Optimal design of sea-walls requires the extreme value analysis of a variety of oceanographic data. Asymptotic arguments suggest the use of multivariate extreme value models, but empirical studies ...
Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in finance. Ideal for portfolio management.
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 ...
The Annals of Probability, Vol. 41, No. 2 (March 2013), pp. 1088-1114 (27 pages) The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback