Optimal design of sea-walls requires the extreme value analysis of a variety of oceanographic data. Asymptotic arguments suggest the use of multivariate extreme value models, but empirical studies ...

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

In the recent years, there has been a growing interest in proposing covariance models for multivariate Gaussian random fields. Some of these covariance models are very flexible and can capture both ...

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 ...

This paper presents a discrete random-field model for forward prices driven by the multivariate normal inverse Gaussian distribution. The model captures the idiosyncratic risk and adequately addresses ...