Modelling location, scale and shape parameters of the birnbaumsaunders generalized t distribution
The Birnbaum-Saunders generalized t (BSGT) distribution is a very flflexible family of distributions that admits different degrees of skewness and kurtosis and includes some important special or limiting cases available in the literature, such as the Birnbaum-Saunders and Birnbaum-Saunders t distrib...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
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Journal of Data Science
2017
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| Subjects: | |
| Online Access: | https://repository.londonmet.ac.uk/4824/1/Modelling%20location%2C%20scale%20and%20shape%20parameters%20of%20the%20birnbaum-saunders%20generalized%20t%20distribution%20.pdf.pdf |
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| author | Nakamura, Luiz R. Rigby, Robert A. Stasinopoulos, Dimitrios Leandro, Roseli A. Villegas, Cristian Pescim, Rodrigo R. |
| author_facet | Nakamura, Luiz R. Rigby, Robert A. Stasinopoulos, Dimitrios Leandro, Roseli A. Villegas, Cristian Pescim, Rodrigo R. |
| author_sort | Nakamura, Luiz R. |
| collection | LMU |
| description | The Birnbaum-Saunders generalized t (BSGT) distribution is a very flflexible family of distributions that admits different degrees of skewness and kurtosis and includes some important special or limiting cases available in the literature, such as the Birnbaum-Saunders and Birnbaum-Saunders t distributions. In this paper we provide a regression type model to the BSGT distribution based on the generalized additive models for location, scale and shape (GAMLSS) framework. The resulting model has high flflexibility and therefore a great potential to model the distribution parameters of response variables that present light or heavy tails, i.e. platykurtic or leptokurtic shapes, as functions of explanatory variables. For different parameter settings, some simulations are performed to investigate the behavior of the estimators. The potentiality of the new regression model is illustrated by means of a real motor vehicle insurance data set. |
| first_indexed | 2024-07-09T03:58:18Z |
| format | Article |
| id | oai:repository.londonmet.ac.uk:4824 |
| institution | London Metropolitan University |
| language | English |
| last_indexed | 2024-07-09T03:58:18Z |
| publishDate | 2017 |
| publisher | Journal of Data Science |
| record_format | eprints |
| spelling | oai:repository.londonmet.ac.uk:48242021-07-22T08:12:57Z https://repository.londonmet.ac.uk/4824/ Modelling location, scale and shape parameters of the birnbaumsaunders generalized t distribution Nakamura, Luiz R. Rigby, Robert A. Stasinopoulos, Dimitrios Leandro, Roseli A. Villegas, Cristian Pescim, Rodrigo R. 510 Mathematics The Birnbaum-Saunders generalized t (BSGT) distribution is a very flflexible family of distributions that admits different degrees of skewness and kurtosis and includes some important special or limiting cases available in the literature, such as the Birnbaum-Saunders and Birnbaum-Saunders t distributions. In this paper we provide a regression type model to the BSGT distribution based on the generalized additive models for location, scale and shape (GAMLSS) framework. The resulting model has high flflexibility and therefore a great potential to model the distribution parameters of response variables that present light or heavy tails, i.e. platykurtic or leptokurtic shapes, as functions of explanatory variables. For different parameter settings, some simulations are performed to investigate the behavior of the estimators. The potentiality of the new regression model is illustrated by means of a real motor vehicle insurance data set. Journal of Data Science 2017-04-01 Article PeerReviewed text en cc_by_nc_nd https://repository.londonmet.ac.uk/4824/1/Modelling%20location%2C%20scale%20and%20shape%20parameters%20of%20the%20birnbaum-saunders%20generalized%20t%20distribution%20.pdf.pdf Nakamura, Luiz R., Rigby, Robert A., Stasinopoulos, Dimitrios, Leandro, Roseli A., Villegas, Cristian and Pescim, Rodrigo R. (2017) Modelling location, scale and shape parameters of the birnbaumsaunders generalized t distribution. Journal of Data Science, 15 (2). pp. 1-16. ISSN 1680-743X http://www.jds-online.com/?q=Stasinopoulos |
| spellingShingle | 510 Mathematics Nakamura, Luiz R. Rigby, Robert A. Stasinopoulos, Dimitrios Leandro, Roseli A. Villegas, Cristian Pescim, Rodrigo R. Modelling location, scale and shape parameters of the birnbaumsaunders generalized t distribution |
| title | Modelling location, scale and shape parameters of the birnbaumsaunders
generalized t distribution |
| title_full | Modelling location, scale and shape parameters of the birnbaumsaunders
generalized t distribution |
| title_fullStr | Modelling location, scale and shape parameters of the birnbaumsaunders
generalized t distribution |
| title_full_unstemmed | Modelling location, scale and shape parameters of the birnbaumsaunders
generalized t distribution |
| title_short | Modelling location, scale and shape parameters of the birnbaumsaunders
generalized t distribution |
| title_sort | modelling location scale and shape parameters of the birnbaumsaunders generalized t distribution |
| topic | 510 Mathematics |
| url | https://repository.londonmet.ac.uk/4824/1/Modelling%20location%2C%20scale%20and%20shape%20parameters%20of%20the%20birnbaum-saunders%20generalized%20t%20distribution%20.pdf.pdf |
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