A matrix variate skew‐t distribution
Copyright policy )A matrix variate skew‐t distribution
Although there is ample work in the literature dealing with skewness in the multivariate setting, there is a relative paucity of work in the matrix variate paradigm. Such work is, for example, useful for modelling three‐way data. A matrix variate skew‐t distribution is derived based on a mean‐variance matrix normal mixture. An expectation‐conditional maximization algorithm is developed for parameter estimation. Simulated data are used for illustration. Copyright © 2017 John Wiley & Sons, Ltd.
Methodology (stat.ME), FOS: Computer and information sciences, Statistics, matrix variate distribution, FOS: Mathematics, skew-\(t\) distribution, Mathematics - Statistics Theory, Statistics Theory (math.ST), Statistics - Methodology
Methodology (stat.ME), FOS: Computer and information sciences, Statistics, matrix variate distribution, FOS: Mathematics, skew-\(t\) distribution, Mathematics - Statistics Theory, Statistics Theory (math.ST), Statistics - Methodology
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).32 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!