Quantile-Based Multivariate Log-Normal Distribution

We introduce a quantile-based multivariate log-normal distribution, providing a new multivariate skewed distribution with positive support. The parameters of this distribution are interpretable in terms of quantiles of marginal distributions and associations between pairs of variables, a desirable f...

Full description

Autores:

Morán Vásquez, Raúl Alejandro
Roldán Correa, Alejandro
Nagar, Daya Krishna

Tipo de recurso:

Article of investigation

Fecha de publicación:

2023

Institución:

Universidad de Antioquia

Repositorio:

Repositorio UdeA

Idioma:

eng

OAI Identifier:

oai:bibliotecadigital.udea.edu.co:10495/46090

Acceso en línea:

https://hdl.handle.net/10495/46090

Palabra clave:

Lognormal distribution
Independencia (matemáticas)
Independence (Mathematics)
Distribución (teoría de probabilidades)
Distribution (probability theory)
Método estadístico
Statistical methods
Análisis multivariante
Multivariate analysis
Kullback-Leiber divergence
Mixed moments
Quantile-based distribution
http://aims.fao.org/aos/agrovoc/c_7377
http://aims.fao.org/aos/agrovoc/c_28921
http://id.loc.gov/authorities/subjects/sh85078134

Rights

openAccess

License

http://creativecommons.org/licenses/by/4.0/