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Modeling dependence between loss triangles with hierarchical Archimedean copulas
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 577-599
Persistent link: https://www.econbiz.de/10011397265
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Modeling dependence in two-tier stochastic frontier models
Papadopoulos, Alecos; Parmeter, Christopher F.; … - In: Journal of productivity analysis : an official journal … 56 (2021) 2/3, pp. 85-101
Persistent link: https://www.econbiz.de/10012656569
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Mixed density based copula likelihood
Azam, Kazim; Lucas, André - 2015 - This version: January 7, 2015
We consider a new copula method for mixed marginals of discrete and continuous random variables. Unlike the Bayesian … methods in the literature, we use maximum likelihood estimation based on closed-form copula functions. We show with a … using data from the 2013 Household Finance Survey, we show how the copula dependence between income (continuous) and …
Persistent link: https://www.econbiz.de/10010464789
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Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index
Gao, Yichen; Zhang, Yu Yvette; Wu, Ximing - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10011285954
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A new class of copulas involving geometric distribution : estimation and applications
Zhang, Kong-Sheng; Lin, Jin-Guan; Xu, Pei-Rong - In: Insurance / Mathematics & economics 66 (2016), pp. 1-10
Persistent link: https://www.econbiz.de/10011442646
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A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
Bhat, Chandra R.; Lavieri, Patrícia S. - In: Theory and decision : an international journal for … 84 (2018) 2, pp. 239-275
Persistent link: https://www.econbiz.de/10011940887
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Application of the double Kernel density approach to the multivariate analysis of attributeless event point datasets
Zusman, Marina; Broitman, Dani; Portnov, Boris A. - In: Letters in spatial and resource sciences : LSRS 9 (2016) 3, pp. 363-382
Persistent link: https://www.econbiz.de/10011565192
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Estimation of threshold distributions for market participation
Guerini, Mattia; Musso, Patrick; Nesta, Lionel - 2020
Persistent link: https://www.econbiz.de/10012233690
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Estimation of threshold distributions for market participation
Guerini, Mattia; Musso, Patrick; Nesta, Lionel - 2020
We develop a new method to estimate the parameters of threshold distributions for market participation based upon an agent-specific attribute and its decision outcome. This method requires few behavioral assumptions, is not data demanding, and can adapt to various parametric distributions. Monte...
Persistent link: https://www.econbiz.de/10012211079
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On a stochastic degradation model based on the generalised inverse Gaussian distribution
Tamaru, Leona; Nagatsuka, Hideki - In: Asian journal of management science and applications : AJMSA 4 (2019) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10012154205