Non‐Gaussian geostatistical modeling using (skew) t processes

Robust mixture of experts modeling using the skew $t$ distribution

Mixture of Experts (MoE) is a popular framework in the fields of statistics and machine learning for modeling heterogeneity in data for regression, classification and clustering. MoE for continuous data are usually based on the normal distribution. However, it is known that for data with asymmetric behavior, heavy tails and atypical observations, the use of the normal distribution is unsuitable...

Geostatistical modeling of topography using auxiliary maps

Space-Time Regression Modeling of Tree Growth Using the Skew-t Distribution

In this article we present new statistical methodology for the analysis of repeated measures of spatially correlated growth data. Our motivating application, a ten year study of height growth in a plantation of even-aged white spruce, presents several challenges for statistical analysis. Here, the growth measurements arise from an asymmetric distribution, with heavy tails, and thus standard lon...

Sequential nongaussian simulations using the FGM Copula

Copulas are statistical tools for modelling the multivariate structure between variables in a distribution free way. They are beginning to be used in financial literature as an alternative to the multivariate normal. After reviewing the main properties of bivariate and multivariate copulas, three multivariate families are presented: the classical multivariate normal, the Fairlie-Gumbel-Morganst...

modeling insurance claims distribution through combining generalized hyperbolic skew-t distribution with extreme value theory

this paper examines whether combining generalized hyperbolic skew-t distribution, recently introduced in the field of insurance, and extreme value theory (evt) could result in a modeling of loss function that could model central value as well as extreme value in appropriate manner. the data used in this study are the amount of property damage and bodily injury covered under automobile liability...