Multivector Variate Distributions

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 inter...

Full description

Autores:
Tipo de recurso:
Fecha de publicación:
2020
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
eng
OAI Identifier:
oai:repository.udem.edu.co:11407/5983
Acceso en línea:
http://hdl.handle.net/11407/5983
Palabra clave:
62E15
60E05
62A10
62H12
Bimatrix variate
Kotz distribution
Matrix variate
Multivariate elliptical distributions
Multivector variate
Random vector
Rights
License
http://purl.org/coar/access_right/c_16ec
id REPOUDEM2_63f419f316348ccdf17704c6c40f821d
oai_identifier_str oai:repository.udem.edu.co:11407/5983
network_acronym_str REPOUDEM2
network_name_str Repositorio UDEM
repository_id_str
spelling 20202021-02-05T14:58:24Z2021-02-05T14:58:24Z0976836Xhttp://hdl.handle.net/11407/598310.1007/s13171-020-00202-7A 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.engSpringerTronco común IngenieríasIngeniería FinancieraFacultad de Ciencias BásicasFacultad de Ingenieríashttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85087506654&doi=10.1007%2fs13171-020-00202-7&partnerID=40&md5=4b09b8750c3271f4a8707041561ecc9cBekker, A., Roux, J.J.J., Ehlers, E., Arashi, M., Bimatrix variate beta type IV distribution: relation to Wilks’s statistics and bimatrix variate Kummer-beta type IV distribution (2001) Comm Statist (T & M), 40, pp. 4165-4178Chen, J.J., Novick, M.R., Bayesian analysis for binomial models with generalized beta prior distributions (1984) J. Educational Statist, 9, pp. 163-175Choi, S., Wette, R., Maximum likelihood estimation of the parameters of the gamma distribution and their bias (1969) Technometrics, 11 (4), pp. 669-683Díaz-García, J.A., Gutiérrez-Jáimez, R., Bimatrix variate generalised beta distributions (2010) South African Statist J, 44, pp. 193-208Díaz-García, J.A., Gutiérrez-Jáimez, R., Complex bimatrix variate generalised beta distributions (2010) Linear Algebra Appl, 432 (2-3), pp. 571-582Díaz-García, J.A., Gutiérrez-Jáimez, R., Noncentral bimatrix variate generalised beta distributions (2011) Metrika, 73 (3), pp. 317-333Dickey, J.M., Matricvariate generalizations of the multivariate t- distribution and the inverted multivariate t-distribution (1967) Ann Math Statist, 38, pp. 511-518Ehlers, R., (2011) Bimatrix Variate Distributions of Wishart Ratios with Application, , http://hdl.handle.net/2263/31284, Doctoral dissertation, Faculty of Natural & Agricultural Sciences University of Pretoria, PretoriaFang, K.T., Kotz, S., Ng, K.W., (1990) Symmetric Multivariate and Related Distributions, , Springer-Science+Business Media, B.V, New DelhiFang, K.T., Zhang, Y.T., (1990) Generalized multivariate analysis science press, , Springer, BeijingLibby, D.L., Novick, M.R., Multivariate Generalized beta distributions with applications to utility assessment (1982) J Educational Statist, 7, pp. 271-294Muirhead, R.J., (2005) Aspects of multivariate statistical theory, , Wiley, New YorkNadarajah, S., A bivariate gamma model for drought (2007) Water Resour Res, 43, p. W08501. , http://dx.doi.org/10.1029/2006WR005641Nadarajah, S., A bivariate distribution with gamma and beta marginals with application to drought data (2013) J App Statist, 36 (3), pp. 277-301Olkin, I., Liu, R., A bivariate beta distribution (2003) Statist Prob Letters, 62, pp. 407-412Sankhya A62E1560E0562A1062H12Bimatrix variateKotz distributionMatrix variateMultivariate elliptical distributionsMultivector variateRandom vectorMultivector Variate DistributionsArticleinfo:eu-repo/semantics/articlehttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Díaz-García, J.A., Facultad de Zootecnia y Ecología, Universidad Autónoma de Chihuahua, Periférico Francisco R. Almada Km 1, Zootecnia, Chihuahua, 33820, MexicoCaro-Lopera, F.J., Faculty of Basic Sciences, Universidad de Medellín, Carrera 87 No.30-65, of. 4-216, Medellín, ColombiaRamírez, F.O.P., Faculty of Engineering, Universidad de Medellín, Carrera 87 No.30-65, Medellín, Colombiahttp://purl.org/coar/access_right/c_16ecDíaz-García J.A.Caro-Lopera F.J.Ramírez F.O.P.11407/5983oai:repository.udem.edu.co:11407/59832021-02-05 09:58:24.943Repositorio Institucional Universidad de Medellinrepositorio@udem.edu.co
dc.title.none.fl_str_mv Multivector Variate Distributions
title Multivector Variate Distributions
spellingShingle Multivector Variate Distributions
62E15
60E05
62A10
