Multivector Variate Distributions

Resultado de la investigación: Contribución a una revistaArtículo

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 originalInglés
PublicaciónSankhya A
DOI
EstadoAceptada/en prensa - 2020

Huella Profundice en los temas de investigación de 'Multivector Variate Distributions'. En conjunto forman una huella única.

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