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Matrix variate Birnbaum–Saunders distribution under elliptical models

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Díaz-García J.A.
Caro-Lopera F.J.

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TY - GEN T1 - Matrix variate Birnbaum–Saunders distribution under elliptical models AU - Díaz-García J.A. AU - Caro-Lopera F.J. UR - http://hdl.handle.net/11407/5895 PB - Elsevier B.V. AB - This 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. ER - @misc{11407_5895, author = {Díaz-García J.A. and Caro-Lopera F.J.}, title = {Matrix variate Birnbaum–Saunders distribution under elliptical models}, year = {}, abstract = {This 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.}, url = {http://hdl.handle.net/11407/5895} }RT Generic T1 Matrix variate Birnbaum–Saunders distribution under elliptical models A1 Díaz-García J.A. A1 Caro-Lopera F.J. LK http://hdl.handle.net/11407/5895 PB Elsevier B.V. AB This 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. OL Spanish (121)
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Abstract
This 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.
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http://hdl.handle.net/11407/5895
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