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An extension of the well known matrix Kummer relation of Herz (1955) is proposed in this paper by assuming a general model which admits a Taylor expansion. Under certain conditions of the involved parameters, the addressed ...
Sin título
In this paper, we define and discuss a class of generalized Wishart distributions under elliptical models. We derive the non-central moments of the likelihood ratio statistic for testing the equality of two covariance ...
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A formula for the determinant of a matrix in terms of powers of traces is presented. Then, some expansions for powers of determinants of positive definite matrices in terms of zonal polynomials are derived. By making use ...
Diagonalization matrix and its application in distribution theory
Some matrix representations of diverse diagonal arrays are studied in this work; the results allow new definitions of classes of elliptical distributions indexed by kernels mixing Hadamard and usual products. A number of ...
Information system for the quantification of financial riskSistema de Información para la cuantificación de riesgos financieros
The quantification of financial risk such as liquidity risk and others is one of the most frequent concern in the bank and corporative sector, in this sense, the liquidity risk materialization causes big monetary lost when ...