Showing 1 - 10 of 140
Birnbaum and Saunders introduced in 1969 a two-parameter lifetime distribution which has been used quite successfully to model a wide variety of univariate positively skewed data. Diaz-Garcia and Leiva-Sanchez [8] proposed a generalized Birnbaum–Saunders distribution by using an elliptically...
Persistent link: https://www.econbiz.de/10011042008
Persistent link: https://www.econbiz.de/10009390810
A new class of extended Birnbaum–Saunders regression models is introduced. It can be applied to censored data and be used more effectively in survival analysis and fatigue life studies. Maximum likelihood estimation of the model parameters with censored data as well as influence diagnostics...
Persistent link: https://www.econbiz.de/10010666181
The genesis of two-way links between the inverse Gaussian and Birnbaum–Saunders distributions is explored and extended. The most general results apply to pairs of distributions with a general ‘S-symmetry’ structure involving a self-inverse function closely related to a transformation...
Persistent link: https://www.econbiz.de/10010597148
In lifetime data analysis and particularly in engineering reliability contexts, the Birnbaum–Saunders (BISA) density is often suggested as a suitable model; see Birnbaum and Saunders (1969), Mann et al. (1974), and Desmond (1985). A linear regression model, obtained from a logarithmic...
Persistent link: https://www.econbiz.de/10011056384
The Birnbaum–Saunders distribution is useful for modeling reliability data. In this paper we obtain adjusted profile maximum likelihood estimators for the Birnbaum–Saunders distribution shape parameter under type II data censoring. We consider the adjustments to the profile likelihood...
Persistent link: https://www.econbiz.de/10011056441
This paper proposes a general definition of residuals for Birnbaum–Saunders nonlinear regression models by studying their statistical properties analytically and using Monte Carlo experiments. Also, some diagnostic procedures are derived based on case-deletion and mean-shift outlier models...
Persistent link: https://www.econbiz.de/10011056446
The β-Birnbaum–Saunders (Cordeiro and Lemonte, 2011) and Birnbaum–Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-β-Birnbaum–Saunders distribution by the...
Persistent link: https://www.econbiz.de/10011056473
This paper explores what can be lost when assuming price adjustment is a time - independent (memoryless) process.I derive a generalized NKPC in an optinizing model with the non- constant hazard function and trend inflation. Memory emerges in the resulting Phillips curve through the presence of...
Persistent link: https://www.econbiz.de/10010298755
This paper presents a new mechanism through which monetary policy rules affect inflation persistence. When assuming that price reset hazard functions are not constant, backward-looking dynamics emerge in the NKPC. This new mechanism makes the traditional demand channel of monetary transmission...
Persistent link: https://www.econbiz.de/10010305953