Search Results - subject:"Multivariate"

Semiparametrically efficient tests of multivariate independence using center-outward quadrant, Spearman, and Kendall Statistics

Shi, Hongjian; Drton, Mathias; Hallin, Marc; Han, Fang - 2023

Persistent link: https://www.econbiz.de/10013550194

Empirical likelihood based testing for multivariate regular variation

Einmahl, John H. J.; Krajina, Andrea - 2023

Persistent link: https://www.econbiz.de/10013475286

Estimation of large volatility matrices with low-rank signal plus sparse noise structures

Dai, Runyu; Matsuda, Yasumasa - 2023

Persistent link: https://www.econbiz.de/10014310363

Multivariate stochastic volatility models based on generalized Fisher transformation

Chen, Han; Fei, Yijie; Yu, Jun - 2023

Persistent link: https://www.econbiz.de/10014329798

Building multivariate time-varying smooth transition correlation GARCH models, with an application to the four largest Australian banks

Hall, Anthony; Silvennoinen, Annastiina; Teräsvirta, Timo - In: Econometrics : open access journal 11 (2023) 1, pp. 1-37

This paper proposes a methodology for building Multivariate Time-Varying STCC-GARCH models. The novel contributions in …

Persistent link: https://www.econbiz.de/10014281494

From geometric quantiles to halfspace depths : A geometric approach for extremal behaviour

Singha, Sibsankar; Kratz, Marie; Vadlamani, Sreekar - 2023

Persistent link: https://www.econbiz.de/10014390441

Multivariate quantiles: geometric and measure-transportation-based contours

Hallin, Marc; Konen, Dimitri - 2023

Persistent link: https://www.econbiz.de/10014391450

On the identification of the riskiest directional components from multivariate heavy-tailed data

Hägele, Miriam; Lehtomaa, Jaakko - In: Risks : open access journal 11 (2023) 7, pp. 1-18

of observations. However, in the multivariate setting, the situation is quite different. This paper aims to provide tools … and methods for detecting dominating directional components in multivariate data. We study general heavy …-tailed multivariate random vectors in dimension d ≥ 2 and present procedures that can be used to explain why the data are heavy …

Persistent link: https://www.econbiz.de/10014391566

Regional development in Poland

Klóska, Rafał - In: European research studies 26 (2023) 3, pp. 289-296

Persistent link: https://www.econbiz.de/10014380699

Innovativeness of regions in Poland

Klóska, Rafał - In: European research studies 26 (2023) 2, pp. 514-521

Persistent link: https://www.econbiz.de/10014307968