A universal robust method for analysing bivariate continuous and proportion data

作者：Tsou Tsung Shan^*

来源：Journal of Statistical Computation and Simulation, 2015, 85(18): 3700-3707.

DOI：10.1080/00949655.2014.996151

• robust likelihood
• model misspecification
• negative binomial model

Traditionally, analysis of Hydrology employs only one hydrological variable. Recently, Nadarajah [A bivariate distribution with gamma and beta marginals with application to drought data. J Appl Stat. 2009;36:277-301] proposed a bivariate model with gamma and beta as marginal distributions to analyse the drought duration and the proportion of drought events. However, the validity of this method hinges on fulfilment of stringent assumptions. We propose a robust likelihood approach which can be used to make inference for general bivariate continuous and proportion data. Unlike the gamma-beta (GB) model which is sensitive to model misspecification, the new method provides legitimate inference without knowing the true underlying distribution of the bivariate data. Simulations and the analysis of the drought data from the State of Nebraska, USA, are provided to make contrasts between this robust approach and the GB model.

• 出版日期2015-12-12
• 单位中央民族大学