In this article we consider a generalization of the univariate g-and-h distribution to the multivariate situation with the aim of providing a flexible family of multivariate distributions that ...

Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...

As alternatives to the normal distributions, t distributions are widely applied in robust analysis for data with outliers or heavy tails. The properties of the multivariate t distribution are well ...

Multivariate analysis in statistics is a set of useful methods for analyzing data when there are more than one variable under consideration. Multivariate analysis techniques may be used for several ...