Statistical models based on Gaussian random variables occupy a central position in modern data analysis, offering a mathematically tractable framework for inference, prediction and dimensionality ...

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 ...

Assessing multivariate normality is a fundamental prerequisite in many statistical analyses, including multivariate regression, principal component analysis and discriminant analysis. A broad spectrum ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...