This is a preview. Log in through your library . The Indian Statistical Institute (ISI), is a unique P. C. Mahalanobish institution devoted to the research, teaching and application of statistics, ...

Dependence between variables, even within their contemporaneous and extreme movements, are not limited to linear relationships defined through the Pearson correlation, ρ. The ρ is the most common ...

Forecasting for any small business involves guesswork. You know your business and its past performance, but you may not be comfortable predicting the future. Using Excel is a great way to perform what ...

Prompted by an example in the medical field we are led to consider linear structural relationships between all pairs of a set of p(>2) random variables X$_i$(i = 0, $\cdots$, p - 1). This model has ...

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...