000			02951nam a2200325 i 4500
001			500000765
003			UVAL
005			20240507115310.0
007			ta
008			160729s20152015chl g 000 0 eng d
040			_aDIBRA _bspa _cUVAL _erda
041	0		_aspa
084			_aM
100	0		_aLillo Flores, Camilo Miguel, _eauthor.
245	1	0	_aExtreme value Birnbaum - Saunders distribution : _bregression models and L - moments / _cCamilo Miguel Lillo Flores.
264		3	_aValparaíso, Chile : _bUniversidad de Valparaíso, _c2015
300			_a54 hojas.
502			_aMagíster en Estadística.
520			_aThe Birnbaum-Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. This distribution is receiving considerable attention due to its physical arguments and its good properties. A random variable following the Birnbaum-Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum-Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value theory provides the solid fundamentals needed for the statistical modelling of such events and the computation of extreme measures. In this thesis, we describe, implement and apply an extreme value version of the Birnbaum-Saunders distribution. This distribution is useful to determinate the probability of events that are larger or smaller than others previously observed, based in the properties of the traditional Birnbaum-Saunders and the extreme value theory. We propose a methodology based on extreme value Birnbaum-Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with realworld extreme value environmental data using the methodology is provided as illustration. Furthermore, we propose a parameter estimator and goodness-of-fit methodology based on L-moments for extreme value Birnbaum-Saunders distribution. We further conduct a simulation study for evaluating the properties of the L-moments estimators. A statistical analysis of earthquake magnitudes in the global centroid moment tensor catalog from 1962 to 2015 based on regional frequency analysis and goodness-of-fit is developed.
650		0	_aANALISIS DE REGRESION.
650		0	_aDISTRIBUCION BIRNBAUM-SAUNDERS.
650		0	_aESTADISTICA.
700	1		_aNicolis, Orietta, _eProfesora guía _9203161.
700	1		_aLeiva Sánchez, Víctor E., _eProfesor guía _948320.
710	2		_aUniversidad de Valparaíso (Chile). _bFacultad de Ciencias. _bInstituto de Estadística _9228632.
942			_c5 _2ddc
999			_c90973 _d90973