• RecordNumber
    3952
  • Author

    Niekerk, Janet van

  • Crop_Body
    Janet van Niekerk, Andriëtte Bekker, and Mohammad Arashi
  • Title of Article

    Matrix-Variate Beta Generator - Developments and Application

  • Title Of Journal
    خبرنامه انجمن آمار ايران
  • PublishInfo
    تهران :انجمن آمار ايران
  • Publication Year
    2021
  • Volum
    20
  • Issue Number
    1
  • Page
    289-306
  • Keywords
    Bayesian Analysis , Binomial , Eigenvalues , Gaussian Sample , Gibbs Sampling , Matrix-Variate Beta
  • Abstract
    Matrix-variate beta distributions are applied in dierent fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. Amethodology is proposed to generate matrix-variate beta generator distributions by combining the matrix-variate beta kernel with an unknown function of the trace operator. Several statistical characteristics, extensions and developments are presented. Special members are then used in a univariate and multivariate Bayesian analysis setting. These models are fitted to simulated and real datasets, and their fitting and performance are compared to well-established competitors.
    • Link To Document
    https://math.iranlibs.ir/dl/search/default.aspx?Term=3952&Field=0&DTC=14