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 ...

This paper is concerned with a matrix method of deriving the sampling distributions of a large class of statistics directly from the probability law for random samples from a multivariate normal ...