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Bivariate Power-Skew-Elliptical Distribution

Acceso Abierto
ID Minciencias: ART-0000022209-106
Ranking: ART-ART_A2

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 PSE distributions. 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.

Tópico:

Statistical Distribution Estimation and Applications

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Citations: 2
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Información de la Fuente:

SCImago Journal & Country Rank
FuenteSymmetry
Cuartil año de publicaciónNo disponible
Volumen12
Issue8
Páginas1327 - 1327
pISSNNo disponible
ISSN2073-8994

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