Matrix-Variate Beta Generator - Developments and Application

Janet Van Niekerk, Andriëtte Bekker, Mohammad Arashi

Research output: Contribution to journalArticlepeer-review

Abstract

Matrix-variate beta distributions are applied in different 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.
Original languageEnglish (US)
Pages (from-to)289-306
Number of pages18
JournalJournal of the Iranian Statistical Society
Volume20
Issue number1
DOIs
StatePublished - Jun 1 2021

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