http://repositorio.unb.br/handle/10482/48144
Título : | Family of bivariate distributions on the unit square : theoretical properties and applications |
Autor : | 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 |
Fecha de publicación : | 7-jul-2023 |
Editorial : | Taylor & Francis |
Citación : | 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 |
Aparece en las colecciones: | Artigos publicados em periódicos e afins |
Los ítems de DSpace están protegidos por copyright, con todos los derechos reservados, a menos que se indique lo contrario.