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

By Gilberto A. Paula, Víctor Leiva, Michelli Barros, Shuangzhe Liu. 2012

115 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d35f9a846e4acaf1b46042bb10d7aecef682e52d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Víctor Leiva
2. Francisco José de A. Cysneiros
3. Gilberto A. Paula

In Statistics and Probability

1. Carolina Marchant
2. Víctor Leiva
3. Francisco José de A. Cysneiros
4. Juan F. Vivanco
5. Luis Hernando Vanegas
6. Gilberto A. Paula
7. Narayanaswamy Balakrishnan
8. Antonio Sanhueza

Citations in the corpus

• Log-symmetric distributions: Statistical properties and parameter estimation (2016, background): “The distribution of Y = log(T ) is sinh-t (see, e.g., Paula et al., 2012).”
• Diagnostics in multivariate generalized Birnbaum-Saunders regression models (2016, methodology): “In addition, note that the parameter ν of themultivariate log-BS-t distribution can be assumed to be fixed or known from the data due to a statistical robustness aspect; see [39] for the t distribution, and [44] for the univariate BS-t case.”