BookDOI
Continuous Multivariate Distributions: Models and Applications
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The article was published on 2005-01-28. It has received 990 citations till now. The article focuses on the topics: Multivariate statistics.read more
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OtherDOI
Continuous Multivariate Distributions
TL;DR: In this article, the authors present a concise review of developments on various continuous multivariate distributions and present some basic definitions and notations, and present several important continuous multi-dimensional distributions and their significant properties and characteristics.
Journal ArticleDOI
Optimal Portfolio Allocation under Higher Moments
TL;DR: In this article, the authors evaluate how departure from normality may affect the allocation of assets and propose a Taylor series expansion of the expected utility, which allows to focus on certain moments and to compute the optimal portfolio allocation numerically.
Journal ArticleDOI
Compounding effects of sea level rise and fluvial flooding
TL;DR: A bivariate flood hazard assessment approach is proposed that accounts for compound flooding from river flow and coastal water level, and it is shown that a univariate approach may not appropriately characterize the flood hazard if there are compounding effects.
Journal ArticleDOI
Vaccine optimization for COVID-19: Who to vaccinate first?
TL;DR: In this article, an age-stratified mathematical model paired with optimization algorithms was used to determine optimal vaccine allocation for four different metrics (deaths, symptomatic infections, and maximum non-ICU and ICU hospitalizations) under many scenarios.
Journal ArticleDOI
Subspace Methods for Joint Sparse Recovery
TL;DR: Subspace-augmented MUSIC (SA-MUSIC) is proposed, which improves on MUSIC such that the support is reliably recovered under such unfavorable conditions and is given in terms of a version of the restricted isometry property.