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
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)
