We introduce a new class of distributions and provide a comprehensive
treatment of itsmathematical properties. Themaximum likelihoodmethod is discussed
to estimate the parameters of the new model by means of Monte-Carlo simulation
study. The heteroscedastic regression models with long-term survival are introduced
to model data sets with the non homogeneity of the error variances in the presence of
cured individuals. The potentiality of the proposed models is illustrated by means of
four real data sets.