Estimation in generalized bivariate Birnbaum–Saunders models

Helton Saulo; N. Balakrishnan; Xiaojun Zhu; Jhon Franky Bernedo Gonzales; Jeremias Leão

doi:10.1007/s00184-017-0612-5

Estimation in generalized bivariate Birnbaum–Saunders models

Helton Saulo, N. Balakrishnan, Xiaojun Zhu, Jhon Franky Bernedo Gonzales, Jeremias Leão

Departamento Académico de Estadística

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.

Original language	English
Pages (from-to)	427-453
Number of pages	27
Journal	Metrika
Volume	80
Issue number	4
DOIs	https://doi.org/10.1007/s00184-017-0612-5
State	Published - 1 May 2017

Bibliographical note

Publisher Copyright:
© 2017, Springer-Verlag Berlin Heidelberg.

Keywords

Asymptotic normality
Bivariate generalized Birnbaum–Saunders distribution
Maximum likelihood estimator
Modified moment estimator

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10.1007/s00184-017-0612-5

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abstract = "In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.",

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AU - Saulo, Helton

AU - Balakrishnan, N.

AU - Zhu, Xiaojun

AU - Bernedo Gonzales, Jhon Franky

AU - Leão, Jeremias

PY - 2017/5/1

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N2 - In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.

AB - In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.

KW - Asymptotic normality

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KW - Maximum likelihood estimator

KW - Modified moment estimator

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JO - Metrika

JF - Metrika

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ER -

Estimation in generalized bivariate Birnbaum–Saunders models

Abstract

Bibliographical note

Keywords

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