The Skewed-Elliptical Log-Linear Birnbaum–Saunders Alpha-Power Model

In this paper, the skew-elliptical sinh-alpha-power distribution is developed as a natural follow-up to log-linear Birnbaum–Saunders alpha-power distribution, previously studied in literature. Special cases include ordinary and skewed distributions. As shown, it able surpass sinh-normal models when fitting data sets with high (above expected sinh-normal) degrees of asymmetry. Maximum likelihood estimation inverse observed information matrix used for standard error estimation. Large sample properties maximum estimators such consistency asymptotic normality are established. An application reported set analyzed literature, where performance new shown compared other proposed alternative models.