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 ...

Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 82, No. 1 (May 2020), pp. 34-69 (36 pages) Existing methods for estimating the parameters of the ...

Predicting organismal phenotypes from genotype data is important for preventive and personalized medicine as well as plant and animal breeding. Although genome-wide association studies (GWAS) for ...

Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

This paper presents a discrete random-field model for forward prices driven by the multivariate normal inverse Gaussian distribution. The model captures the idiosyncratic risk and adequately addresses ...

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 ...

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 ...