Details

Autor(en) / Beteiligte

• Martínez-Flórez, Guillermo
• Bolfarine, Heleno
• Gómez, Yolanda M.

Titel

The Skewed-Elliptical Log-Linear Birnbaum–Saunders Alpha-Power Model

Ist Teil von

• Symmetry (Basel), 2021-07, Vol.13 (7), p.1297

Ort / Verlag

Basel: MDPI AG

Erscheinungsjahr

2021

Link zum Volltext

Quelle

EZB Electronic Journals Library

Beschreibungen/Notizen

• In this paper, the skew-elliptical sinh-alpha-power distribution is developed as a natural follow-up to the skew-elliptical log-linear Birnbaum–Saunders alpha-power distribution, previously studied in the literature. Special cases include the ordinary log-linear Birnbaum–Saunders and skewed log-linear Birnbaum–Saunders distributions. As shown, it is able to surpass the ordinary sinh-normal models when fitting data sets with high (above the expected with the sinh-normal) degrees of asymmetry. Maximum likelihood estimation is developed with the inverse of the observed information matrix used for standard error estimation. Large sample properties of the maximum likelihood estimators such as consistency and asymptotic normality are established. An application is reported for the data set previously analyzed in the literature, where performance of the new distribution is shown when compared with other proposed alternative models.