Bivariate distributions on the unit square: Theoretical properties and applications
Methodology
2023-01-19 v2
Abstract
We introduce the bivariate unit-log-symmetric model based on the bivariate log-symmetric distribution (BLS) defined in [Vila et al., 2022, Bivariate Log-symmetric Models: Theoretical Properties and Parameter Estimation. Avaliable at arXiv:2211.13839] 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 moments. Maximum likelihood estimation method is discussed and examined through Monte Carlo simulation. Finally, the proposed model is used to analyze soccer data.
Keywords
Cite
@article{arxiv.2301.05585,
title = {Bivariate distributions on the unit square: Theoretical properties and applications},
author = {Roberto Vila and Narayanaswamy Balakrishnan and Helton Saulo and Peter Zörnig},
journal= {arXiv preprint arXiv:2301.05585},
year = {2023}
}
Comments
23 pages, 26 figures. arXiv admin note: text overlap with arXiv:2211.13839