Title of article
Matrix-Variate Beta Generator - Developments and Application
Author/Authors
van Niekerk, Janet University of Pretoria - Department of Statistics, Pretoria, South Africa , Bekker, Andriette University of Pretoria - Department of Statistics, Pretoria, South Africa , Arashi, Mohammad Ferdowsi University of Mashhad - Department of Statistics, Mashhad, Iran
Pages
18
From page
289
To page
306
Abstract
Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. A methodology 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.
Keywords
Bayesian Analysis , Binomial , Eigenvalues , Gaussian Sample , Matrix-Variate Beta , Gibbs Sampling
Journal title
Journal of the Iranian Statistical Society (JIRSS)
Serial Year
2021
Record number
2687391
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