Statistical estimation for multivariate distributions encompasses a broad array of techniques designed to infer the joint behaviour of multiple variables. Parametric approaches such as maximum ...

Stochastic analysis of multivariate distributions encompasses the theoretical and computational methods used to characterise, compare and infer the behaviour of multiple interdependent random ...

We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...

Julie Young is an experienced financial writer and editor. She specializes in financial analysis in capital planning and investment management. Eric's career includes extensive work in both public and ...