scientific article; zbMATH DE number 7246950

zbMath1463.62355MaRDI QIDQ5121458

Songsak Sriboonchitta, Jianxu Liu, Thierry Denoeux

Publication date: 14 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/1332

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quantilebelief functionsplausibilitydynamic copulas

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Economic time series analysis (91B84)

Cites Work

• Perspectives on the theory and practice of belief functions
• Forecasting using belief functions: an application to marketing econometrics
• Rejoinder on ``Likelihood-based belief function: justification and some extensions to low-quality data
• Copula-based nonlinear quantile autoregression
• A Survey on Time-Varying Copulas: Specification, Simulations, and Application
• Upper and Lower Probabilities Induced by a Multivalued Mapping
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