Multivector Variate Distributions

José A. Díaz-García; Francisco J. Caro-Lopera; Fredy O.Pérez Ramírez

doi:10.1007/s13171-020-00202-7

Multivector Variate Distributions

José A. Díaz-García, Francisco J. Caro-Lopera, Fredy O.Pérez Ramírez

Resultado de la investigación: Contribución a una revista › Artículo › revisión exhaustiva

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
Publicación	Sankhya A
DOI	https://doi.org/10.1007/s13171-020-00202-7
Estado	Aceptada/en prensa - 2020

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10.1007/s13171-020-00202-7

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abstract = "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.",

keywords = "62E15; 60E05; 62A10, 62H12, Bimatrix variate, Kotz distribution, Matrix variate, Multivariate elliptical distributions, Multivector variate, Random vector",

author = "D{\'i}az-Garc{\'i}a, {Jos{\'e} A.} and Caro-Lopera, {Francisco J.} and Ram{\'i}rez, {Fredy O.P{\'e}rez}",

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doi = "10.1007/s13171-020-00202-7",

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journal = "Sankhya A",

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TY - JOUR

T1 - Multivector Variate Distributions

AU - Díaz-García, José A.

AU - Caro-Lopera, Francisco J.

AU - Ramírez, Fredy O.Pérez

PY - 2020

Y1 - 2020

N2 - 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.

AB - 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.

KW - 62E15; 60E05; 62A10

KW - 62H12

KW - Bimatrix variate

KW - Kotz distribution

KW - Matrix variate

KW - Multivariate elliptical distributions

KW - Multivector variate

KW - Random vector

UR - http://www.scopus.com/inward/record.url?scp=85087506654&partnerID=8YFLogxK

U2 - 10.1007/s13171-020-00202-7

DO - 10.1007/s13171-020-00202-7

M3 - Artículo

AN - SCOPUS:85087506654

JO - Sankhya A

JF - Sankhya A

SN - 0976-836X

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