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Extreme value Birnbaum–Saunders regression models applied to environmental data

Leiva, V.; Ferreira, Marta; Gomes, M.I.; Lillo, C.

Stochastic Environmental Research and Risk Assessment, 30(3) (2016), 1045-1058

Extreme value models are widely used in different areas. The Birnbaum–Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum–Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration.