Given a discrete maximization problem with a linear objective function where the coefficients are chosen randomly from a distribution, we would like to evaluate the expected optimal value and the ...

Nonparametric estimation of probability density functions, both marginal and joint densities, is a very useful tool in statistics. The kernel method is popular and applicable to dependent data, ...

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...