Birnbaum-Saunders Quantile Regression Models with Application to Spatial Data

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.