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A bivariate Birnbaum–Saunders regression model

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  • Vilca, Filidor
  • Romeiro, Renata G.
  • Balakrishnan, N.

Abstract

In this work, we propose a bivariate Birnbaum–Saunders regression model through the use of bivariate Sinh-normal distribution. The proposed regression model has its marginal as the Birnbaum–Saunders regression model of Rieck and Nedelman (1991), which has been discussed extensively by various authors with natural applications in survival and reliability studies. This bivariate regression model can be used to analyze correlated log-lifetimes of two units, in which the dependence structure between observations arises from the bivariate normal distribution.

Suggested Citation

  • Vilca, Filidor & Romeiro, Renata G. & Balakrishnan, N., 2016. "A bivariate Birnbaum–Saunders regression model," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 169-183.
    • Handle: RePEc:eee:csdana:v:97:y:2016:i:c:p:169-183
    DOI: 10.1016/j.csda.2015.12.003
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    References listed on IDEAS

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    1. Gladys Barriga & Francisco Louzada-Neto & Edwin Ortega & Vicente Cancho, 2010. "A bivariate regression model for matched paired survival data: local influence and residual analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 477-495, November.
    2. Navarro, Jorge & Sarabia, José María, 2013. "Reliability properties of bivariate conditional proportional hazard rate models," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 116-127.
    3. Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "The bivariate Sinh-Elliptical distribution with applications to Birnbaum–Saunders distribution and associated regression and measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 1-16.
    4. Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, A., 2010. "Bivariate Birnbaum-Saunders distribution and associated inference," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 113-125, January.
    5. Ng, H. K. T. & Kundu, D. & Balakrishnan, N., 2003. "Modified moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 283-298, July.
    6. Kundu, Debasis & Gupta, Rameshwar D., 2009. "Bivariate generalized exponential distribution," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 581-593, April.
    7. Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 418-435.
    8. Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, Ahad, 2013. "Generalized multivariate Birnbaum–Saunders distributions and related inferential issues," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 230-244.
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