Vila Roberto, Balakrishnan Narayanaswamy, Saulo Helton, Zörnig Peter
Department of Statistics, University of Brasília, Brasília, Brazil.
Department of Mathematics and Statistics, McMaster University, Hamilton, Canada.
J Appl Stat. 2023 Jul 7;51(9):1729-1755. doi: 10.1080/02664763.2023.2232127. eCollection 2024.
We introduce the bivariate unit-log-symmetric model based on the bivariate log-symmetric distribution (BLS) defined in Vila [25] as a flexible family of bivariate distributions over the unit square. We then study its mathematical properties such as stochastic representations, quantiles, conditional distributions, independence of the marginal distributions and marginal moments. Maximum likelihood estimation method is discussed and examined through Monte Carlo simulation. Finally, the proposed model is used to analyze some soccer data sets.
我们基于维拉[25]中定义的二元对数对称分布(BLS)引入二元单位对数对称模型,将其作为单位正方形上二元分布的一个灵活族。然后我们研究它的数学性质,如随机表示、分位数、条件分布、边际分布的独立性和边际矩。讨论了最大似然估计方法,并通过蒙特卡罗模拟进行检验。最后,将所提出的模型用于分析一些足球数据集。