Wishart distributions : advances in theory with Bayesian application
| dc.contributor.author | Bekker, Andriette, 1958- | |
| dc.contributor.author | Van Niekerk, Janet | |
| dc.contributor.author | Arashi, Mohammad | |
| dc.contributor.email | janet.vanniekerk@up.ac.za | en_ZA |
| 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 |