We consider a multivariate survival distribution derived from an inverse Gaussian mixture of exponential distributions. The variables of this multivariate distribution are shown to exhibit total ...

Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...

This is a preview. Log in through your library . Abstract The Student t distribution has the property that the distribution evaluated from -u to +u is an increasing function of ν, the degrees of ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default generalized least-squares and maximum ...

This course is available on the MPhil/PhD in Statistics, MSc in Data Science, MSc in Health Data Science, MSc in Marketing, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in ...

Alexei Kondratyev, Christian Schwarz and Blanka Horvath propose a novel approach to the anonymisation of datasets through non-parametric learning of the underlying multivariate distribution of dataset ...

Multivariate analysis in statistics is a set of useful methods for analyzing data when there are more than one variable under consideration. Multivariate analysis techniques may be used for several ...