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