On the conditional variance for scale mixtures of normal distributions
Journal of Multivariate Analysis
Modified moment estimation for the two-parameter Birnbaum--Saunders distribution
Computational Statistics & Data Analysis
Lifetime analysis based on the generalized Birnbaum-Saunders distribution
Computational Statistics & Data Analysis
On the hazard function of Birnbaum-Saunders distribution and associated inference
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
Bivariate Birnbaum-Saunders distribution and associated inference
Journal of Multivariate Analysis
Computational Statistics & Data Analysis
Assessing local influence for nonlinear structural equation models with ignorable missing data
Computational Statistics & Data Analysis
Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance
Applied Stochastic Models in Business and Industry
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation
Computational Statistics & Data Analysis
Generalized multivariate Birnbaum-Saunders distributions and related inferential issues
Journal of Multivariate Analysis
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We propose here a robust extension of the bivariate Birnbaum-Saunders (BS) distribution derived recently by Kundu et al. (2010). This extension is based on scale mixtures of normal (SMN) distributions that are used for modeling symmetric data. This type of bivariate Birnbaum-Saunders distribution based on SMN models is an absolutely continuous distribution whose marginals are of univariate Birnbaum-Saunders type. We then develop the EM-algorithm for the maximum likelihood (ML) estimation of the model parameters, and illustrate the obtained results with a real data and display the robustness feature of the estimation procedure developed here.