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New estimation method for mixture of normal distributions
Hu, Qianfang; Zheng, Wei; Li, Baokun; Wang, Tonghui - In: Robustness in econometrics, (pp. 217-233). 2017
Persistent link: https://www.econbiz.de/10011801168
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A multivariate generalized FGM copulas and its application to multiple regression
Zheng, Wei; Kim, Daeyoung; Wang, Tonghui; Teerawut … - In: Robustness in econometrics, (pp. 363-378). 2017
Persistent link: https://www.econbiz.de/10011801443
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Modeling of recovery rate for a given default by non-parametric method
Chen, Rongda; Zhou, Hanxian; Jin, Chenglu; Zheng, Wei - In: Pacific-Basin finance journal 57 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012170556