Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions

DOI10.1007/s10182-020-00364-7zbMath1457.62162arXiv1906.09485OpenAlexW3011829576MaRDI QIDQ2218564

Célestin C. Kokonendji, Aboubacar Y. Touré, Amadou Sawadogo

Publication date: 15 January 2021

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.09485

zbMATH Keywords

dependencemultivariate exponential distributionequi-variationover-variationunder-variationmultivariate dispersion index

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Statistical aspects of big data and data science (62R07)

Related Items (3)

Bayesian local bandwidths in a flexible semiparametric kernel estimation for multivariate count data with diagnostics ⋮ On general exponential weight functions and variation phenomenon ⋮ Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes

Uses Software

• R
• boot
• Python
• bootstrap
• NORTARA
• CopulaModel

Cites Work

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