Departamento de Estadísticas y Ciencia de datos
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Examinando Departamento de Estadísticas y Ciencia de datos por Materia "bivariate distribution"
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Ítem Bivariate power-skew-elliptical distribution(MDPI, 2020) Martínez-Flórez, G.; Tovar-Falón, R.; Gómez, H.W.In this article, we introduce a power-skew-elliptical (PSE) distribution in the bivariate setting. The new bivariate model arises in the context of conditionally specified distributions. The proposed bivariate model is an absolutely continuous distribution whose marginals are univariate PSEdistributions. The special case of the bivariate power-skew-normal (BPSN) distribution is studied in details. General properties of the BPSN distribution are derived and the estimation of the unknown parameters by maximum pseudo-likelihood is discussed. Further, a sandwich type matrix, which is a consistent estimator for the asymptotic covariance matrix of the maximum likelihood (ML) estimator is determined. Two applications for real data of the proposed bivariate distribution is provided for illustrative purposes.