Multimatricvariate distribution under elliptical models
classification
🧮 math.ST
stat.TH
keywords
distributionsmultimatricvariatevariateellipticalmatrixmodelsapplicationarea
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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.
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