Matrix-Variate Beta Generator - Developments and Application

Abstract
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.20.1.289

Acknowledgements
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 Verlag

Journal
Journal of the Iranian Statistical Society

DOI
10.52547/jirss.20.1.289

Additional 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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