Econometric foundations
Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
Computational Statistics & Data Analysis
Diagnostics analysis for log-Birnbaum-Saunders regression models
Computational Statistics & Data Analysis
Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
Computational Statistics & Data Analysis
Improved maximum-likelihood estimation for the common shape parameter of several Weibull populations
Applied Stochastic Models in Business and Industry
The Birnbaum-Saunders autoregressive conditional duration model
Mathematics and Computers in Simulation
A log-linear regression model for the β-Birnbaum-Saunders distribution with censored data
Computational Statistics & Data Analysis
Diagnostic procedures in Birnbaum-Saunders nonlinear regression models
Computational Statistics & Data Analysis
A new extended Birnbaum-Saunders regression model for lifetime modeling
Computational Statistics & Data Analysis
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We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed.