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 ...

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...

Two estimates of the density function f(x, y) of points in a plane are defined from a sample of n points by (1) counting how many points lie within a square of side 2h and center at (x, y), and (2) by ...