Matrix variate skew laplace distribution

Y. Murat Bulut; Olcay Arslan

Makale detayları

Matrix variate skew laplace distribution

Yazarlar:

Y. Murat Bulut | Olcay Arslan

Yayıncı:

Yildiz Technical University

Ana Başlıklar:

Structural Biology

Dergi:

Sigma Journal of Engineering and Natural Sciences Vol.42 Issue 3, pp.854-861

Belge Tipi:

Makale

Yayın Tarihi:

12/2024

Belge Dili:

İngilizce

Document ID (Org No.):

2001319366

pISSN:

1304-7191

Anahtar kelimeler:

Özet:

 In this study, we introduce a matrix variate skew Laplace distribution as a variance-mean mixture of the matrix variate normal and the scale inverse gamma distribution. The proposed distribution is a generalization of the multivariate skew Laplace distribution studied by 1. We explore some distributional properties of the proposed distribution such as the probability density function and the characteristic function. Also, we study the estimation of the parameters and give an EM algorithm to obtain the estimates of the parameters. Then, we give a small simulation study to illustrate the performance of the proposed EM algorithm for finding the estimates.

 In this study, we introduce a matrix variate skew Laplace distribution as a variance-mean mixture of the matrix variate normal and the scale inverse gamma distribution. The proposed distribution is a generalization of the multivariate skew Laplace distribution studied by 1. We explore some distributional properties of the proposed distribution such as the probability density function and the characteristic function. Also, we study the estimation of the parameters and give an EM algorithm to obtain the estimates of the parameters. Then, we give a small simulation study to illustrate the performance of the proposed EM algorithm for finding the estimates.

 In this study, we introduce a matrix variate skew Laplace distribution as a variance-mean mixture of the matrix variate normal and the scale inverse gamma distribution. The proposed distribution is a generalization of the multivariate skew Laplace distribution studied by 1. We explore some distributional properties of the proposed distribution such as the probability density function and the characteristic function. Also, we study the estimation of the parameters and give an EM algorithm to obtain the estimates of the parameters. Then, we give a small simulation study to illustrate the performance of the proposed EM algorithm for finding the estimates.

 In this study, we introduce a matrix variate skew Laplace distribution as a variance-mean mixture of the matrix variate normal and the scale inverse gamma distribution. The proposed distribution is a generalization of the multivariate skew Laplace distribution studied by 1. We explore some distributional properties of the proposed distribution such as the probability density function and the characteristic function. Also, we study the estimation of the parameters and give an EM algorithm to obtain the estimates of the parameters. Then, we give a small simulation study to illustrate the performance of the proposed EM algorithm for finding the estimates.

Makale detayları

Matrix variate skew laplace distribution

Yazarlar:

Y. Murat Bulut | Olcay Arslan

Yayıncı:

Yildiz Technical University

Ana Başlıklar:

Structural Biology

Dergi:

Sigma Journal of Engineering and Natural Sciences Vol.42 Issue 3, pp.854-861

Belge Tipi:

Makale

Yayın Tarihi:

12/2024

Belge Dili:

İngilizce

Document ID (Org No.):

2001319366

pISSN:

1304-7191

EM Algorithm

Matrix Variate Distribution

Normal Variance-Mean Mixture

Skew Distribution

Multivariate Laplace Distribution

Sayı

Makale detayları

Matrix variate skew laplace distribution

Yazarlar: Y. Murat Bulut | Olcay Arslan

Yayıncı: Yildiz Technical University

Ana Başlıklar: Structural Biology

Dergi: Sigma Journal of Engineering and Natural Sciences Vol.42 Issue 3, pp.854-861

Belge Tipi: Makale

Yayın Tarihi: 12/2024

Belge Dili: İngilizce

Document ID (Org No.): 2001319366

pISSN: 1304-7191

EM Algorithm

Matrix Variate Distribution

Normal Variance-Mean Mixture

Skew Distribution

Multivariate Laplace Distribution

Sayı

Yazarlar:

Y. Murat Bulut | Olcay Arslan

Yayıncı:

Yildiz Technical University

Ana Başlıklar:

Structural Biology

Dergi:

Sigma Journal of Engineering and Natural Sciences Vol.42 Issue 3, pp.854-861

Belge Tipi:

Makale

Yayın Tarihi:

12/2024

Belge Dili:

İngilizce

Document ID (Org No.):

2001319366

pISSN:

1304-7191