62H12
Bimatrix variate
Kotz distribution
Matrix variate
Multivariate elliptical distributions
Multivector variate
Random vector
title_short Multivector Variate Distributions
title_full Multivector Variate Distributions
title_fullStr Multivector Variate Distributions
title_full_unstemmed Multivector Variate Distributions
title_sort Multivector Variate Distributions
dc.subject.spa.fl_str_mv 62E15
60E05
62A10
62H12
Bimatrix variate
Kotz distribution
Matrix variate
Multivariate elliptical distributions
Multivector variate
Random vector
topic 62E15
60E05
62A10
62H12
Bimatrix variate
Kotz distribution
Matrix variate
Multivariate elliptical distributions
Multivector variate
Random vector
description 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.
publishDate 2020
dc.date.accessioned.none.fl_str_mv 2021-02-05T14:58:24Z
dc.date.available.none.fl_str_mv 2021-02-05T14:58:24Z
dc.date.none.fl_str_mv 2020
dc.type.eng.fl_str_mv Article
dc.type.coarversion.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.driver.none.fl_str_mv info:eu-repo/semantics/article
dc.identifier.issn.none.fl_str_mv 0976836X
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/11407/5983
dc.identifier.doi.none.fl_str_mv 10.1007/s13171-020-00202-7
identifier_str_mv 0976836X
10.1007/s13171-020-00202-7
url http://hdl.handle.net/11407/5983
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.isversionof.none.fl_str_mv https://www.scopus.com/inward/record.uri?eid=2-s2.0-85087506654&doi=10.1007%2fs13171-020-00202-7&partnerID=40&md5=4b09b8750c3271f4a8707041561ecc9c
dc.relation.references.none.fl_str_mv Bekker, A., Roux, J.J.J., Ehlers, E., Arashi, M., Bimatrix variate beta type IV distribution: relation to Wilks’s statistics and bimatrix variate Kummer-beta type IV distribution (2001) Comm Statist (T & M), 40, pp. 4165-4178
Chen, J.J., Novick, M.R., Bayesian analysis for binomial models with generalized beta prior distributions (1984) J. Educational Statist, 9, pp. 163-175
Choi, S., Wette, R., Maximum likelihood estimation of the parameters of the gamma distribution and their bias (1969) Technometrics, 11 (4), pp. 669-683
Díaz-García, J.A., Gutiérrez-Jáimez, R., Bimatrix variate generalised beta distributions (2010) South African Statist J, 44, pp. 193-208
Díaz-García, J.A., Gutiérrez-Jáimez, R., Complex bimatrix variate generalised beta distributions (2010) Linear Algebra Appl, 432 (2-3), pp. 571-582
Díaz-García, J.A., Gutiérrez-Jáimez, R., Noncentral bimatrix variate generalised beta distributions (2011) Metrika, 73 (3), pp. 317-333
Dickey, J.M., Matricvariate generalizations of the multivariate t- distribution and the inverted multivariate t-distribution (1967) Ann Math Statist, 38, pp. 511-518
Ehlers, R., (2011) Bimatrix Variate Distributions of Wishart Ratios with Application, , http://hdl.handle.net/2263/31284, Doctoral dissertation, Faculty of Natural & Agricultural Sciences University of Pretoria, Pretoria
Fang, K.T., Kotz, S., Ng, K.W., (1990) Symmetric Multivariate and Related Distributions, , Springer-Science+Business Media, B.V, New Delhi
Fang, K.T., Zhang, Y.T., (1990) Generalized multivariate analysis science press, , Springer, Beijing
Libby, D.L., Novick, M.R., Multivariate Generalized beta distributions with applications to utility assessment (1982) J Educational Statist, 7, pp. 271-294
Muirhead, R.J., (2005) Aspects of multivariate statistical theory, , Wiley, New York
Nadarajah, S., A bivariate gamma model for drought (2007) Water Resour Res, 43, p. W08501. , http://dx.doi.org/10.1029/2006WR005641
Nadarajah, S., A bivariate distribution with gamma and beta marginals with application to drought data (2013) J App Statist, 36 (3), pp. 277-301
Olkin, I., Liu, R., A bivariate beta distribution (2003) Statist Prob Letters, 62, pp. 407-412
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_16ec
rights_invalid_str_mv http://purl.org/coar/access_right/c_16ec
dc.publisher.none.fl_str_mv Springer
dc.publisher.program.spa.fl_str_mv Tronco común Ingenierías
Ingeniería Financiera
dc.publisher.faculty.spa.fl_str_mv Facultad de Ciencias Básicas
Facultad de Ingenierías
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv Sankhya A
institution Universidad de Medellín
repository.name.fl_str_mv Repositorio Institucional Universidad de Medellin
repository.mail.fl_str_mv repositorio@udem.edu.co
_version_ 1814159100919939072

Publicaciones similares