Matrix variate skew laplace distribution

Y. Murat Bulut; Olcay Arslan

Article Details

Matrix variate skew laplace distribution

Authors:

Y. Murat Bulut | Olcay Arslan

Publisher:

Yildiz Technical University

Main Topics:

Structural Biology

Journal:

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

Document Type:

Article

Publication Date:

12/2024

Document Language:

English

Document ID (Org No.):

2001319366

pISSN:

1304-7191

Keywords:

Abstract:

 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.

Article Details

Matrix variate skew laplace distribution

Authors:

Y. Murat Bulut | Olcay Arslan

Publisher:

Yildiz Technical University

Main Topics:

Structural Biology

Journal:

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

Document Type:

Article

Publication Date:

12/2024

Document Language:

English

Document ID (Org No.):

2001319366

pISSN:

1304-7191

EM Algorithm

Matrix Variate Distribution

Normal Variance-Mean Mixture

Skew Distribution

Multivariate Laplace Distribution

Issues

Article Details

Matrix variate skew laplace distribution

Authors: Y. Murat Bulut | Olcay Arslan

Publisher: Yildiz Technical University

Main Topics: Structural Biology

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

Document Type: Article

Publication Date: 12/2024

Document Language: English

Document ID (Org No.): 2001319366

pISSN: 1304-7191

EM Algorithm

Matrix Variate Distribution

Normal Variance-Mean Mixture

Skew Distribution

Multivariate Laplace Distribution

Issues

Authors:

Y. Murat Bulut | Olcay Arslan

Publisher:

Yildiz Technical University

Main Topics:

Structural Biology

Journal:

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

Document Type:

Article

Publication Date:

12/2024

Document Language:

English

Document ID (Org No.):

2001319366

pISSN:

1304-7191