Multimatricvariate distribution under elliptical models

José A. Díaz-García, Francisco J. Caro-Lopera

Resultado de la investigación: Contribución a una revistaArtículorevisión exhaustiva

Resumen

A new family of matrix variate distributions indexed by elliptical models is proposed in this work. The termed multimatricvariate distributions emerge as a generalisation of the bimatrix variate distributions based on matrix variate Gamma distributions and independence. Some properties and special cases of the multimatricvariate distributions are also derived. Two new interesting Jacobians in the area are also provided. Finally, an application for time dependent data of DNA molecules is studied.

Idioma originalInglés
Páginas (desde-hasta)109-117
Número de páginas9
PublicaciónJournal of Statistical Planning and Inference
Volumen216
DOI
EstadoPublicada - ene 2022

Huella

Profundice en los temas de investigación de 'Multimatricvariate distribution under elliptical models'. En conjunto forman una huella única.

Citar esto