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 ...

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 ...

We propose a novel approach for the computation of the probability distribution of a counting variable linked to a particular kind of hierarchical multivariate copula function called a clusterized ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to ...