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

Luis Sánchez, Víctor Leiva, Francisco J. Caro-Lopera, Francisco José A. Cysneiros

Resultado de la investigación: Contribución a una revistaArtículo

12 Citas (Scopus)

Resumen

© Brazilian Statistical Association, 2015. 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 matrixvariate data is carried out to illustrate its potentiality and suitability.
Idioma originalInglés estadounidense
Páginas (desde-hasta)790-812
Número de páginas23
PublicaciónBrazilian Journal of Probability and Statistics
DOI
EstadoPublicada - 1 ene 2015

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