On matrix-variate Birnbaum–Saunders distributions and their estimation and application
| dc.contributor.affiliation | Instituto de Estadística, Universidad de Valparaíso, Chile | spa |
| dc.contributor.affiliation | Universidad Adolfo Ibáñez, Chile | spa |
| dc.contributor.affiliation | Departamento de Ciencias Básicas, Universidad de Medellín, Colombia | spa |
| dc.contributor.affiliation | Departamento de Estatística, Universidade Federal de Pernambuco, Brazil | spa |
| dc.contributor.author | Sánchez L. | |
| dc.contributor.author | Leiva V. | |
| dc.contributor.author | Caro-Lopera F.J. | |
| dc.contributor.author | Cysneiros F.J.A. | |
| dc.date.accessioned | 2015-12-17T19:27:46Z | |
| dc.date.available | 2015-12-17T19:27:46Z | |
| dc.date.issued | 2015 | |
| dc.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. | eng |
| dc.identifier.doi | 10.1214/14-BJPS247 | |
| dc.identifier.issn | 1030752 | |
| dc.identifier.uri | http://hdl.handle.net/11407/1554 | |
| dc.language.iso | eng | |
| dc.publisher | Brazilian Statistical Association | spa |
| dc.relation.ispartof | Brazilian Journal of Probability and Statistics, 2015, volume 29, issue 4, pp 790-812 | eng |
| dc.relation.isversionof | https://projecteuclid.org/euclid.bjps/1442513447 | |
| dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
| dc.source | Scopus | spa |
| dc.subject.proposal | Computer language | eng |
| dc.subject.proposal | Data analysis | eng |
| dc.subject.proposal | Elliptically contoured distribution | eng |
| dc.subject.proposal | Maximum likelihood estimator | eng |
| dc.subject.proposal | Monte Carlo method | eng |
| dc.subject.proposal | Shape theory | eng |
| dc.title | On matrix-variate Birnbaum–Saunders distributions and their estimation and application | eng |
| dc.type | Article | |
| dc.type.driver | info:eu-repo/semantics/article |