The Extended Matrix-Variate Beta Probability Distribution on Symmetric Matrices

Tounsi, Mariem

doi:10.1007/s11009-019-09725-5

Cited by 3 publications

(1 citation statement)

References 30 publications

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“…Pham-Gia et al (2020) established expressions for distributions of integral powers of matrix beta variates. To address the need for complex models to solve modeling challenges in real data, Tounsi (2019) defined different versions of extended matrix-variate beta distributions. In terms of bimatrix-variate distributions, Nagar et al (2017) developed the bimatrix-variate gamma-beta distribution with a matrix-variate beta marginal distribution.…”

Section: Introductionmentioning

confidence: 99%

Matrix-Variate Beta Generator - Developments and Application

Niekerk

Bekker

Arashi

2021

JIRSS

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Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. A methodology 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.

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Section: Introductionmentioning

confidence: 99%