Pages that link to "Item:Q4967793"
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The following pages link to DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793):
Displaying 8 items.
- Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
- Selection of mixed copula for association modeling with tied observations (Q2111315) (← links)
- Model averaging based on generalized method of moments (Q2659973) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
- (Q5148998) (← links)
- Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models (Q6548802) (← links)
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss (Q6618501) (← links)