The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was ...
This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of ...
This paper proves a converse to a theorem of L. D. Brown and Y. Rinott concerning positive dependence ordering for multivariate compound Poisson distributions. Journal Information The purpose of The ...