Zobrazeno 1 - 10
of 115
pro vyhledávání: '"Caro-Lopera, Francisco J."'
Recently the termed \emph{multimatrix variate distributions} were proposed in \citet{dgcl:24a} as an alternative for univariate and vector variate copulas. The distributions are based on sample probabilistic dependent elliptically countered models an
Externí odkaz:
http://arxiv.org/abs/2408.02059
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about random ma
Externí odkaz:
http://arxiv.org/abs/2405.06905
A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new perspectives for
Externí odkaz:
http://arxiv.org/abs/2405.02498
Randomness in financial markets requires modern and robust multivariate models of risk measures. This paper proposes a new approach for modeling multivariate risk measures under Wasserstein barycenters of probability measures supported on location-sc
Externí odkaz:
http://arxiv.org/abs/2008.05824
This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbaum-Saunders distribution is obtained with respect the Hausdorff measure
Externí odkaz:
http://arxiv.org/abs/1912.09547
Some general problems of Jacobian computations in non-full rank matrices are discussed in this work. In particular, the Jacobian of the Moore-Penrose inverse derived via matrix differential calculus is revisited. Then the Jacobian in the full rank ca
Externí odkaz:
http://arxiv.org/abs/1911.01596
A new family of multivariate distributions, which shall be termed multivector variate distributions, based in the family of the multivariate contoured elliptically distribution is proposed. Several particular cases of multivector variate distribution
Externí odkaz:
http://arxiv.org/abs/1806.09086
This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is proposed, instead of the independent element by element representation of t
Externí odkaz:
http://arxiv.org/abs/1802.06173
Publikováno v:
In Physics and Chemistry of the Earth October 2022 127
Publikováno v:
In Journal of Statistical Planning and Inference January 2022 216:109-117