Matrix-variate beta generator - developments and application
| dc.contributor.author | Van Niekerk, Janet | |
| dc.contributor.author | Bekker, Andriette, 1958- | |
| dc.contributor.author | Arashi, Mohammad | |
| dc.contributor.email | janet.vanniekerk@up.ac.za | en_US |
| dc.date.accessioned | 2022-08-30T12:23:56Z | |
| dc.date.available | 2022-08-30T12:23:56Z | |
| dc.date.issued | 2021-04-03 | |
| dc.description.abstract | Matrix-variate beta distributions are applied in di erent 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. | en_US |
| dc.description.department | Statistics | en_US |
| dc.description.librarian | am2022 | en_US |
| dc.description.sponsorship | The National Research Foundation of South Africa | en_US |
| dc.description.uri | https://jirss.irstat.ir | en_US |
| dc.identifier.citation | Van Niekerk, J., Bekker, A. & Arasji, M. 2021, 'Matrix-variate beta generator - developments and application', JIRSS Journal of the Iranian Statistical Society, vol. 20, no. 1, pp. 289-306, doi : 10.52547/jirss.20.1.289. | en_US |
| dc.identifier.issn | 1726-4057 (print) | |
| dc.identifier.issn | 2538-189X (online) | |
| dc.identifier.other | 10.52547/jirss.20.1.289 | |
| dc.identifier.uri | https://repository.up.ac.za/handle/2263/87008 | |
| dc.language.iso | en | en_US |
| dc.publisher | Iranian Statistical Society | en_US |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial 3.0. | en_US |
| dc.subject | Bayesian analysis | en_US |
| dc.subject | Binomial | en_US |
| dc.subject | Eigenvalues | en_US |
| dc.subject | Gaussian sample | en_US |
| dc.subject | Gibbs sampling | en_US |
| dc.subject | Matrix-variate beta | en_US |
| dc.title | Matrix-variate beta generator - developments and application | en_US |
| dc.type | Article | en_US |