15 citations · 84 across the 40 of their papers we have counts for
40 papers · 1 filter
Dependent and Independent Time Series
Fredy O. Perez-Ramirez, Francisco J. Caro-Lopera, Jose A. Diaz-Garcia +1
The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the exp…
Singular matrix variate Birnbaum-Saunders distribution under elliptical models
José A. Díaz-García, Francisco J. Caro-Lopera
This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbau…
Multivector variate distributions: An application in Finance
Jose. A. Diaz-Garcia, Francisco J. Caro-Lopera, Fredy O. Perez Ramirez
A new family of multivariate distributions, which shall be termed multivector variate distributions, based in the family of the multivariate contoured elliptically distribution is…
Tests about R multivariate simple linear models
Jose A. Diaz-Garcia, Oscar Alejandro Martinez-Jaime
Hypothesis about the parallelism of the regression lines in R multivariate simple linear models are studied in this paper. Tests on common intercept and sets of lines intersected a…
Matrix variate Birnbaum-Saunders distribution under elliptical models
Jose A. Diaz-Garcia, Francisco J. Caro-Lopera
This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is propo…
Generalised matrix multivariate Pearson type II-distribution
Jose A. Diaz-Garcia, Ramon Gutierrez-Sanchez
Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I…