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Sellers, Kimberly F. - 2023

While the Poisson distribution is a classical statistical model for count data, the distributional model hinges on the constraining property that its mean equal its variance. This text instead introduces the Conway-Maxwell-Poisson distribution and motivates its use in developing flexible...

Persistent link: https://www.econbiz.de/10014466704

Cautionary note on the two-step transformation to normality

Rönkkö, Mikko; Aguirre-Urreta, Miguel I. - In: The journal of information systems : JIS ; a semiannual … 34 (2020) 1, pp. 151-166

Persistent link: https://www.econbiz.de/10012249838

The determinants of tourists' length of stay : some further modelling issues

Thrane, Christer - In: Tourism economics : the business and finance of tourism … 21 (2015) 5, pp. 1087-1093

Persistent link: https://www.econbiz.de/10011416433

Estimating bank default with generalised extreme value regression models

Calabrese, Raffaella; Giudici, Paolo - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1783-1792

Persistent link: https://www.econbiz.de/10011418442

Combination forecasts of tourism demand with machine learning models

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Applied economics letters 23 (2016) 4/6, pp. 428-431

Persistent link: https://www.econbiz.de/10011430763

A comparative study of monotone quantile regression methods for financial returns

Cai, Yuzhi - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-16

Persistent link: https://www.econbiz.de/10011523744

High-order conditional quantile estimation based on nonparametric models of regression

Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric reviews 34 (2015) 6/10, pp. 907-958

Persistent link: https://www.econbiz.de/10011483401

Competition, openness and inequality of firm size in the Indian manufacturing

Govinda, Hariprasad - In: Foreign trade review : quarterly journal of Indian … 51 (2016) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10011451762

VAR for VaR: measuring tail dependence using multivariate regression quantiles

White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188

Persistent link: https://www.econbiz.de/10011498808

Semiparametric tail index regression

Li, Rui; Leng, Chenlei; You, Jinhong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 82-95

Persistent link: https://www.econbiz.de/10012804089

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