Birnbaum-Saunders quantile regression models with application to spatial data
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Date
2020
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Abstract
In the present paper, a novel spatial quantile regression model based on the Birnbaum-Saunders distribution is formulated. This distribution has been widely studied and applied in many fields. To formulate such a spatial model, a parameterization of the multivariate Birnbaum-Saunders distribution, where one of its parameters is associated with the quantile of the respective marginal distribution, is established. The model parameters are estimated by the maximum likelihood method. Finally, a data set is applied for illustrating the formulated model.
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Keywords
Data analytics, Geostatistical models, Maximum likelihood method, Multivariate distributions, R software, Statistical parameterizations