Iranian Journal of Mathematical Sciences and Informatics
مجله علوم ریاضی و انفورماتیک
IJMSI
Basic Sciences
http://ijmsi.ir
1
admin
1735-4463
2008-9473
8
10.52547/ijmsi
14
8888
13
en
jalali
1389
8
1
gregorian
2010
11
1
5
2
online
1
fulltext
en
On Conditional Applications of Matrix Variate Normal Distribution
عمومى
General
پژوهشي
Research paper
<p>In this paper, by conditioning on the matrix variate normal distribution (MVND) the construction of the matrix t-type family is considered, thus providing a new perspective of this family. Some important statistical characteristics are given. The presented t-type family is an extension to the work of Dickey [8]. A Bayes estimator for the column covariance matrix &Sigma of MVND is derived under Kullback Leibler divergence loss (KLDL). Further an application of the proposed result is given in the Bayesian context of the multivariate linear model. It is illustrated that the Bayes estimators of coefficient matrix under both SEL and KLDL are identical.</p>
Bayes estimator, Characteristic function, Generalized matrix t-distribution, Kullback Leibler divergence loss, Matrix variate gamma distribution, Matrix variate normal distribution.
33
43
http://ijmsi.ir/browse.php?a_code=A-10-1-83&slc_lang=en&sid=1
Anis
Iranmanesh
`10031947532846002142`

10031947532846002142
Yes
M.
Arashi
`10031947532846002143`

10031947532846002143
No
S. M. M.
Tabatabaey
`10031947532846002144`

10031947532846002144
No