A New Bivariate Family Based on Archimedean Copulas: Simulation, Regression Model and Application

We use the Clayton and Frank copulas and the exponentiated odd log-logistic family to define a new flexible bivariate model to fit bimodal and asymmetry data. The copulas allow different distributions for the response variable, thus making analysis more suitable. We present some structural propertie...

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Bibliographic Details
Main Authors: Gabriela M. Rodrigues, Edwin M. M. Ortega, Roberto Vila, Gauss M. Cordeiro
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/15/9/1778
Description
Summary:We use the Clayton and Frank copulas and the exponentiated odd log-logistic family to define a new flexible bivariate model to fit bimodal and asymmetry data. The copulas allow different distributions for the response variable, thus making analysis more suitable. We present some structural properties of the new model and describe a simulation study to show the consistency of the estimators. We construct a bivariate regression model based on the new family to fit oak lettuce plant data for different concentrations of silicon dioxide and organosilicon compounds. We check the response variables fresh weight and plant height together in order to verify the existing correlation between them. These variables exhibit a bimodal form, and the family used is able to model this behavior. Different marginal distributions are selected, which is an interesting point of the copula methodology. The variables have strong positive dependence, and the experiment is carried out comparing the control treatment with others leading to the following results: (i) the treatment 1-ethoxysilatrane (with concentrations 5 × 10<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>4</mn></mrow></msup></semantics></math></inline-formula> mL·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula> and 10<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>3</mn></mrow></msup></semantics></math></inline-formula> mL·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula>) is not significant for the response variables; (ii) the treatment amorphous silicon dioxide (with concentrations 50 mg·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula> and 100 mg·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula>) and the same treatment (with concentrations 5 × 10<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>3</mn></mrow></msup></semantics></math></inline-formula> mL·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula> and 10<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup></semantics></math></inline-formula> mL·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula>) are significant and have positive effects on both responses; (iii) the treatment amorphous silicon dioxide (with concentrations 200 mg·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula> and 300 mg·L<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mrow></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup></semantics></math></inline-formula>) are significant and have negative effects on the response variables. Overall, the proposed bivariate model is suitable for the current data and can be useful in other applications.
ISSN:2073-8994