| Full text | |
| Author(s): |
Total Authors: 2
|
| Affiliation: | [1] Univ Antioquia, Inst Math, Medellin - Colombia
[2] Univ Sao Paulo, Dept Stat, Sao Paulo - Brazil
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | METRIKA; v. 82, n. 5, p. 547-571, JUL 2019. |
| Web of Science Citations: | 1 |
| Abstract | |
We propose and study the class of Box-Cox elliptical distributions. It provides alternative distributions for modeling multivariate positive, marginally skewed and possibly heavy-tailed data. This new class of distributions has as a special case the class of log-elliptical distributions, and reduces to the Box-Cox symmetric class of distributions in the univariate setting. The parameters are interpretable in terms of quantiles and relative dispersions of the marginal distributions and of associations between pairs of variables. The relation between the scale parameters and quantiles makes the Box-Cox elliptical distributions attractive for regression modeling purposes. Applications to data on vitamin intake are presented and discussed. (AU) | |
| FAPESP's process: | 12/21788-2 - Regression models and applications |
| Grantee: | Heleno Bolfarine |
| Support Opportunities: | Research Projects - Thematic Grants |