Resumen
A new family of multivariate distributions under elliptical models is proposed in this work. Several particular cases of this multivector variate distributions are obtained and a number of published multivariate distributions in other contexts are found as simple corollaries. An application of interest in finance is full derived and compared with the traditional methods.
Idioma original | Inglés |
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Publicación | Sankhya A |
DOI | |
Estado | Aceptada/en prensa - 2020 |