Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in finance. Ideal for portfolio management.

For the development of effective air pollution control strategies, it is crucial to identify the sources that are the principal contributors to air pollution and estimate how much each source ...

We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...

We present self-modeling regression models for flexible nonparametric modeling of multiple outcomes measured longitudinally. Based on penalized regression splines, the models borrow strength across ...

We adapt a semi-Bayesian hierarchical modeling framework to jointly characterize the space–time variability of seasonal precipitation totals and precipitation extremes across the Northern Great Plains ...