Multivector Variate Distributions
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Autor
Díaz-García J.A.
Caro-Lopera F.J.
Ramírez F.O.P.
Citación
Metadatos
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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. © 2020, Indian Statistical Institute.
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- Indexados Scopus [1813]