Matrix-Variate Beta Generator - Developments and Application
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zahra_barzegar-A-11-369-37-e6c8714.pdf
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2021-06-01Submitted Date
2020-11-04Permanent link to this record
http://hdl.handle.net/10754/672066Metadata
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Matrix-variate beta distributions are applied in different 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.Citation
Niekerk, J. van, Bekker, A., & Arashi, M. (2021). Matrix-Variate Beta Generator - Developments and Application. Journal of the Iranian Statistical Society, 20(1), 289–306. doi:10.52547/jirss.20.1.289Sponsors
The authors would like to hereby acknowledge the support of the StatDisT group. This work is based upon research supported by the National Research foundation of South Africa, Reference: SRUG 190308422768 grant number 120839, IFR170227223754 grant number 109214 and SARCHI Research Chair UID: 71199. The opinions expressed and conclusions arrived at are those of the authors and are not necessarily to be attributed to the NRF.Publisher
CMV VerlagAdditional Links
http://jirss.irstat.ir/article-1-786-en.htmlhttp://jirss.irstat.ir/files/site1/user_files_f6193f/zahra_barzegar-A-11-369-37-e6c8714.pdf
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