On matrix-variate Birnbaum–Saunders distributions and their estimation and application

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...

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Autores:
Tipo de recurso:
Fecha de publicación:
2015
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
eng
OAI Identifier:
oai:repository.udem.edu.co:11407/1554
Acceso en línea:
http://hdl.handle.net/11407/1554
Palabra clave:
Computer language
Data analysis
Elliptically contoured distribution
Maximum likelihood estimator
Monte Carlo method
Shape theory
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restrictedAccess
License
http://purl.org/coar/access_right/c_16ec
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spelling 2015-12-17T19:27:46Z2015-12-17T19:27:46Z20151030752http://hdl.handle.net/11407/155410.1214/14-BJPS247Diverse 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.engBrazilian Statistical Associationhttps://projecteuclid.org/euclid.bjps/1442513447Brazilian Journal of Probability and Statistics, 2015, volume 29, issue 4, pp 790-812ScopusOn matrix-variate Birnbaum–Saunders distributions and their estimation and applicationArticleinfo:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1info:eu-repo/semantics/restrictedAccesshttp://purl.org/coar/access_right/c_16ecInstituto de Estadística, Universidad de Valparaíso, ChileUniversidad Adolfo Ibáñez, ChileDepartamento de Ciencias Básicas, Universidad de Medellín, ColombiaDepartamento de Estatística, Universidade Federal de Pernambuco, BrazilSánchez L.Leiva V.Caro-Lopera F.J.Cysneiros F.J.A.Computer languageData analysisElliptically contoured distributionMaximum likelihood estimatorMonte Carlo methodShape theoryTHUMBNAILportada.JPGportada.JPGimage/jpeg14465http://repository.udem.edu.co/bitstream/11407/1554/1/portada.JPGab9ebcfb79a47f30cf9ffe63d832a0efMD5111407/1554oai:repository.udem.edu.co:11407/15542020-05-27 15:44:23.584Repositorio Institucional Universidad de Medellinrepositorio@udem.edu.co
dc.title.eng.fl_str_mv On matrix-variate Birnbaum–Saunders distributions and their estimation and application
title On matrix-variate Birnbaum–Saunders distributions and their estimation and application
spellingShingle On matrix-variate Birnbaum–Saunders distributions and their estimation and application
Computer language
Data analysis
Elliptically contoured distribution
Maximum likelihood estimator
Monte Carlo method
Shape theory
title_short On matrix-variate Birnbaum–Saunders distributions and their estimation and application
title_full On matrix-variate Birnbaum–Saunders distributions and their estimation and application
title_fullStr On matrix-variate Birnbaum–Saunders distributions and their estimation and application
title_full_unstemmed On matrix-variate Birnbaum–Saunders distributions and their estimation and application
title_sort On matrix-variate Birnbaum–Saunders distributions and their estimation and application
dc.contributor.affiliation.spa.fl_str_mv Instituto de Estadística, Universidad de Valparaíso, Chile
Universidad Adolfo Ibáñez, Chile
Departamento de Ciencias Básicas, Universidad de Medellín, Colombia
Departamento de Estatística, Universidade Federal de Pernambuco, Brazil
dc.subject.keyword.eng.fl_str_mv Computer language
Data analysis
Elliptically contoured distribution
Maximum likelihood estimator
Monte Carlo method
Shape theory
topic Computer language
Data analysis
Elliptically contoured distribution
Maximum likelihood estimator
Monte Carlo method
Shape theory
description 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.
publishDate 2015
dc.date.accessioned.none.fl_str_mv 2015-12-17T19:27:46Z
dc.date.available.none.fl_str_mv 2015-12-17T19:27:46Z
dc.date.created.none.fl_str_mv 2015
dc.type.eng.fl_str_mv Article
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.driver.none.fl_str_mv info:eu-repo/semantics/article
dc.identifier.issn.none.fl_str_mv 1030752
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/11407/1554
dc.identifier.doi.none.fl_str_mv 10.1214/14-BJPS247
identifier_str_mv 1030752
10.1214/14-BJPS247
url http://hdl.handle.net/11407/1554
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.isversionof.spa.fl_str_mv https://projecteuclid.org/euclid.bjps/1442513447
dc.relation.ispartofen.eng.fl_str_mv Brazilian Journal of Probability and Statistics, 2015, volume 29, issue 4, pp 790-812
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_16ec
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eu_rights_str_mv restrictedAccess
rights_invalid_str_mv http://purl.org/coar/access_right/c_16ec
dc.publisher.spa.fl_str_mv Brazilian Statistical Association
dc.source.spa.fl_str_mv Scopus
institution Universidad de Medellín
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