Several important multivariate probability inequalities can be formulated in terms of multivariate convolutions of the form ∫ $f_{1}(x)f_{2}(x-\theta )dx$, where ...

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

Two estimates of the density function f(x, y) of points in a plane are defined from a sample of n points by (1) counting how many points lie within a square of side 2h and center at (x, y), and (2) by ...