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 ...

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In this article, we consider the case when the number of observations n is less than the dimension p of the random vectors which are assumed to be independent and identically distributed as normal ...

This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of ...