In this paper we continue our investigation of entropy comparisons with emphasis on multivariate distributions. For multiparameter cases of the multinomial and negative multinomial distributions we ...
This paper presents a saddlepoint approximation to the cumulative distribution function of a random vector. The proposed approximation has accuracy comparable to that of existing expansions valid in ...
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 ...
Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...