Ciclo de Seminários do Programa de Pós-Graduação em Matemática Aplicada e Estatística (PPgMAE) da UFRN - 2015

 

Título: Reparameterized Birnbaum-Saunders regression models with varying precision

 

Palestrante: Manoel Ferreira dos Santos Neto - Departamento de Estatística - UFCG

 

DATA: 05 de Novembro de 2015 (quinta-feira) 

 

HORÁRIO: 15:00 horas

 

LOCAL: Sala de seminário da Estatística - UFRN

 

 

Abstract

 

We propose a methodology based on a reparameterized Birnbaum-Saunders regression model with varying precision, which generalizes the existing works in the literature on the topic. This methodology includes the estimation of model parameters, hypothesis tests for the precision parameter, a residual analysis and influence diagnostic tools. Simulation studies are conducted to evaluate its performance. We apply it to a real-world case-study to show its potential.

 

Keywords Birnbaum-Saunders distribution; hypothesis testing; local influence; maximum like- lihood method; Monte Carlo simulation; residuals.