Modelling location, scale and shape parameters of the birnbaum-saunders generalized t distribution

  • Nakamura L
  • Rigby R
  • Stasinopoulos D
  • et al.
N/ACitations
Citations of this article
15Readers
Mendeley users who have this article in their library.

Abstract

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.

Cite

CITATION STYLE

APA

Nakamura, L. R., Rigby, R. A., Stasinopoulos, D. M., Leandro, R. A., Villegas, C., & Pescim, R. R. (2021). Modelling location, scale and shape parameters of the birnbaum-saunders generalized t distribution. Journal of Data Science, 15(2), 221–238. https://doi.org/10.6339/jds.201704_15(2).0003

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free