Matrix variate Birnbaum–Saunders distribution under elliptical models
Share this
Author
Díaz-García J.A.
Caro-Lopera F.J.
Citación
Metadata
Show full item recordAbstract
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.
Collections
- Indexados Scopus [1632]
Related items
Showing items related by title, author, creator and subject.
-
Generalised Shape Theory Via Pseudo-Wishart Distribution
Díaz-García, José A.; Caro-Lopera, Francisco J. ( Springer on behalf of the Indian Statistical InstituteTronco común IngenieríasFacultad de Ciencias Básicas, 2013)The non isotropic noncentral elliptical shape distributions via pseudo-Wishart distribution are founded. This way, the classical shape theory is extended to non isotropic case and the normality assumption is replaced by ... -
Multivector Variate Distributions
Díaz-García J.A.; Caro-Lopera F.J.; Ramírez F.O.P.A new family of multivariate distributions under elliptical models is proposed in this work. Several particular cases of this multivector variate distributions are obtained and a number of published multivariate distributions ... -
Comparison of alumina ball size distribution in two white cement grinding units using swebrec function [Comparación de la distribución de tamaño de bolas de alúmina en dos unidades de molienda de cemento blanco utilizando la función swebrec]
Rivera-Madrid I.E.; Rincón-Fulla M.; Osorio-Correa A.M.; Chica-Osorio L.M.; Bustamante-Rúa M.O.; Menéndez-Aguado J.M.The results of characterizing the alumina ball size distribution in two mills of a crushing and grinding plant are shown. The mills were unloaded and the ball charge was screened in order to establish the ball size ...