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08/13/2020
Risk Measures Estimation Under Wasserstein Barycenter
Randomness in financial markets requires modern and robust multivariate ...
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12/19/2019
Singular matrix variate Birnbaum-Saunders distribution under elliptical models
This work sets the matrix variate Birnbaum-Saunders theory in the contex...
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11/05/2019
Some comments about measures, Jacobians and Moore-Penrose inverse
Some general problems of Jacobian computations in non-full rank matrices...
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06/24/2018
Multivector variate distributions: An application in Finance
A new family of multivariate distributions, which shall be termed multiv...
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02/17/2018