IDEAS home Printed from https://ideas.repec.org/a/spr/sankha/v84y2022i2d10.1007_s13171-020-00202-7.html
   My bibliography  Save this article

Multivector Variate Distributions

Author

Listed:
  • José A. Díaz-García

    (Universidad Autónoma de Chihuahua)

  • Francisco J. Caro-Lopera

    (Universidad de Medellín)

  • Fredy O. Pérez Ramírez

    (Universidad de Medellín)

Abstract

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.

Suggested Citation

  • José A. Díaz-García & Francisco J. Caro-Lopera & Fredy O. Pérez Ramírez, 2022. "Multivector Variate Distributions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 534-555, August.
    • Handle: RePEc:spr:sankha:v:84:y:2022:i:2:d:10.1007_s13171-020-00202-7
    DOI: 10.1007/s13171-020-00202-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13171-020-00202-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s13171-020-00202-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Olkin, Ingram & Liu, Ruixue, 2003. "A bivariate beta distribution," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 407-412, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. repec:cte:wsrepe:ws131211 is not listed on IDEAS
    2. Bibby, Bo Martin & Væth, Michael, 2011. "The two-dimensional beta binomial distribution," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 884-891, July.
    3. A. El-Bassiouny & M. Jones, 2009. "A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(4), pages 465-481, November.
    4. Arjun Gupta & Johanna Orozco-Castañeda & Daya Nagar, 2011. "Non-central bivariate beta distribution," Statistical Papers, Springer, vol. 52(1), pages 139-152, February.
    5. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
    6. Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2014. "Beta-product dependent Pitman–Yor processes for Bayesian inference," Journal of Econometrics, Elsevier, vol. 180(1), pages 49-72.
    7. Edilberto Cepeda-Cuervo & Jorge Alberto Achcar & Liliana Garrido Lopera, 2014. "Bivariate beta regression models: joint modeling of the mean, dispersion and association parameters," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(3), pages 677-687, March.
    8. Khakzad, Nima & Khan, Faisal & Paltrinieri, Nicola, 2014. "On the application of near accident data to risk analysis of major accidents," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 116-125.
    9. Saraless Nadarajah, 2006. "Exact and approximate distributions for the product of inverted Dirichlet components," Statistical Papers, Springer, vol. 47(4), pages 551-568, October.
    10. Susanne Trick & Constantin A. Rothkopf & Frank Jäkel, 2023. "Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation," METRON, Springer;Sapienza Università di Roma, vol. 81(2), pages 163-180, August.
    11. Arnold, Barry C. & Tony Ng, Hon Keung, 2011. "Flexible bivariate beta distributions," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1194-1202, September.
    12. Heinen, Andréas & Valdesogo, Alfonso, 2020. "Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    13. José María Sarabia & Vanesa Jordá & Faustino Prieto & Montserrat Guillén, 2020. "Multivariate Classes of GB2 Distributions with Applications," Mathematics, MDPI, vol. 9(1), pages 1-21, December.
    14. Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2011. "Beta-product Poisson-Dirichlet Processes," DES - Working Papers. Statistics and Econometrics. WS 12160, Universidad Carlos III de Madrid. Departamento de Estadística.
    15. José Díaz-García & Ramón Gutiérrez-Jáimez, 2011. "Noncentral bimatrix variate generalised beta distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(3), pages 317-333, May.
    16. Arnold Barry C. & Arvanitis Matthew, 2021. "On a general class of gamma based copulas," Dependence Modeling, De Gruyter, vol. 9(1), pages 374-384, January.
    17. Laradji, A., 2015. "Sums of totally positive functions of order 2 and applications," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 176-180.
    18. Corsini, Noemi & Viroli, Cinzia, 2022. "Dealing with overdispersion in multivariate count data," Computational Statistics & Data Analysis, Elsevier, vol. 170(C).
    19. Olkin, Ingram & Trikalinos, Thomas A., 2015. "Constructions for a bivariate beta distribution," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 54-60.
    20. Zikopoulos, Christos & Tagaras, George, 2007. "Impact of uncertainty in the quality of returns on the profitability of a single-period refurbishing operation," European Journal of Operational Research, Elsevier, vol. 182(1), pages 205-225, October.
    21. Saralees Nadarajah, 2007. "A new bivariate beta distribution with application to drought data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 153-174.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sankha:v:84:y:2022:i:2:d:10.1007_s13171-020-00202-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.