Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation

DOI10.1007/S00362-022-01359-ZMaRDI QIDQ6089302zbMATH OpenOpenAlexFDO

Authors Karel Hron, Jitka Machalová, Alessandra Menafoglio

Publication date 17 November 2023

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.12948

zbMATH Keywords

functional datacompositional datatensor product splinesanthropometric data

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: A new orthogonal decomposition for bivariate probability densities embedded in Bayes Hilbert spaces is derived. It allows one to represent a density into independent and interactive parts, the former being built as the product of revised definitions of marginal densities and the latter capturing the dependence between the two random variables being studied. The developed framework opens new perspectives for dependence modelling (which is commonly performed through copulas), and allows for the analysis of dataset of bivariate densities, in a Functional Data Analysis perspective. A spline representation for bivariate densities is also proposed, providing a computational cornerstone for the developed theory.

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Cited in

(1)

• Bivariate Density Classification by the Geometry of the Marginals

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