This paper is concerned with a matrix method of deriving the sampling distributions of a large class of statistics directly from the probability law for random samples from a multivariate normal ...

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 ...

Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in ...

Simple consistent estimates are derived for the parameters of a multivariate exponential distribution. The mean squared error of the estimates is computed, and a ...