Matrix variate pareto distributions
-
Shokofeh Zinodiny
Abstract
Matrix variate generalizations of Pareto distributions are proposed. Several properties of these distributions including cumulative distribution functions, characteristic functions and relationship to matrix variate beta type I and matrix variate type II distributions are studied.
(Communicated by Gejza Wimmer)
Acknowledgement
The authors would like to thank the Editor and the referee for careful reading and comments which greatly improved the paper.
References
[1] Bulut, Y. M.—Arslan, O.: Matrix variate slash distribution, J. Multivariate Anal. 137 (2015), 173–178.10.1016/j.jmva.2015.02.008Search in Google Scholar
[2] Caro-Lopera, F. J.—Gonzalez-Farias, G.—Balakrishnan, N.: The generalized Pascal triangle and the matrix variate Jensen-logistic distribution, Comm. Statist. Theory Methods 44 (2015), 2738–2752.10.1080/03610926.2013.791374Search in Google Scholar
[3] Constantine, A. G.: Some noncentral distribution problems in multivariate analysis, Annals of Mathematical Statistics 34 (1963), 1270–1285.10.1214/aoms/1177703863Search in Google Scholar
[4] Gallaugher, M. P. B.—McNicholas, P. D.: A matrix variate skew-t distribution, Stat 6 (2017), 160–170.10.1002/sta4.143Search in Google Scholar
[5] Gupta, A. K.—Nagar, D. K.: Matrix Variate Distributions, Chapman and Hall/CRC, London, 1999.Search in Google Scholar
[6] Gupta, A. K.—Nagar, D. K.: Matrix-variate beta distribution, Int. J. Math. Math. Sci. 24 (2000), 449–459.10.1201/9780203749289-5Search in Google Scholar
[7] Gupta, A. K.—Nagar, D. K.—Sanchez, L. E.: Properties of matrix variate confluent hypergeometric function distribution, J. Probab. Stat. (2016), Art. ID 2374907.10.1155/2016/2374907Search in Google Scholar
[8] James, A. T.: Distributions of matrix variates and latent roots derived from normal samples, Ann. Math. Statist. 35 (1964), 475–501.10.1214/aoms/1177703550Search in Google Scholar
[9] Mathai, A. M.—Princy, T.: Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities, Physica A 468 (2017), 668–676.10.1016/j.physa.2016.10.059Search in Google Scholar
[10] Nagar, D. K.—Gomez-Noguera, S. A.—Gupta, A. K.: Generalized extended matrix variate beta and gamma functions and their applications, Ingeniería y Ciencia 12 (2016), 51–82.10.17230/ingciencia.12.24.3Search in Google Scholar
[11] Nagar, D. K.—Roldan-Correa, A.—Gupta, A. K.: Matrix variate MacDonald distribution, Comm. Statist. Theory Methods 45 (2016), 1311–1328.10.1080/03610926.2013.861494Search in Google Scholar
[12] Sanchez, L.—Leiva, V.—Caro-Lopera, F. J.—Cysneiros, F. J. A.: On matrix-variate Birnbaum-Saunders distributions and their estimation and application, Braz. J. Probab. Stat. 29 (2015), 790–812.10.1214/14-BJPS247Search in Google Scholar
[13] Shvedov, A. S.: Matrix-variate t-distribution with vector of degrees of freedom, Theory Probab. Appl. 59 (2015), 526–531.10.1137/S0040585X97T987284Search in Google Scholar
© 2021 Mathematical Institute Slovak Academy of Sciences
Articles in the same Issue
- Regular papers
- Prof. RNDr. Michal Fečkan, DrSc. – Sexagenarian?
- Tribonacci numbers with two blocks of repdigits
- Padovan numbers that are concatenations of two distinct repdigits
- On the 2-rank and 4-rank of the class group of some real pure quartic number fields
- A general inverse matrix series relation and associated polynomials – II
- Some hardy type inequalities with finsler norms
- Starlikeness and convexity of the product of certain multivalent functions with higher-order derivatives
- Block Hessenberg matrices and spectral transformations for matrix orthogonal polynomials on the unit circle
- How is the period of a simple pendulum growing with increasing amplitude?
- Fourier transforms of convolution operators on orlicz spaces
- Some characterizations of property of trans-Sasakian 3-manifolds
- P-Adic metric preserving functions and their analogues
- On statistical convergence of sequences of closed sets in metric spaces
- A characterization of the uniform convergence points set of some convergent sequence of functions
- A nonparametric estimation of the conditional ageing intensity function in censored data: A local linear approach
- Donsker’s fuzzy invariance principle under the Lindeberg condition
- Characterization of generalized Gamma-Lindley distribution using truncated moments of order statistics
- Matrix variate pareto distributions
- Global exponential periodicity and stability of neural network models with generalized piecewise constant delay
- Optimal inequalities for contact CR-submanifolds in almost contact metric manifolds
Articles in the same Issue
- Regular papers
- Prof. RNDr. Michal Fečkan, DrSc. – Sexagenarian?
- Tribonacci numbers with two blocks of repdigits
- Padovan numbers that are concatenations of two distinct repdigits
- On the 2-rank and 4-rank of the class group of some real pure quartic number fields
- A general inverse matrix series relation and associated polynomials – II
- Some hardy type inequalities with finsler norms
- Starlikeness and convexity of the product of certain multivalent functions with higher-order derivatives
- Block Hessenberg matrices and spectral transformations for matrix orthogonal polynomials on the unit circle
- How is the period of a simple pendulum growing with increasing amplitude?
- Fourier transforms of convolution operators on orlicz spaces
- Some characterizations of property of trans-Sasakian 3-manifolds
- P-Adic metric preserving functions and their analogues
- On statistical convergence of sequences of closed sets in metric spaces
- A characterization of the uniform convergence points set of some convergent sequence of functions
- A nonparametric estimation of the conditional ageing intensity function in censored data: A local linear approach
- Donsker’s fuzzy invariance principle under the Lindeberg condition
- Characterization of generalized Gamma-Lindley distribution using truncated moments of order statistics
- Matrix variate pareto distributions
- Global exponential periodicity and stability of neural network models with generalized piecewise constant delay
- Optimal inequalities for contact CR-submanifolds in almost contact metric manifolds
