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<Article>
<Journal>
				<PublisherName>Iranian Statistical Society</PublisherName>
				<JournalTitle>Journal of the Iranian Statistical Society</JournalTitle>
				<Issn>1726-4057</Issn>
				<Volume>23</Volume>
				<Issue>2</Issue>
				<PubDate PubStatus="epublish">
					<Year>2024</Year>
					<Month>12</Month>
					<Day>01</Day>
				</PubDate>
			</Journal>
<ArticleTitle>Multimatricvariate and Multimatrix Variate Distributions Based on Elliptically Contoured Laws under Real Normed Division Algebras</ArticleTitle>
<VernacularTitle></VernacularTitle>
			<FirstPage>35</FirstPage>
			<LastPage>67</LastPage>
			<ELocationID EIdType="pii">721535</ELocationID>
			
<ELocationID EIdType="doi">10.22034/jirss.2025.2042155.1078</ELocationID>
			
			<Language>EN</Language>
<AuthorList>
<Author>
					<FirstName>Jose A.</FirstName>
					<LastName>Diaz-Garcia</LastName>
<Affiliation>Facultad de Zootecnia y Ecología, Universidad Autónoma de Chihuahua, Chihuahua, México.</Affiliation>
<Identifier Source="ORCID">0000-0001-5406-8789</Identifier>

</Author>
<Author>
					<FirstName>Francisco J.</FirstName>
					<LastName>Caro-Lopera</LastName>
<Affiliation>University of Medellin, Faculty of Basic Sciences, Carrera 87 No.30-65, Medellin, Colombia.</Affiliation>
<Identifier Source="ORCID">0000-0001-5406-8789</Identifier>

</Author>
</AuthorList>
				<PublicationType>Journal Article</PublicationType>
			<History>
				<PubDate PubStatus="received">
					<Year>2024</Year>
					<Month>09</Month>
					<Day>28</Day>
				</PubDate>
			</History>
		<Abstract>This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about random matrix variate distributions: 1) Modeling of two or more probabilistically dependent random variables in all possible combinations whether univariate, vector and matrix simultaneously. 2) Expected marginal distributions under independence and joint estimation of models under likelihood functions of dependent samples. 3) Definition of a likelihood function for dependent samples in the mentioned random dimensions and under real normed division algebras. The corresponding real distributions are alternative approaches to the existing univariate and vector variate copulas, with the additional advantages previously listed. An application for quaternionic algebra is illustrated by a computable dependent sample joint distribution for landmark data emerged from shape theory.</Abstract>
		<ObjectList>
			<Object Type="keyword">
			<Param Name="value">Multimatrix variate</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">real normed division algebras</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">matrix variate</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">multimatricvariate</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">random matrices</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">Matrix Variate Elliptical Distributions</Param>
			</Object>
		</ObjectList>
<ArchiveCopySource DocType="pdf">https://jirss.irstat.ir/article_721535_2cc0363a9df7ace39029e3e3a378db6e.pdf</ArchiveCopySource>
</Article>
</ArticleSet>
