This paper presents an asymptotic approximation for the marginal density of a nonlinear function g(θ) that is applicable when the joint density of θ is dominated by a single mode and the Jacobian of g ...

This is a preview. Log in through your library . Abstract The notion of probability density for a random function is not as straight-forward as in finite-dimensional cases. While a probability density ...

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...