output
20052014
most citedA Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains

20 citations

11 papers

math.ST2014

Generalised matricvariate -distribution

Jose A. Diaz-Garcia, Ramon Gutierrez-Sanchez

Assuming Kotz-Riesz type I and II distributions and their corresponding independent Riesz distributions the associated generalised matricvariate T distributions, termed matricvaria…

math.ST2013★ 9 cited

Moments of the Riesz distribution

Jose A. Diaz-Garcia

This article derives the first two moments of the two versions of the Riesz distribution in the terms of their characteristic functions.

math.ST2012★ 3 cited

Distributions on symmetric cones I: Riesz distribution

Jose A. Diaz-Garcia

The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied.

math.ST2012

Matrix Kummer-Pearson VII Relation and its Application in Affine Shape

Francisco J. Caro-Lopera, Jose A. Diaz-Garcia

A case of the matrix Kummer relation of Herz (1955) based on the Pearson VII type matrix model is derived in this paper. As a consequence, the polynomial Pearson VII configuration…

math.ST2011

A modified Prékopa's approach in optimum allocation in multivariate stratified random sampling

Jose A. Diaz-Garcia, Rogelio Raos-Quiroga

A modified Prekopa's approach is considered for the problem of optimum allocation in multivariate stratified random sampling. An example is solved by applying the proposed methodol…

math.ST2011

Multiple response optimisation: Multiobjective stochastic programming methods

Jose A. Diaz-Garcia, Mahdi Bashiri

The multiresponse surface problem is modelled as one of multiobjective stochastic optimisation, and diverse solutions are proposed. Several crucial differences are highlighted betw…