TY - JOUR
T1 - Estimation in generalized bivariate Birnbaum–Saunders models
AU - Saulo, Helton
AU - Balakrishnan, N.
AU - Zhu, Xiaojun
AU - Gonzales, Jhon F.B.
AU - Leão, Jeremias
N1 - Publisher Copyright:
© 2017, Springer-Verlag Berlin Heidelberg.
PY - 2017/5/1
Y1 - 2017/5/1
N2 - In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.
AB - In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.
KW - Asymptotic normality
KW - Bivariate generalized Birnbaum–Saunders distribution
KW - Maximum likelihood estimator
KW - Modified moment estimator
UR - http://www.scopus.com/inward/record.url?scp=85014786927&partnerID=8YFLogxK
U2 - 10.1007/s00184-017-0612-5
DO - 10.1007/s00184-017-0612-5
M3 - Article
AN - SCOPUS:85014786927
SN - 0026-1335
VL - 80
SP - 427
EP - 453
JO - Metrika
JF - Metrika
IS - 4
ER -