The problem of marginal density estimation for a multivariate density function f(x) can be generally stated as a problem of density function estimation for a random vector λ(x) of dimension lower than ...

Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...