Journal of the Iranian Statistical Society

Matrix-Variate Beta Generator - Developments and Application

Authors

1 University of Pretoria, Department of Statistics, Pretoria, South Africa

2 Ferdowsi University of Mashhad, Department of Statistics, Mashhad, Iran

10.52547/jirss.20.1.289

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

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Journal of the Iranian Statistical Society
Volume 20, Issue 1
June 2021
Pages 289-306
  • Receive Date: 23 July 2022
  • Revise Date: 20 May 2024
  • Accept Date: 23 July 2022