Distribution of the product of determinants of noncentral bimatrix beta variates
| dc.contributor.author | Bekker, Andriette, 1958- | |
| dc.contributor.author | Roux, Jacobus J.J. | |
| dc.contributor.author | Ehlers, Rene | |
| dc.contributor.author | Arashi, Mohammad | |
| dc.contributor.email | andriette.bekker@up.ac.za | en_US |
| dc.date.accessioned | 2012-03-26T06:51:38Z | |
| dc.date.available | 2012-03-26T06:51:38Z | |
| dc.date.issued | 2012-03 | |
| dc.description.abstract | The product moments of existing and new noncentral bimatrix variate beta distributions with bounded domain are derived. From these, exact expressions for the distributions of statistics are obtained by using the Mellin transform. These distributions add value to multivariate statistical analysis with specific reference to factors of Wilks’ statistics and the product of generalized statistics. | en |
| dc.description.librarian | nf2012 | en |
| dc.description.uri | http://www.elsevier.com/locate/jmva | en_US |
| dc.identifier.citation | A. Bekker, J.J.J. Roux, R. Ehlers, M. Arashi, Distribution of the product of determinants of noncentral bimatrix beta variates, Journal of Multivariate Analysis (2012), doi:10.1016/j.jmva.2012.02.016. | en |
| dc.identifier.issn | 0047-259X (print) | |
| dc.identifier.issn | 1095-7243 (online) | |
| dc.identifier.other | 10.1016/j.jmva.2012.02.016 | |
| dc.identifier.uri | http://hdl.handle.net/2263/18503 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.rights | © 2012 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. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Multivariate Analysis (2012), doi:10.1016/j.jmva.2012.02.016. | en |
| dc.subject | Bimatrix variate beta distributions | en |
| dc.subject | Fox’s H-function | en |
| dc.subject | Meijer’s G-function | en |
| dc.subject | Wilks’ statistic | en |
| dc.subject | Cumulative distribution function | en |
| dc.subject | Product of beta determinants | en |
| dc.subject | Test statistics | en |
| dc.subject.lcsh | Beta functions | en |
| dc.subject.lcsh | Mellin transform | en |
| dc.subject.lcsh | Determinants | en |
| dc.title | Distribution of the product of determinants of noncentral bimatrix beta variates | en |
| dc.type | Postprint Article | en |