Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters

DOI10.1002/ASMB.2400zbMath1428.62086OpenAlexW2889640171MaRDI QIDQ5194975

Camilo Lillo, Marta Ferreira, M. Ivette Gomes, Víctor Leiva

Publication date: 17 September 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1822/61444

zbMATH Keywords

Birnbaum-Saunders distributionfinancial extreme value data analytics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Reliability and life testing (62N05)

Related Items (1)

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Uses Software

• ismev

Cites Work

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• Reparameterized Birnbaum-Saunders regression models with varying precision
• Cumulative damage and times of occurrence for a multicomponent system: a discrete time approach
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• Influence analysis in skew-Birnbaum–Saunders regression models and applications
• Influence Diagnostics in log-Birnbaum-Saunders Regression Models
• A methodology for stochastic inventory models based on a zero‐adjusted Birnbaum‐Saunders distribution
• Quantile Regression
• Birnbaum–Saunders statistical modelling: a new approach
• L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data
• A new family of life distributions
• An introduction to statistical modeling of extreme values

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