The LHS indicates that g is a function of D variables whereas the RHS indicates that g is a function of only 1 variable.

Abstract: Copulas are multivariate joint distributions of random variables with uniform marginal distributions. They have become increasingly important in statistical models in which the dependence ...

Abstract: The paper introduces an intraday rolling scheduling model for power distribution networks, leveraging conditional multivariate normal distribution-based ...

An illustration of a magnifying glass. An illustration of a magnifying glass.

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We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution and ...