Transformation model based regression with dependently truncated and independently censored data. [PDF]
J R Stat Soc Ser C Appl Stat, 2022 Qian J, Chiou SH, Betensky RA.
europepmc +1 more source
Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
PLoS OneZeng J, Wu J.
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Parameter Estimation and Application of the Multivariate Skew t-Copula [PDF]
copula construction, moments method, skew normal distribution, skew t-copula, skew t ...
Kollo, Tonu, Petere, Gaida
core
Spatio-temporal characteristics and multivariate recurrence period of agricultural drought in Northwestern China. [PDF]
Sci RepFeng K +8 more
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A Spot Stochastic Recovery Extension of the Gaussian Copula [PDF]
The market evolution since the end of 2007 has been characterized by an increase of systemic risk and a high number of defaults. Realized recovery rates have been very dispersed and different from standard assumptions, while 60%-100% super-senior ...
Bennani, Norddine, Maetz, Jerome
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A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]
Entropy (Basel)Wei Y, Xi W.
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Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach [PDF]
As agriculture becomes more industrialized, the role of risk measures such as value-at-risk (VaR) will become more utilized. In this case it was applied to geographical diversification and also modifying the traditional VaR estimation by incorporating a ...
Larsen, Ryan A. +2 more
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Comb-BOIN12: A Utility-Based Bayesian Optimal Interval Design for Dose Optimization in Cancer Drug-Combination Trials. [PDF]
Stat Biopharm ResLu M, Zhang J, Yuan Y, Lin R.
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Joint meta-analysis of two diagnostic tests accounting for within and between studies dependence. [PDF]
Stat Methods Med ResNikoloulopoulos AK.
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A New Family of Continuous Probability Distributions. [PDF]
Entropy (Basel), 2021 El-Morshedy M +4 more
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