An algorithm for constructing high dimensional distributions from distributions of lower dimension
Year of publication: |
2014
|
---|---|
Authors: | Anatolyev, Stanislav ; Khabibullin, Renat ; Prokhorov, Artem |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 123.2014, 3, p. 257-261
|
Subject: | Pseudo-likelihood | Multivariate distribution | Copulas | Multivariate Verteilung | Statistische Verteilung | Statistical distribution | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Algorithmus | Algorithm | Wahrscheinlichkeitsrechnung | Probability theory | Einkommensverteilung | Income distribution |
-
On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski, (2014)
-
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena, (2015)
-
Inverse Gaussian processes with correlated random effects for multivariate degradation modeling
Fang, Guanqi, (2022)
- More ...
-
Reconstructing High Dimensional Dynamic Distributions from Distributions of Lower Dimension
Anatolyev, Stanislav, (2012)
-
Reconstructing high dimensional dynamic distributions from ditributions of lower dimension
Anatolyev, Stanislav, (2012)
-
Estimating asymmetric dynamic distributions in high dimensions
Anatolyev, Stanislav, (2018)
- More ...