Discussion of “Birnbaum-Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters

[Excerpt] The univariate Birnbaum-Saunders (BS) distribution was first postulated to model failure times in material science (see the work of Birnbaum and Saunders1). In this modeling, a cumulative damage exceeds a threshold to produce the failure (see the work of Leiva and Saunders 2). The univaria...

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Detalhes bibliográficos
Autor principal: Leiva, Víctor (author)
Outros Autores: Lillo, Camilo (author), Gomes, Maria Ivette (author), Ferreira, Marta Susana (author)
Formato: article
Idioma:eng
Publicado em: 2019
Assuntos:
Texto completo:http://hdl.handle.net/1822/61444
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/61444