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dc.contributor.author | Van Niekerk, Janet![]() |
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dc.contributor.author | Bekker, Andriette, 1958-![]() |
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dc.contributor.author | Arashi, Mohammad![]() |
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dc.contributor.author | De Waal, Duan J.31cca2cb-0f0b-4ea7-a9c1-9711569804a7![]() |
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dc.date.accessioned | 2016-07-27T07:31:34Z | |
dc.date.available | 2016-07-27T07:31:34Z | |
dc.date.issued | 2016 | |
dc.description.abstract | The problem of estimation within the matrix variate elliptical model is addressed. In this paper a subjective Bayesian approach is followed to derive new estimators for the parameters of the matrix variate elliptical model by assuming the previously intractable normal-Wishart prior. These new estimators are compared to the estimators derived under a normal-inverse Wishart prior as well as the objective Jeffreys’ prior which results in the maximum likelihood estimators, using different measures. A valuable contribution is the development of algorithms for the simulation of the posterior distributions of the matrix variate parameters with emphasis on the new proposed estimators. A simulation study as well as Fisher’s Iris data set are used to illustrate the novelty of these new estimators and to investigate the accuracy gained by assuming the normal-Wishart prior. | en_ZA |
dc.description.department | Statistics | en_ZA |
dc.description.librarian | am2016 | en_ZA |
dc.description.sponsorship | The National Research foundation, Grant (Re:CPRR3090132066 No 91497). | en_ZA |
dc.description.uri | http://www.sastat.org.za/journal/information | en_ZA |
dc.description.uri | http://reference.sabinet.co.za/sa_epublication/sasj | en_ZA |
dc.identifier.citation | Van Niekerk, J, Bekker, A & Arashi, M 2016, 'Estimation under the matrix variate elliptical model', South African Statistical Journal, vol. 50, no. 1, pp. 189-171. | en_ZA |
dc.identifier.issn | 0038-271X | |
dc.identifier.uri | http://hdl.handle.net/2263/56047 | |
dc.language.iso | en | en_ZA |
dc.publisher | South African Statistical Association | en_ZA |
dc.rights | South African Statistical Association | en_ZA |
dc.subject | Bayesian inference | en_ZA |
dc.subject | Bessel function of matrix argument | en_ZA |
dc.subject | Characteristic matrix | en_ZA |
dc.subject | Matrix variate elliptical model | en_ZA |
dc.subject | Maximum posterior mode | en_ZA |
dc.subject | Normal-inverse Wishart | en_ZA |
dc.subject | Normal-Wishart | en_ZA |
dc.subject | Squared error loss | en_ZA |
dc.title | Estimation under the matrix variate elliptical model | en_ZA |
dc.type | Article | en_ZA |