Statistical estimation for multivariate distributions encompasses a broad array of techniques designed to infer the joint behaviour of multiple variables. Parametric approaches such as maximum ...

We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...

Copula theory provides a unifying framework for modelling the dependence structure among multiple random variables independently of their marginal distributions. At its core is the decomposition of ...

Julie Young is an experienced financial writer and editor. She specializes in financial analysis in capital planning and investment management. Eric's career includes extensive work in both public and ...