Bayes Estimation for the Mean Matrix of the SSMESN Family of Matrix Variate Distributions
Abstract
In this paper, the problem of finding a Bayes estimation for the mean matrix of the scale and shape mixtures of matrix variate extended skew normal distributions is considered, and its applications in the multivariate linear regression and the stress-strength models are described. Finally, a simulation study and a real data analysis are presented for applications.Downloads
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