on the matrix variate ssmesn family of distributions

AuthorsFatemeh Yousefzadeh,Arellano-Valle, R.B
Conference Titleهفتمین سمینار تخصصی نظریه قابلیت اعتماد و کاربردهای آن
Holding Date of Conference2021-05-19
Event Placeبیرجند
Page number0-0
PresentationSPEECH
Conference LevelInternal Conferences

Abstract

Recently the scale and shape mixtures of matrix variate extended skew normal distributions (SSMESN) is introduced as a family of the matrix variate distributions. Problem of finding a Bayes estimation for the mean matrix of these distributions is considered and some applications are described for the result. Finally, a simulation study is presented for an application

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tags: Matrix variate SSMESN family, Multivariate linear regression model, Posterior density, Stress-strength reliability