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Multivector Variate Distributions

dc.creatorDíaz-García J.A.
dc.creatorCaro-Lopera F.J.
dc.creatorRamírez F.O.P.
dc.date2020
dc.date.accessioned2021-02-05T14:58:24Z
dc.date.available2021-02-05T14:58:24Z
dc.identifier.issn0976836X
dc.identifier.urihttp://hdl.handle.net/11407/5983
dc.descriptionA 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.
dc.language.isoeng
dc.publisherSpringer
dc.relation.isversionofhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85087506654&doi=10.1007%2fs13171-020-00202-7&partnerID=40&md5=4b09b8750c3271f4a8707041561ecc9c
dc.sourceSankhya A
dc.subject62E15spa
dc.subject60E05spa
dc.subject62A10spa
dc.subject62H12spa
dc.subjectBimatrix variatespa
dc.subjectKotz distributionspa
dc.subjectMatrix variatespa
dc.subjectMultivariate elliptical distributionsspa
dc.subjectMultivector variatespa
dc.subjectRandom vectorspa
dc.titleMultivector Variate Distributions
dc.typeArticleeng
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.publisher.programTronco común Ingenieríasspa
dc.publisher.programIngeniería Financieraspa
dc.identifier.doi10.1007/s13171-020-00202-7
dc.publisher.facultyFacultad de Ciencias Básicasspa
dc.publisher.facultyFacultad de Ingenieríasspa
dc.affiliationDíaz-García, J.A., Facultad de Zootecnia y Ecología, Universidad Autónoma de Chihuahua, Periférico Francisco R. Almada Km 1, Zootecnia, Chihuahua, 33820, Mexico
dc.affiliationCaro-Lopera, F.J., Faculty of Basic Sciences, Universidad de Medellín, Carrera 87 No.30-65, of. 4-216, Medellín, Colombia
dc.affiliationRamírez, F.O.P., Faculty of Engineering, Universidad de Medellín, Carrera 87 No.30-65, Medellín, Colombia
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dc.type.versioninfo:eu-repo/semantics/publishedVersion
dc.type.driverinfo:eu-repo/semantics/article


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