Matrix-Variate Beta Generator - Developments and Application
نویسندگان
1 University of Pretoria, Department of Statistics, Pretoria, South Africa
2 University of Pretoria, Department of Statistics, Pretoria, South Africa
3 Ferdowsi University of Mashhad, Department of Statistics, Mashhad, Iran
doi
10.52547/jirss.20.1.289چکیده
Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. A methodology 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.
