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Title: Family of bivariate distributions on the unit square : theoretical properties and applications
Authors: Vila Gabriel, Roberto
Balakrishnan, Narayanaswamy
Santos, Helton Saulo Bezerra dos
Zörnig, Peter
metadata.dc.identifier.orcid: https://orcid.org/0000-0003-1073-0114
https://orcid.org/0000-0001-5842-8892
https://orcid.org/0000-0002-4467-8652
https://orcid.org/0000-0002-1094-3972
metadata.dc.contributor.affiliation: University of Brasília, Department of Statistics
McMaster University, Department of Mathematics and Statistics, Hamilton, Canada
McMaster University, Department of Mathematics and Statistics, Hamilton, Canada
University of Brasília, Department of Statistics
University of Texas at Arlington, Department of Mathematics
University of Brasília, Department of Statistics
Assunto:: Modelos log-simétricos bidimensionais
Análise estatística
Método de máxima verossimilhança
Issue Date: 7-Jul-2023
Publisher: Taylor & Francis
Citation: VILA, Roberto et al. Family of bivariate distributions on the unit square: theoretical properties and applications. Journal of Applied Statistics, p. 1-27, 2023. DOI: https://doi.org/10.1080/02664763.2023.2232127. Disponível em: https://www.tandfonline.com/doi/full/10.1080/02664763.2023.2232127. Acesso em: 29 maio 2023.
Abstract: We introduce the bivariate unit-log-symmetric model based on the bivariate log-symmetric distribution (BLS) defined in Vila et al. [Citation25] as a flexible family of bivariate distributions over the unit square. We then study its mathematical properties such as stochastic representations, quantiles, conditional distributions, independence of the marginal distributions and marginal moments. Maximum likelihood estimation method is discussed and examined through Monte Carlo simulation. Finally, the proposed model is used to analyze some soccer data sets.
metadata.dc.description.unidade: Instituto de Ciências Exatas (IE)
Departamento de Estatística (IE EST)
DOI: https://doi.org/10.1080/02664763.2023.2232127
metadata.dc.relation.publisherversion: https://www.tandfonline.com/doi/full/10.1080/02664763.2023.2232127
Appears in Collections:Artigos publicados em periódicos e afins

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