Wishart distributions : advances in theory with Bayesian application

Bekker, Andriette, 1958-; Van Niekerk, Janet; Arashi, Mohammad

dc.contributor.author	Bekker, Andriette, 1958-
dc.contributor.author	Van Niekerk, Janet
dc.contributor.author	Arashi, Mohammad
dc.date.accessioned	2017-02-16T05:59:19Z
dc.date.issued	2017-03
dc.description.abstract	In this paper, we generalize the Wishart distribution utilizing a fresh approach that leads to the hypergeometric Wishart generator distribution with the Wishart generator and the Wishart as special cases. Important statistical characteristics are derived. The significance of this generator distribution is further demonstrated by assuming a special case as a prior for the underlying matrix variate normal model.	en_ZA
dc.description.department	Statistics	en_ZA
dc.description.embargo	2018-03-31
dc.description.librarian	hb2017	en_ZA
dc.description.sponsorship	The UP Vicechancellor’s post-doctoral fellowship program, the National Research Foundation Grant (Re: CPRR3090132066 No 91497) and the vulnerable discipline-academic statistics (STAT) fund.	en_ZA
dc.description.uri	http://www.elsevier.com/locate/jmva	en_ZA
dc.identifier.citation	Bekker, A, Van Niekerk, J & Arashi, M 2017, 'Wishart distributions : advances in theory with Bayesian application', Journal of Multivariate Analysis, vol. 155, pp. 272-283.	en_ZA
dc.identifier.issn	0047-259X (print)
dc.identifier.issn	1095-7243 (online)
dc.identifier.other	10.1016/j.jmva.2016.12.002
dc.identifier.uri	http://hdl.handle.net/2263/59072
dc.language.iso	en	en_ZA
dc.publisher	Elsevier	en_ZA
dc.rights	© 2016 Elsevier Inc. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Journal of Multivariate Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. A definitive version was subsequently published in Journal of Multivariate Analysis, vol. 155, pp. 272-283, 2017. doi : 10.1016/j.jmva.2016.12.002.	en_ZA
dc.subject	Bayesian estimation	en_ZA
dc.subject	Frobenius norm	en_ZA
dc.subject	Hypergeometric Wishart	en_ZA
dc.subject	Matrix-variate convergence	en_ZA
dc.subject	Matrix-variate normal	en_ZA
dc.subject	Wishart distribution	en_ZA
dc.title	Wishart distributions : advances in theory with Bayesian application	en_ZA
dc.type	Postprint Article	en_ZA