Multimatricvariate distribution under elliptical models

José A. Díaz-García; Francisco J. Caro-Lopera

doi:10.1016/j.jspi.2021.05.011

Multimatricvariate distribution under elliptical models

José A. Díaz-García, Francisco J. Caro-Lopera

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Resumen

A new family of matrix variate distributions indexed by elliptical models is proposed in this work. The termed multimatricvariate distributions emerge as a generalisation of the bimatrix variate distributions based on matrix variate Gamma distributions and independence. Some properties and special cases of the multimatricvariate distributions are also derived. Two new interesting Jacobians in the area are also provided. Finally, an application for time dependent data of DNA molecules is studied.

Idioma original	Inglés
Páginas (desde-hasta)	109-117
Número de páginas	9
Publicación	Journal of Statistical Planning and Inference
Volumen	216
DOI	https://doi.org/10.1016/j.jspi.2021.05.011
Estado	Publicada - ene. 2022

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Artículo A2 - Q2

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10.1016/j.jspi.2021.05.011

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title = "Multimatricvariate distribution under elliptical models",

abstract = "A new family of matrix variate distributions indexed by elliptical models is proposed in this work. The termed multimatricvariate distributions emerge as a generalisation of the bimatrix variate distributions based on matrix variate Gamma distributions and independence. Some properties and special cases of the multimatricvariate distributions are also derived. Two new interesting Jacobians in the area are also provided. Finally, an application for time dependent data of DNA molecules is studied.",

keywords = "Bimatrix variate, Matricvariate, Matrix variate, Matrix variate elliptical distributions, Random matrices",

author = "D{\'i}az-Garc{\'i}a, {Jos{\'e} A.} and Caro-Lopera, {Francisco J.}",

note = "Publisher Copyright: {\textcopyright} 2021 Elsevier B.V.",

year = "2022",

month = jan,

doi = "10.1016/j.jspi.2021.05.011",

language = "Ingl{\'e}s",

volume = "216",

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journal = "Journal of Statistical Planning and Inference",

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TY - JOUR

T1 - Multimatricvariate distribution under elliptical models

AU - Díaz-García, José A.

AU - Caro-Lopera, Francisco J.

PY - 2022/1

Y1 - 2022/1

N2 - A new family of matrix variate distributions indexed by elliptical models is proposed in this work. The termed multimatricvariate distributions emerge as a generalisation of the bimatrix variate distributions based on matrix variate Gamma distributions and independence. Some properties and special cases of the multimatricvariate distributions are also derived. Two new interesting Jacobians in the area are also provided. Finally, an application for time dependent data of DNA molecules is studied.

AB - A new family of matrix variate distributions indexed by elliptical models is proposed in this work. The termed multimatricvariate distributions emerge as a generalisation of the bimatrix variate distributions based on matrix variate Gamma distributions and independence. Some properties and special cases of the multimatricvariate distributions are also derived. Two new interesting Jacobians in the area are also provided. Finally, an application for time dependent data of DNA molecules is studied.

KW - Bimatrix variate

KW - Matricvariate

KW - Matrix variate

KW - Matrix variate elliptical distributions

KW - Random matrices

UR - http://www.scopus.com/inward/record.url?scp=85107825925&partnerID=8YFLogxK

U2 - 10.1016/j.jspi.2021.05.011

DO - 10.1016/j.jspi.2021.05.011

M3 - Artículo

AN - SCOPUS:85107825925

SN - 0378-3758

VL - 216

SP - 109

EP - 117

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

ER -

Multimatricvariate distribution under elliptical models

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