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  <front>
    <journal-meta>
      <journal-id journal-id-type="publisher-id">JDS</journal-id>
      <journal-title-group>
        <journal-title>Journal of Data Science</journal-title>
      </journal-title-group>
      <issn pub-type="epub">1680-743X</issn>
      <issn pub-type="ppub">1680-743X</issn>
      <publisher>
        <publisher-name>SOSRUC</publisher-name>
      </publisher>
    </journal-meta>
    <article-meta>
      <article-id pub-id-type="publisher-id">2017_4-3</article-id>
	  <article-id pub-id-type="doi">10.6339/JDS.201704_15(2).0003</article-id>
      <article-categories>
        <subj-group subj-group-type="heading">
          <subject>Research Article</subject>
        </subj-group>
      </article-categories>
      <title-group>
        <article-title>Modelling Location, Scale and Shape Parameters of the Birnbaum-Saunders Generalized T Distribution</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <name>
            <surname>Nakamura</surname>
            <given-names>Luiz R.</given-names>
          </name>
          <xref ref-type="aff" rid="j_JDS_aff_000"/>
        </contrib>
        <aff id="j_JDS_aff_000">Departamento de Informatica e Estatstica, Universidade Federal de Santa Catarina</aff>
        <contrib contrib-type="author">
          <name>
            <surname>Rigby</surname>
            <given-names>Robert A.</given-names>
          </name>
          <xref ref-type="aff" rid="j_JDS_aff_001"/>
        </contrib>
        <aff id="j_JDS_aff_001">STORM Research Centre, London Metropolitan University</aff>
        <contrib contrib-type="author">
          <name>
            <surname>Stasinopoulos</surname>
            <given-names>Dimitrios M.</given-names>
          </name>
          <xref ref-type="aff" rid="j_JDS_aff_002"/>
        </contrib>
        <aff id="j_JDS_aff_002">epartamento de Ci^encias Exatas, Escola Superior de Agricultura "Luiz deQueiroz", Universidade de S𝑎̃o Paulo</aff>
        <contrib contrib-type="author">
          <name>
            <surname>Leandro</surname>
            <given-names>Roseli A.</given-names>
          </name>
          <xref ref-type="aff" rid="j_JDS_aff_003"/>
        </contrib>
        <aff id="j_JDS_aff_003">Departamento de Estatstica, Universidade Estadual de Londrina</aff>
        <contrib contrib-type="author">
          <name>
            <surname>Villegas</surname>
            <given-names>Cristian</given-names>
          </name>
        </contrib>
        <contrib contrib-type="author">
          <name>
            <surname>Pescim</surname>
            <given-names>Rodrigo R.</given-names>
          </name>
        </contrib>
      </contrib-group>
      <volume>15</volume>
      <issue>2</issue>
      <fpage>221</fpage>
      <lpage>238</lpage>
      <permissions>
        <ali:free_to_read xmlns:ali="http://www.niso.org/schemas/ali/1.0/"/>
      </permissions>
      <abstract>
        <p>The Birnbaum-Saunders generalized t (BSGT) distribution is a very flflexible family of distributions that admits different degrees of skewness and kurtosis and includes some important special or limiting cases available in the literature, such as the Birnbaum-Saunders and BirnbaumSaunders t distributions. In this paper we provide a regression type model to the BSGT distribution based on the generalized additive models for location, scale and shape (GAMLSS) framework. The resulting model has high flflexibility and therefore a great potential to model the distribution parameters of response variables that present light or heavy tails, i.e. platykurtic or leptokurtic shapes, as functions of explanatory variables. For different parameter settings, some simulations are performed to investigate the behavior of the estimators. The potentiality of the new regression model is illustrated by means of a real motor vehicle insurance data set.</p>
      </abstract>
      <kwd-group>
        <label>Keywords</label>
        <kwd>Finance</kwd>
        <kwd>GAMLSS</kwd>
        <kwd>generalized additive models</kwd>
        <kwd>penalized splines</kwd>
      </kwd-group>
    </article-meta>
  </front>
</article>
