On matrix-variate Birnbaum-Saunders distributions and their estimation and application
Sanchez
L
author
Leiva
V
author
Caro-Lopera
F
J
author
Cysneiros
F
J
A
author
2015
English
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.
Computer language
data analysis
elliptically contoured distribution
maximum likelihood estimator
Monte Carlo method
shape theory
WOS:000362310900005
exported from refbase (show.php?record=621), last updated on Thu, 05 Apr 2018 06:43:00 -0300
text
files/621_Sanchez_etal2015.pdf
10.1214/14-Bjps247
Sanchez_etal2015
Brazilian Journal Of Probability And Statistics
Braz. J. Probab. Stat.
2015
Brazilian Statistical Association
continuing
periodical
academic journal
29
4
790
812
0103-0752