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Discussion of "Birnbaum‐Saunders distribution: A review of models, analysis, and applications" and a novel financial extreme value data analytics from natural disasters.

Authors :
Leiva, Víctor
Lillo, Camilo
Gomes, M. Ivette
Ferreira, Marta
Source :
Applied Stochastic Models in Business & Industry; Jan2019, Vol. 35 Issue 1, p90-95, 6p
Publication Year :
2019

Abstract

The article discusses several aspects of the Birnbaum-Saunders (BS) distribution that was reviewed by N. Balakrishnan and Debasis Kundu within the issue and the extreme value (EV) BS distribution. Topics include the reasons for using BS distribution in modeling data with heavy tails, the EVBS distribution developed by Ferreira and colleagues, and EVBS regression models.

Details

Language :
English
ISSN :
15241904
Volume :
35
Issue :
1
Database :
Complementary Index
Journal :
Applied Stochastic Models in Business & Industry
Publication Type :
Academic Journal
Accession number :
134576945
Full Text :
https://doi.org/10.1002/asmb.2400