Birnbaum-Saunders distributions have increasingly been used in environmental sciences
applications. A major concern is the adjustment of extreme quantiles. Environmental
data have often tails in the Gumbel domain which corresponds to a null tail index
and does not allow us to distinguish the different tail weights that might exist between
distributions within this domain. Exponential-tail distributions form an important subgroup
with the peculiarity of including a parameter that specifies the “penultimate”
tail behavior. In particular, we analyze the penultimate tail behavior of Birnbaum-
Saunders distributions. We find examples with“heavier” tails than the classical one that
can better accommodate environmental data highly concentrated on the right tail. This
is illustrated with an application.Este trabalho é financiado por Fundos FEDER através do Programa
Operacional Factores de Competitividade - COMPETE e por Fundos
Nacionais através da FCT - Fundação para a Ciência e a Tecnologia no
âmbito do projecto PEst-C/MAT/UI0013/2011
