Bivariate power-skew-elliptical distribution
| dc.contributor.author | Martínez-Flórez, G. | |
| dc.contributor.author | Tovar-Falón, R. | |
| dc.contributor.author | Gómez, H.W. | |
| dc.date.accessioned | 2024-04-22T23:09:16Z | |
| dc.date.available | 2024-04-22T23:09:16Z | |
| dc.date.issued | 2020 | |
| dc.description.abstract | 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. | |
| dc.description.sponsorship | SEMILLERO UA-2020; Universidade Federal de Ceará, Fortaleza, Brazil. | |
| dc.identifier.doi | 10.3390/sym12081327 | |
| dc.identifier.issn | 2073-8994 | |
| dc.identifier.uri | https://repositorioabierto.uantof.cl/handle/uantof/389 | |
| dc.language.iso | en | |
| dc.publisher | MDPI | |
| dc.rights | Attribution 4.0 International | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.source | Symmetry | |
| dc.subject | skew-elliptical distribution | |
| dc.subject | exponentiated distribution | |
| dc.subject | maximum pseudo-likelihood | |
| dc.subject | asymmetric data | |
| dc.subject | bivariate distribution | |
| dc.title | Bivariate power-skew-elliptical distribution | |
| dc.type | Article | |
| oaire.citation.endPage | 20 | |
| oaire.citation.issue | 1327 | |
| oaire.citation.startPage | 1 | |
| oaire.citation.volume | 12 | |
| organization.identifier.ror | https://ror.org/04eyc6d95 | |
| organization.legalName | Universidad de Antofagasta | |
| uantof.identificator.department | Departamento de Matemáticas | |
| uantof.identificator.faculty | Facultad de Ciencias Básicas |
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