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Jose A. Diaz-Garcia

Publications and source records attributed to Jose A. Diaz-Garcia.

36 records · Page 2Linked to original sources
arXiv2011

Multivariate stratified sampling by stochastic multiobjective optimisation

This work considers the allocation problem for multivariate stratified random sampling as a problem of integer non-linear stochastic multiobjective mathematical programming. With this goal in mind the asymptotic distribution of the vector of sample variances is studied. Two alternative approaches are suggested for solving the allocation problem for multivariate stratified random sampling. An example is presented by applying the different proposed techniques.

stat.ME↗
arXiv2011

Optimum allocation in multivariate stratified random sampling: Stochastic matrix optimisation

The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered. With these aims the asymptotic normality of sample covariance matrices for each strata is established. Some alternative approaches are suggested for its solution. An example is solved by applying the proposed techniques.

math.ST↗
arXiv2011

Multiple response optimisation: Multiobjective stochastic programming methods

The multiresponse surface problem is modelled as one of multiobjective stochastic optimisation, and diverse solutions are proposed. Several crucial differences are highlighted between this approach and others that have been proposed. Finally, in a numerical example, some particular solutions are applied and described in detail.

math.ST↗
arXiv2010

Shape theory via affine transformation: Some generalisations

This work sets the statistical affine shape theory in the context of real normed division algebras. The general densities apply for every field: real, complex, quaternion, octonion, and for any noncentral and non-isotropic elliptical distribution; then the separated published works about real and complex shape distributions can be obtained as corollaries by a suitable selection of the field parameter and univariate integrals involving the generator elliptical function. As a particular case, the complex normal affine density is derived and applied in brain magnetic resonance scans of normal and schizophrenic patients.

math.ST↗
arXiv2010

Matricvariate and matrix multivariate Pearson type II distributions

This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson type II distribution, beta type I distributions and the joint density of the singular values are obtained for real normed division algebras.

math.ST↗
arXiv2010

Central matricvariate and matrix multivariate T distributions

Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint density of the singular values are obtained for real normed division algebras.

math.ST↗
arXiv2010

On Wishart distribution

This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases. In particular, the noncentral generalised Wishart distribution, the joint density of the eigenvalues and the distribution of the maximum eigenvalue are obtained for real normed division algebras.

math.ST↗
arXiv2010

An identity of Jack polynomials

In this work it is propose an alterative proof of one of basic properties of the zonal polynomials. This identity is generalised for the Jack polynomials.

math.ST↗
arXiv2010

Shape theory via polar decomposition

This work proposes a new model in the context of statistical theory of shape, based on the polar decomposition. The non isotropic noncentral elliptical shape distributions via polar decomposition is derived in the context of zonal polynomials, avoiding the invariant polynomials and the open problems for their computation. The new polar shape distributions are easily computable and then the inference procedure can be studied under exact densities. As an example of the technique, a classical application in Biology is studied under three models, the usual Gaussian and two non normal Kotz models; the best model is selected by a modified BIC criterion, then a test for equality in polar shapes is performed.

math.ST↗
arXiv2010

Shape Theory Via SV Decomposition II

The non isotropic and non central elliptical shape distributions via the Le and Kendall SVD decomposition approach are derived in this paper in the context of invariant polynomials and zonal polynomials. The so termed cone and disk densities here obtained generalise some results of the literature. Finally, some particular densities are applied in a classical data of Biology, and the inference is performed after choosing the best model by using a modified BIC criterion.

math.ST↗
arXiv2010

Shape theory via SVD decomposition I

This work finds the non isotropic noncentral elliptical shape distributions via SVD decomposition in the context of zonal polynomials, avoiding the invariant polynomials and the open problems for their computation. The new shape distributions are easily computable and then the inference procedure is based on exact densities instead of the published approximations and asymptotic densities of isotropic models. An application of the technique is illustrated with a classical landmark data in Biology, for this, three models are proposed, the usual Gaussian and two non Gaussian; the best one is chosen by using a modified BIC criterion.

math.ST↗
arXiv2010

Shape Theory via QR decomposition

This work sets the non isotropic noncentral elliptical shape distributions via QR decomposition in the context of zonal polynomials, avoiding the invariant polynomials and the open problems for their computation. The new shape distributions are easily computable and then the inference procedure can be studied under exact densities instead under the published approximations and asymptotic densities under isotropic models. An application in Biology is studied under the classical gaussian approach and a two non gaussian models.

math.ST↗
arXiv2009

Random matrix theory and multivariate statistics

Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases the classical random matrix ensembles, are proposed. Some properties of these classes of ensemble are analysed. In addition, the random matrix ensemble approach is extended and a unified theory proposed for the study of distributions for real normed division algebras in the context of multivariate statistics.

math.ST↗
arXiv2009

Complex bimatrix variate generalised beta distributions

In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type I distributions, several basic properties, including the joint eigenvalue density and the maximum eigenvalue distribution, are studied.

math.ST↗
arXiv2009

Noncentral bimatrix variate generalised beta distributions

In this paper, we determine the density functions of nonsymmetrised doubly noncentral matrix variate beta type I and II distributions. The nonsymetrised density functions of doubly noncentral and noncentral bimatrix variate generalised beta type I and II distributions are also obtained.

math.ST↗
arXiv2009

Compound and scale mixture of vector and spherical matrix variate elliptical distributions

Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.

math.ST↗