TY - JOUR
T1 - Matrix-Variate Beta Generator - Developments and Application
AU - Van Niekerk, Janet
AU - Bekker, Andriëtte
AU - Arashi, Mohammad
N1 - KAUST Repository Item: Exported on 2021-10-04
Acknowledgements: The authors would like to hereby acknowledge the support of the StatDisT group. This work is based upon research supported by the National Research foundation of South Africa, Reference: SRUG 190308422768 grant number 120839, IFR170227223754 grant number 109214 and SARCHI Research Chair UID: 71199. The opinions expressed and conclusions arrived at are those of the authors and are not necessarily to be attributed to the NRF.
PY - 2021/6/1
Y1 - 2021/6/1
N2 - Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. Amethodology 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.
AB - Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. Amethodology 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.
UR - http://hdl.handle.net/10754/672066
UR - http://jirss.irstat.ir/article-1-786-en.html
UR - http://www.scopus.com/inward/record.url?scp=85115654066&partnerID=8YFLogxK
U2 - 10.52547/jirss.20.1.289
DO - 10.52547/jirss.20.1.289
M3 - Article
SN - 2538-189X
VL - 20
SP - 289
EP - 306
JO - Journal of the Iranian Statistical Society
JF - Journal of the Iranian Statistical Society
IS - 1
ER -