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

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...

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Bibliographic Details
Published in:Brazilian journal of probability and statistics 2015-11, Vol.29 (4), p.790-812
Main Authors: Sánchez, Luis, Leiva, Víctor, Caro-Lopera, Francisco J., Cysneiros, Francisco José A.
Format: Article
Language:English
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Summary: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.
ISSN:0103-0752
2317-6199
DOI:10.1214/14-BJPS247