The bivariate Sinh-Elliptical distribution with applications to Birnbaum–Saunders distribution and associated regression and measurement error models

The bivariate Sinh-Elliptical (BSE) distribution is a generalization of the well-known Rieck’s (1989) Sinh-Normal distribution that is quite useful in Birnbaum–Saunders (BS) regression model. The main aim of this paper is to define the BSE distribution and discuss some of its properties, such as marginal and conditional distributions and moments. In addition, the asymptotic properties of method of moments estimators are studied, extending some …