Bivariate distributions with Pearson Type VII conditionals (Journal article)

Kottas, A./ Adamidis, K./ Loukas, S.

In this article the most general class of bivariate distributions such that both conditional densities are Pearson Type VII, with fixed shape parameter, is fully characterized. Some of its properties and relations with other distributions are explored. The estimation of parameters is considered by the methods of maximum likelihood and pseudolikelihood and a method for random variate generation is presented along with a simulation experiment. Bivariate and multivariate extensions of the Pearson Type VII conditionals distribution are also discussed.
Institution and School/Department of submitter: Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών
Keywords: characterizations,conditional distributions,functional equations,maximum likelihood estimation,maximum pseudolikelihood estimation,pearson type vii distribution,models
ISSN: 0020-3157
Link: <Go to ISI>://000081227000009
Publisher: Springer Verlag (Germany)
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά)

Files in This Item:
File Description SizeFormat 
Kottas-1999-Bivariate distributi.pdf512.14 kBAdobe PDFView/Open    Request a copy

 Please use this identifier to cite or link to this item:
  This item is a favorite for 0 people.

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.