Matrix variate Birnbaum–Saunders distribution under elliptical models
This paper derives the elliptical matrix variate version of the well known univariate Birnbaum–Saunders distribution of 1969. A generalisation based on a matrix transformation is proposed, instead of the independent element-to-element elliptical extension of the Gaussian univariate case. Some result...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2021
- Institución:
- Universidad de Medellín
- Repositorio:
- Repositorio UDEM
- Idioma:
- eng
- OAI Identifier:
- oai:repository.udem.edu.co:11407/5895
- Acceso en línea:
- http://hdl.handle.net/11407/5895
- Palabra clave:
- Birnbaum–Saunders distribution
Elliptical distributions
Kotz distribution
Matrix multivariate distributions
Random matrices
- Rights
- License
- http://purl.org/coar/access_right/c_16ec
| Summary: | This paper derives the elliptical matrix variate version of the well known univariate Birnbaum–Saunders distribution of 1969. A generalisation based on a matrix transformation is proposed, instead of the independent element-to-element elliptical extension of the Gaussian univariate case. Some results on Jacobians were needed to derive the new matrix variate distribution. A number of particular distributions are studied and some basic properties are found. Finally, an example based on real data of two populations is given and the maximum likelihood estimates are obtained for the class of Kotz models. A comparison with the Gaussian kernel is also given by using a modified BIC criterion. © 2020 Elsevier B.V. |
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