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A log-Birnbaum–Saunders regression model with asymmetric errors
Abstract:This paper introduces a skewed log-Birnbaum–Saunders regression model based on the skewed sinh-normal distribution proposed by Leiva et al. A skewed sinh-normal distribution and its properties and application to air pollution, Comm. Statist. Theory Methods 39 (2010), pp. 426–443]. Some influence methods, such as the local influence and generalized leverage, are presented. Additionally, we derived the normal curvatures of local influence under some perturbation schemes. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model.
Keywords:Birnbaum–Saunders distribution  fatigue life distribution  influence diagnostic  sinh-normal distribution  skew-normal distribution
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