| Record |
| Author |
Sanchez, L.; Leiva, V.; Caro-Lopera, F.J.; Cysneiros, F.J.A. |
| Title |
On matrix-variate Birnbaum-Saunders distributions and their estimation and application |
Type |
|
| Year |
2015 |
Publication  |
Brazilian Journal Of Probability And Statistics |
Abbreviated Journal |
Braz. J. Probab. Stat. |
| Volume |
29 |
Issue |
4 |
Pages |
790-812 |
| Keywords |
Computer language; data analysis; elliptically contoured distribution; maximum likelihood estimator; Monte Carlo method; shape theory |
| Abstract |
Diverse phenomena from the real-world can be modeled using random matrices, allowing matrix-variate distributions to be considered. The normal distribution is often employed in this modeling, but usually the mentioned random matrices do not follow such a distribution. An asymmetric non-normal model that is receiving considerable attention due to its good properties is the Birnbaum-Saunders (BS) distribution. We propose a statistical methodology based on matrix-variate BS distributions. This methodology is implemented in the statistical software R. A simulation study is conducted to evaluate its performance. Finally, an application with real-world matrix-variate data is carried out to illustrate its potentiality and suitability. |
| Address |
[Sanchez, Luis] Univ Valparaiso, Inst Estadist, Valparaiso, Chile, Email: ldaniel9.24@gmail.com; |
| Corporate Author |
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Thesis |
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| Publisher |
Brazilian Statistical Association |
Place of Publication |
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Editor |
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| Language |
English |
Summary Language |
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Original Title |
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| Series Editor |
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Series Title |
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Abbreviated Series Title |
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| Series Volume |
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Series Issue |
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Edition |
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| ISSN |
0103-0752 |
ISBN |
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Medium |
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| Area |
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Expedition |
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Conference |
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| Notes |
WOS:000362310900005 |
Approved |
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| Call Number |
UAI @ eduardo.moreno @ |
Serial |
621 |
| Permanent link to this record |
