Birnbaum and Saunders introduced a two‐parameter lifetime distribution to model the
fatigue life of a metal, subject to cyclic stress. Since then, extensive work has been done on …

This paper reviews the recent literature on conditional duration modeling in high‐frequency
finance. These conditional duration models are associated with the time interval between …

Abstract In econometrics, Autoregressive Conditional Duration (ACD) models use high-
frequency economic or financial duration data, which mostly exhibit irregular time intervals …

Modern financial markets now record the precise time of each stock trade, along with price
and volume, with the aim of analysing the structure of the times between trading events …

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 …

Sign, Wilcoxon and Mann-Whitney tests are nonparametric methods in one or two-sample
problems. The nonparametric methods are alternatives used for testing hypothesis when the …

This work deals with log‐symmetric regression models, which are particularly useful when
the response variable is continuous, strictly positive, and following an asymmetric …

Univariate Birnbaum-Saunders models have been widely applied to fatigue studies.
Calculation of fatigue life is of great importance in determining the reliability of materials. We …

Birnbaum–Saunders (BS) models are receiving considerable attention in the literature.
Multivariate regression models are a useful tool of the multivariate analysis, which takes into …

Covariate-related response variables that are measured on the unit interval frequently arise
in diverse studies when index and proportion data are of interest. A regression on the mean …