Matrix variate slash distribution

BULUT Y. M., ARSLAN O.

JOURNAL OF MULTIVARIATE ANALYSIS, cilt.137, ss.173-178, 2015 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 137
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1016/j.jmva.2015.02.008
  • Dergi Adı: JOURNAL OF MULTIVARIATE ANALYSIS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.173-178
  • Anahtar Kelimeler: Uniform distribution, Matrix variate normal distribution, EM algorithm, Scale mixture distribution, MULTIVARIATE, PARAMETER
  • Eskişehir Osmangazi Üniversitesi Adresli: Evet

Özet

In this paper, we introduce a matrix variate slash distribution as a scale mixture of the matrix variate normal and the uniform distributions. We study some properties of the proposed distribution and give maximum likelihood (ML) estimators of its parameters using EM algorithm. We provide an iteratively reweighting algorithm to compute the ML estimates. Also, we give a small simulation study to show performance of the algorithm. (C) 2015 Elsevier Inc. All rights reserved.