Bayes Estimation for the Mean Matrix of the SSMESN Family of Matrix Variate Distributions

AuthorsFatemeh Yousefzadeh
JournalAustrian Journal of Statistics
Page number120-134
Serial number53
Volume number1
Paper TypeFull Paper
Published At2024
Journal GradeScientific - Review
Journal TypeTypographic
Journal CountryIran, Islamic Republic Of
Journal IndexScopus

Abstract

In this paper, the problem of finding a Bayes estimation for the mean matrix of the scale and shape mixtures of matrix variate extended skew normal distributions is considered, and its applications in the multivariate linear regression and the stress-strength models are described. Finally, a simulation study and a real data analysis are presented for applications.

Paper URL

tags: matrix variate distributions, Bayes estimation, multivariate linear regression model, stress-strength model.