Matrix variate Birnbaum-Saunders distribution under elliptical models

被引:2
作者
Diaz-Garcia, Jose A. [2 ]
Caro-Lopera, Francisco J. [1 ]
机构
[1] Univ Medellin, Fac Basic Sci, Carrera 87 30-65,Of 4-216, Medellin, Colombia
[2] Univ Autonoma Chihuahua, Fac Zootecnia & Ecol, Perifer Francisco R Almada Km 1, Chihuahua 33820, Chihuahua, Mexico
关键词
Matrix multivariate distributions; Random matrices; Elliptical distributions; Birnbaum-Saunders distribution; Kotz distribution; LIFE DISTRIBUTIONS; FAMILY;
D O I
10.1016/j.jspi.2020.04.012
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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. (C) 2020 Elsevier B.V. All rights reserved.
引用
收藏
页码:100 / 113
页数:14
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