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
On the hazard function of Birnbaum-Saunders distribution and associated inference
Computational Statistics & Data Analysis
Point and interval estimation for extreme-value regression model under Type-II censoring
Computational Statistics & Data Analysis
Reference analysis for Birnbaum-Saunders distribution
Computational Statistics & Data Analysis
Inference procedures for the Birnbaum-Saunders distribution and its generalizations
Computational Statistics & Data Analysis
Improved likelihood inference in Birnbaum-Saunders regressions
Computational Statistics & Data Analysis
Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
Computational Statistics & Data Analysis
A log-linear regression model for the β-Birnbaum-Saunders distribution with censored data
Computational Statistics & Data Analysis
Diagnostics for a class of survival regression models with heavy-tailed errors
Computational Statistics & Data Analysis
A new extended Birnbaum-Saunders regression model for lifetime modeling
Computational Statistics & Data Analysis
Hi-index | 0.03 |
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n^-^1^/^2 and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications.