on the matrix variate ssmesn family of distributions

نویسندگانFatemeh Yousefzadeh,Arellano-Valle, R.B
همایشهفتمین سمینار تخصصی نظریه قابلیت اعتماد و کاربردهای آن
تاریخ برگزاری همایش2021-05-19
محل برگزاری همایشبیرجند
شماره صفحات0-0
نوع ارائهسخنرانی
سطح همایشداخلی

چکیده مقاله

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

لینک ثابت مقاله

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