Wishart distributions : advances in theory with Bayesian application

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dc.contributor.author Bekker, Andriette
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


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