Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data

DOI10.1214/23-bjps584arXiv2211.13839MaRDI QIDQ6138713

Ana Protazio, Roberto Vila, Helton Saulo, Narayanaswamy Balakrishnan

Publication date: 16 January 2024

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.13839

zbMATH Keywords

Monte Carlo simulationmaximum likelihood methodR softwarebivariate log-symmetric models

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Log-symmetric distributions: statistical properties and parameter estimation
• On reciprocal symmetry
• On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
• Bivariate symmetric Heckman models and their characterization
• New bivariate and multivariate log-normal distributions as models for insurance data
• A note on the harmonic law: a two-parameter family of distributions for ratios
• An Introduction to Probability and Statistics
• Continuous Bivariate Distributions
• Sample Selection Bias as a Specification Error
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• On a log-symmetric quantile tobit model applied to female labor supply data
• Consistency and Asymptotic Normality of MLE's for Exponential Models
• Extreme behaviour for bivariate elliptical distributions
• Log‐symmetric quantile regression models