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:: Volume 5, Number 2 (11-2010) ::
Back to browse issues page 3 2010, 5(2): 33-43
XML On Conditional Applications of Matrix Variate Normal Distribution Print

Author(s): Anis Iranmanesh , M. Arashi , S. M. M. Tabatabaey
Study Type: Research | Subject: General
Article abstract:
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 Σ 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.
KeywordsBayes estimator, Characteristic function, Generalized matrix t-distribution, Kullback Leibler divergence loss, Matrix variate gamma distribution, Matrix variate normal distribution.,
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Iranmanesh A, Arashi M, Tabatabaey S. On Conditional Applications of Matrix Variate Normal Distribution. 3. 2010; 5 (2) :33-43
URL http://www.ijmsi.ir/browse.php?a_code=A-10-1-83&slc_lang=en&sid=1
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Back to browse issues page Volume 5, Number 2 (11-2010)
نشريه علوم رياضي و انفورماتيك Iranian Journal of Mathematical Sciences and Informatics
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