English

Multimatricvariate distribution under elliptical models

Statistics Theory 2018-07-19 v1 Statistics Theory

Abstract

A new family of matrix variate distributions indexed by elliptical models are proposed in this work. The so called \emph{multimatricvariate distributions} emerge as a generalization 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

Cite

@article{arxiv.1807.06635,
  title  = {Multimatricvariate distribution under elliptical models},
  author = {José A. Díaz-García and Frencisco J. Caro-Lopera},
  journal= {arXiv preprint arXiv:1807.06635},
  year   = {2018}
}

Comments

13pages

R2 v1 2026-06-23T03:04:57.120Z