Matrix-variate beta generator -- developments and application

DOI10.52547/JIRSS.20.1.289MaRDI QIDQ5152312zbMATH OpenOpenAlexFDO

Authors Janet van Niekerk, Andriette Bekke, M. Arashi

Publication date 17 September 2021

Published in Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.52547/jirss.20.1.289

zbMATH Keywords

Bayesian analysisbinomialeigenvaluesGaussian sampleGibbs samplingmatrix-variate beta

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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(2)

• The extended matrix-variate beta probability distribution on symmetric matrices
• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications

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