Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals. Issue 3 (1st February 2023)

• Record Type: Journal Article
• Authors: Rodrigues, Josemar; Benites, Yury R.; Cancho, Vicente G.; Balakrishnan, N.; Suzuki, Adriano K.
• Is Part Of: Communications in statistics. Volume 52:Issue 3(2023)
• Page Start: 918
• Page End: 938
• Publication Date: 2023-02-01
• Subjects: Elliptical copulas -- quantile functions -- Bayesian method -- marginal GF quantile distributions; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2021.1933531
• Languages: English
• ISSNs: 0361-0926

Abstract

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 ( 0, 1 ) p p with fixed marginal GF-quantile distributions. We then present some illustrative examples and a meta-elliptical multivariate regression model as a flexible alternative to the multivariate normal regression model on unit intervals. A simulation study and real-life data analysis using a Bayesian framework with the extreme-value quantile functions show the flexibility of the proposed meta-multivariate normal regression model for modeling the observed proportion response variables.