Covariance matrix formula for Birnbaum–Saunders regression models

DOI10.1080/00949650903555288zbMath1219.62091OpenAlexW2040937798MaRDI QIDQ3087821

Artur J. Lemonte

Publication date: 17 August 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903555288

zbMATH Keywords

asymptotic expansionlifetime dataBirnbaum-Saunders distributionfatigue life distributionmaximum-likelihood estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Reliability and life testing (62N05)

Related Items

Covariance matrix of maximum likelihood estimators in censored exponential regression models ⋮ A log-linear regression model for the \(\beta\)-Birnbaum-Saunders distribution with censored data ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Birnbaum‐Saunders distribution: A review of models, analysis, and applications ⋮ A new extended Birnbaum-Saunders regression model for lifetime modeling ⋮ Multivariate Birnbaum–Saunders regression model ⋮ The odd Birnbaum-Saunders regression model with applications to lifetime data

Uses Software

• R
• Ox

Cites Work

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