A new class of probability distributions closely connected to generalized hyperbolic is introduced. It better adapted for studying the sums a random number variables. The properties these are studied. seems that this may be useful modeling asset returns.

Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable generalized Pareto processes. These suitable when asymptotic dependence is present, i.e., joint tail decays at same rate as marginal tail. However, recent environmental data applications suggest that independence equally important and, unfortunately, existing in this setting both ...

The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate condi- tions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivari- ate dispersive ordering of GOSs from one sample and Khaledi-Kochar mu...

This paper deals with the joint modeling of color textures in the context of Content Based Image Retrieval (CBIR). We propose a generic multivariate model based on the Generalized Gamma distribution to describe the marginal behavior of texture wavelet detail subbands. Then the information of dependence across color components is incorporated in the modeling process using the Gaussian copula. Th...

This study investigated bending, buckling, and free vibration responses of hyperbolic shear deformable functionally graded (FG) higher order beams. The material properties of FG beams are varied through thickness according to power law distribution; here, the FG beam was made of aluminium/alumina, and the hyperbolic shear deformation theory was used to evaluate the effect of shear deformation i...

Multivariate Laplace distribution is an important stochastic model that accounts for asymmetry and heavier than Gaussian tails, while still ensuring the existence of the second moments. A Lévy process based on this multivariate infinitely divisible distribution is known as Laplace motion, and its marginal distributions are multivariate generalized Laplace laws. We review their basic properties ...