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Niekerk J V, Bekker A, Arashi M. Matrix-Variate Beta Generator - Developments and Application. JIRSS. 2021; 20 (1) :289-306

URL: http://jirss.irstat.ir/article-1-786-en.html

URL: http://jirss.irstat.ir/article-1-786-en.html

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.

Type of Study: Original Paper |
Subject:
62Exx: Distribution theory

Received: 2020/11/24 | Accepted: 2021/02/7 | Published: 2021/06/20

Received: 2020/11/24 | Accepted: 2021/02/7 | Published: 2021/06/20

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