In this article we consider a generalization of the univariate g-and-h distribution to the multivariate situation with the aim of providing a flexible family of multivariate distributions that ...

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 ...

Methods for simulation from multivariate Gaussian distributions restricted to be from outside an arbitrary ellipsoidal region are often needed in applications. A standard rejection algorithm that ...