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Bayesian meta-elliptical multivariate regression...
Journal article

Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals

Abstract

In this paper, we make use of meta-elliptical copula functions to build a new multivariate distribution with fixed marginal distributions and dependence structure to analyze bounded data. Specifically, we present a flexible p-elliptical multivariate probability distribution in the hypercube p with fixed marginal GF-quantile distributions. We then present some illustrative examples and a meta-elliptical multivariate regression model as a …

Authors

Rodrigues J; Benites YR; Cancho VG; Balakrishnan N; Suzuki AK

Journal

Communication in Statistics- Theory and Methods, Vol. 52, No. 3, pp. 918–938

Publisher

Taylor & Francis

Publication Date

February 1, 2023

DOI

10.1080/03610926.2021.1933531

ISSN

0361-0926

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