishnan, N. and Sanhueza, A. (2010b). A skewed sinh-normal distribution and its properties and application to air pollution, Comm. Statist. Theor. Meth., 39, 426-443.
    • (2010) Comm. Statist. Theor. Meth. , vol.39 , pp. 426-443
    • Leiva, V.1    Vilca, F.2    Balakrishnan, N.3    Sanhueza, A.4
  • 34
    • 84857061782 scopus 로고    scopus 로고
    • Modeling wind energy flux by a Birnbaum-Saunders distribution with unknown shift parameter
    • Leiva, V.; Athayde, E.; Azevedo, C. and Marchant, C. (2011). Modeling wind energy flux by a Birnbaum-Saunders distribution with unknown shift parameter, J. Appl. Statist., 38, 2819-2838.
    • (2011) J. Appl. Statist. , vol.38 , pp. 2819-2838
    • Leiva, V.1    Athayde, E.2    Azevedo, C.3    Marchant, C.4
  • 36
    • 37449029272 scopus 로고    scopus 로고
    • A truncated inverted beta distribution with application to air pollution data
    • Nadarajah, S. (2008). A truncated inverted beta distribution with application to air pollution data, Stoch. Environ. Res. Risk Assess., 22, 285-289.
    • (2008) Stoch. Environ. Res. Risk Assess. , vol.22 , pp. 285-289
    • Nadarajah, S.1
  • 37
    • 0006382336 scopus 로고
    • The continuous and differentiable domains of attraction of the extreme-value distribution
    • Pickands, J. (1986). The continuous and differentiable domains of attraction of the extreme-value distribution, Ann. Probab., 14, 996-1004.
    • (1986) Ann. Probab. , vol.14 , pp. 996-1004
    • Pickands, J.1
  • 38
    • 41949109236 scopus 로고    scopus 로고
    • Characterization of diameter distribution data in nearnatural forests using the Birnbaum-Saunders distribution
    • Podlaski, R. (2008). Characterization of diameter distribution data in nearnatural forests using the Birnbaum-Saunders distribution, Can. J. Forest Res., 18, 518-526.
    • (2008) Can. J. Forest Res. , vol.18 , pp. 518-526
    • Podlaski, R.1
  • 39
    • 70449637122 scopus 로고    scopus 로고
    • Chapman and Hall/CRS press, Boca Raton, FL
    • Rinne, H. (2009). The Weibull Distribution, Chapman and Hall/CRS press, Boca Raton, FL.
    • (2009) The Weibull Distribution
    • Rinne, H.1
  • 40
    • 35748945633 scopus 로고    scopus 로고
    • The generalized Birnbaum-Saunders distribution and its theory methodology and application
    • Sanhueza, A.; Leiva, V. and Balakrishnan, N. (2008). The generalized Birnbaum-Saunders distribution and its theory, methodology and application, Comm. Statist. Theor. Meth., 37, 645-670.
    • (2008) Comm. Statist. Theor. Meth. , vol.37 , pp. 645-670
    • Sanhueza, A.1    Leiva, V.2    Balakrishnan, N.3
  • 42
    • 84859464622 scopus 로고    scopus 로고
    • A review of extreme value threshold estimation and uncertainty quantification
    • Scarrot, C. and McDonald, A. (2012). A review of extreme value threshold estimation and uncertainty quantification, Revstat, 10, 33-60.
    • (2012) Revstat , vol.10 , pp. 33-60
    • Scarrot, C.1    McDonald, A.2
  • 43
    • 0001258027 scopus 로고
    • Estimating tails of probability distributions
    • Smith, R.L. (1987). Estimating tails of probability distributions, Ann. Statist., 15, 1174-1207.
    • (1987) Ann. Statist. , vol.15 , pp. 1174-1207
    • Smith, R.L.1
  • 44
    • 32444438104 scopus 로고    scopus 로고
    • A new fatigue life model based on the family of skew elliptic distributions
    • Vilca, F. and Leiva, V. (2006). A new fatigue life model based on the family of skew elliptic distributions, Comm. Statist. Theor. Meth., 35, 229-244.
    • (2006) Comm. Statist. Theor. Meth. , vol.35 , pp. 229-244
    • Vilca, F.1    Leiva, V.2
  • 45
    • 77955057737 scopus 로고    scopus 로고
    • An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago
    • Vilca, F.; Sanhueza, A.; Leiva, V. and Christakos, G. (2010). An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile, Stoch. Environ. Res. Risk Assess., 24, 771-782.
    • (2010) Chile, Stoch. Environ. Res. Risk Assess. , vol.24 , pp. 771-782
    • Vilca, F.1    Sanhueza, A.2    Leiva, V.3    Christakos, G.4
  • 46
    • 78650810913 scopus 로고    scopus 로고
    • Estimation of extreme percentiles in Birnbaum-Saunders distributions
    • Vilca, F.; Santana, L.; Leiva, V. and Balakrishnan, N. (2011). Estimation of extreme percentiles in Birnbaum-Saunders distributions, Comp. Statist. Data Anal., 55, 1665-1678.
    • (2011) Comp. Statist. Data Anal. , vol.55 , pp. 1665-1678
    • Vilca, F.1    Santana, L.2    Leiva, V.3    Balakrishnan, N.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.