Multivector Variate Distributions
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Springer
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Descripción
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.
Palabras clave
62E15, 60E05, 62A10, 62H12, Bimatrix variate, Kotz distribution, Matrix variate, Multivariate elliptical distributions, Multivector variate, Random vector