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Matrix variate Birnbaum–Saunders distribution under elliptical models

dc.creatorDíaz-García J.A.
dc.creatorCaro-Lopera F.J.
dc.date2021
dc.date.accessioned2021-02-05T14:57:37Z
dc.date.available2021-02-05T14:57:37Z
dc.identifier.issn3783758
dc.identifier.urihttp://hdl.handle.net/11407/5895
dc.descriptionThis 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.
dc.language.isoeng
dc.publisherElsevier B.V.
dc.relation.isversionofhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85084979891&doi=10.1016%2fj.jspi.2020.04.012&partnerID=40&md5=6c471639fb8438561cbc46d036870367
dc.sourceJournal of Statistical Planning and Inference
dc.subjectBirnbaum–Saunders distributionspa
dc.subjectElliptical distributionsspa
dc.subjectKotz distributionspa
dc.subjectMatrix multivariate distributionsspa
dc.subjectRandom matricesspa
dc.titleMatrix variate Birnbaum–Saunders distribution under elliptical models
dc.typeArticleeng
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.identifier.doi10.1016/j.jspi.2020.04.012
dc.relation.citationvolume210
dc.relation.citationstartpage100
dc.relation.citationendpage113
dc.publisher.facultyFacultad de Ciencias Básicasspa
dc.affiliationDíaz-García, J.A., Independent Scholar
dc.affiliationCaro-Lopera, F.J., Universidad de Medellín, Faculty of Basic Sciences, Carrera 87 No.30-65, of. 4-216, Medellín, Colombia
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dc.type.versioninfo:eu-repo/semantics/publishedVersion
dc.type.driverinfo:eu-repo/semantics/article


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