3952

Janet van Niekerk, Andriëtte Bekker, and Mohammad Arashi

خبرنامه انجمن آمار ايران

تهران :انجمن آمار ايران

2021

20

1

289-306

Bayesian Analysis , Binomial , Eigenvalues , Gaussian Sample , Gibbs Sampling , Matrix-Variate Beta

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.