Pages that link to "Item:Q5754884"
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The following pages link to Maximization by Parts in Likelihood Inference (Q5754884):
Displaying 42 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- Bent-cable regression with autoregressive noise (Q104279) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Generalized linear mixed models: a review and some extensions (Q636149) (← links)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Absolute continuous multivariate generalized exponential distribution (Q904296) (← links)
- Marshall-Olkin generalized exponential distribution (Q904897) (← links)
- Efficient estimation of copula-GARCH models (Q961423) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Gaussian copula marginal regression (Q1950871) (← links)
- Copula-based geostatistical modeling of continuous and discrete data including covariates (Q2002020) (← links)
- Total loss estimation using copula-based regression models (Q2015655) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Multiple inflated negative binomial regression for correlated multivariate count data (Q2097688) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- Statistical pattern recognition using Gaussian copula (Q2320988) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) (Q2474776) (← links)
- Three-step estimation in linear mixed models with skew-\(t\) distributions (Q2480012) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Validation of the alternating conditional estimation algorithm for estimation of flexible extensions of Cox's proportional hazards model with nonlinear constraints on the parameters (Q2833481) (← links)
- A mixed copula model for insurance claims and claim sizes (Q2866311) (← links)
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion) (Q2920273) (← links)
- Likelihood inference for a two-stage design with treatment selection (Q3076084) (← links)
- A modified pseudo-copula regression model for risk groups with various dependency levels (Q3390612) (← links)
- Model-based clustering of Gaussian copulas for mixed data (Q4605242) (← links)
- A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567) (← links)
- Portfolios Optimization Under Regime Switching Model: Evidences in the American Bonds and Other Financial Assets (Q5015951) (← links)
- On absolutely continuous bivariate generalized exponential power series distribution (Q5086313) (← links)
- The generalized exponential cure rate model with covariates (Q5123642) (← links)
- Degradation data analysis for samples under unequal operating conditions: a case study on train wheels (Q5127133) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- Efficient Estimation for Patient‐Specific Rates of Disease Progression Using Nonnormal Linear Mixed Models (Q5450451) (← links)
- Generalised M‐quantile random‐effects model for discrete response: An application to the number of visits to physicians (Q6091706) (← links)
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (Q6574595) (← links)
- A double fixed rank kriging approach to spatial regression models with covariate measurement error (Q6626536) (← links)
