Box–Cox elliptical distributions with application
| Autor: | Raúl Alejandro Morán-Vásquez, Silvia Ferrari |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Statistics::Theory Multivariate statistics 05 social sciences Univariate Power transform 01 natural sciences Truncated distribution DISTRIBUIÇÃO ELÍPTICA 010104 statistics & probability symbols.namesake 0502 economics and business symbols Statistics::Methodology Applied mathematics 0101 mathematics Statistics Probability and Uncertainty Marginal distribution Elliptical distribution 050205 econometrics Quantile Gibbs sampling Mathematics |
| Zdroj: | Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual) Universidade de São Paulo (USP) instacron:USP |
| Popis: | We propose and study the class of Box–Cox elliptical distributions. It provides alternative distributions for modeling multivariate positive, marginally skewed and possibly heavy-tailed data. This new class of distributions has as a special case the class of log-elliptical distributions, and reduces to the Box–Cox symmetric class of distributions in the univariate setting. The parameters are interpretable in terms of quantiles and relative dispersions of the marginal distributions and of associations between pairs of variables. The relation between the scale parameters and quantiles makes the Box–Cox elliptical distributions attractive for regression modeling purposes. Applications to data on vitamin intake are presented and discussed. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|