Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

Gilberto Paula, Victor Leiva, Michelli Barros, Shuangzhe Liu

    Research output: Contribution to journalArticle

    63 Citations (Scopus)


    In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model
    Original languageEnglish
    Pages (from-to)16-34
    Number of pages19
    JournalApplied Stochastic Models in Business and Industry
    Issue number1
    Publication statusPublished - 2012


    Cite this