Title : ( Matrix-Variate Beta Generator - Developments and Application )
Authors: Janet van Niekerk , Andriette Bekker , Mohammad Arashi ,Access to full-text not allowed by authors
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, Gibbs Sampling, Matrix-Variate Beta@article{paperid:1086679,
author = {Janet Van Niekerk and Andriette Bekker and Arashi, Mohammad},
title = {Matrix-Variate Beta Generator - Developments and Application},
journal = {Journal of the Iranian Statistical Society},
year = {2021},
volume = {20},
number = {1},
month = {June},
issn = {1726-4057},
pages = {289--306},
numpages = {17},
keywords = {Bayesian Analysis; Binomial; Eigenvalues; Gaussian Sample; Gibbs Sampling; Matrix-Variate Beta},
}
%0 Journal Article
%T Matrix-Variate Beta Generator - Developments and Application
%A Janet Van Niekerk
%A Andriette Bekker
%A Arashi, Mohammad
%J Journal of the Iranian Statistical Society
%@ 1726-4057
%D 2021