Abstract: The heavy-tailed Multivariate Normal Inverse Gaussian (MNIG) distribution is a recent variance-mean mixture of a multivariate Gaussian with a univariate inverse Gaussian distribution. Due to ...

We consider a multivariate survival distribution derived from an inverse Gaussian mixture of exponential distributions. The variables of this multivariate distribution are shown to exhibit total ...

Abstract: The normal inverse Gaussian (NIG) distribution is a recent variance-mean mixture of a Gaussian with an inverse Gaussian distribution. The NIG can serve as a model for data that are ...

MVT package contains a set of routines to perform estimation and inference under the multivariate t-distribution. These methods are a direct generalization of the multivariate inference under the ...

AKDE provides an accurate, adaptive kernel density estimator based on the Gaussian Mixture Model for multidimensional data. This Python implementation includes automatic grid construction for ...

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 ...