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Flexible Bayesian quantile regression in ordinal models
Rahman, Mohammad Arshad; Karnawat, Shubham - 2019
Persistent link: https://www.econbiz.de/10012244181
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Modeling loss given default regressions
Li, Phillip; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of risk 23 (2020/2021) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
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Comparing cross-country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets
Chang, Andrew C.; Li, Phillip; Martin, Shawn M. - 2017
Chotikapanich and Griffiths (2002) introduced the Dirichlet distribution to the estimation of Lorenz curves. This distribution naturally accommodates the proportional nature of income share data and the dependence structure between the shares. Chotikapanich and Griffiths (2002) fit a family of...
Persistent link: https://www.econbiz.de/10011709631