A new quantile regression for modeling bounded data under a unit Birnbaum–Saunders distribution with applications in medicine and politics

J Mazucheli, V Leiva, B Alves, AFB Menezes - Symmetry, 2021 - mdpi.com
Quantile regression provides a framework for modeling the relationship between a response
variable and covariates using the quantile function. This work proposes a regression model …

A new BISARMA time series model for forecasting mortality using weather and particulate matter data

V Leiva, H Saulo, R Souza, RG Aykroyd… - Journal of …, 2021 - Wiley Online Library
Abstract The Birnbaum–Saunders (BS) distribution is a model that frequently appears in the
statistical literature and has proved to be very versatile and efficient across a wide range of …

Asymmetric autoregressive models: Statistical aspects and a financial application under COVID-19 pandemic

Y Liu, C Mao, V Leiva, S Liu… - Journal of Applied …, 2022 - Taylor & Francis
In the present study, we provide a motivating example with a financial application under
COVID-19 pandemic to investigate autoregressive (AR) modeling and its diagnostics based …

Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications

JI Figueroa-Zúñiga, CL Bayes, V Leiva, S Liu - Statistical Papers, 2022 - Springer
Beta regression models have become a popular tool for describing and predicting limited-
range continuous data such as rates and proportions. However, these models can be …

Global and local diagnostic analytics for a geostatistical model based on a new approach to quantile regression

V Leiva, L Sánchez, M Galea, H Saulo - … Environmental Research and …, 2020 - Springer
Data with spatial dependence are often modeled by geoestatistical tools. In spatial
regression, the mean response is described using explanatory variables with georeferenced …

Modeling heavy-tailed bounded data by the trapezoidal beta distribution with applications

J Figueroa-Zúñiga, S Niklitschek-Soto… - REVSTAT-Statistical …, 2022 - revstat.ine.pt
In this paper, by using a new method, we derive the trapezoidal beta (TB) distribution and its
properties. The TB distribution is a mixture model, generalizes both the beta and rectangular …

A novel claim size distribution based on a Birnbaum–Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications

E Gómez–Déniz, V Leiva, E Calderín–Ojeda… - Computational and …, 2022 - Springer
Data including significant losses are a pervasive issue in general insurance. The
computation of premiums and reinsurance premiums, using deductibles, in situations of …

Predicting PM2. 5 and PM10 levels during critical episodes management in Santiago, Chile, with a bivariate Birnbaum-Saunders log-linear model

R Puentes, C Marchant, V Leiva, JI Figueroa-Zúñiga… - Mathematics, 2021 - mdpi.com
Improving air quality is an important environmental challenge of our time. Chile currently has
one of the most stable and emerging economies in Latin America, where human impact on …

A new Birnbaum–Saunders distribution and its mathematical features applied to bimodal real-world data from environment and medicine

J Reyes, J Arrué, V Leiva, C Martin-Barreiro - Mathematics, 2021 - mdpi.com
In this paper, we propose and derive a Birnbaum–Saunders distribution to model bimodal
data. This new distribution is obtained using the product of the standard Birnbaum …

Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data

Y Kakizawa - Journal of Multivariate Analysis, 2022 - Elsevier
Abstract The Birnbaum–Saunders distribution has been generalized in various ways, for
parametric or nonparametric statistical inference. In this paper, as a remedy for the boundary …