Abstract:
Matrix-variate beta distributions are applied in di erent fields of hypothesis
testing, multivariate correlation analysis, zero regression, canonical correlation analysis
and etc. Amethodology is proposed to generate matrix-variate beta generator distributions
by combining the matrix-variate beta kernel with an unknown function of the
trace operator. Several statistical characteristics, extensions and developments are
presented. Special members are then used in a univariate and multivariate Bayesian
analysis setting. These models are fitted to simulated and real datasets, and their fitting
and performance are compared to well-established competitors.
