//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Trivedi, Pravin K."
~person:"Weiß, Gregor"
~subject:"Panel"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Copula function"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Panel
Statistical distribution
Multivariate Verteilung
25
Multivariate distribution
25
Theorie
10
Theory
10
Statistische Verteilung
7
Risikomaß
6
Risk measure
6
Estimation
5
Risikomanagement
5
Risk management
5
Schätzung
5
Arzneimittel
4
Copulas
4
Estimation theory
4
Gesundheitskosten
4
Health care costs
4
Pharmaceuticals
4
Private consumption
4
Privater Konsum
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Copula
3
Forecasting model
3
Household
3
Portfolio selection
3
Portfolio-Management
3
Privater Haushalt
3
Prognoseverfahren
3
Tail dependence
3
Ausreißer
2
Befragung
2
Börsenkurs
2
Correlation
2
Data collection
2
Datenerhebung
2
Dependence structures
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
9
Author
All
Trivedi, Pravin K.
Weiß, Gregor
Okhrin, Ostap
12
Smith, Michael S.
12
Einmahl, John H. J.
11
Segers, Johan
8
Lucas, André
7
Okhrin, Yarema
7
Bormann, Carsten
6
Cossette, Hélène
6
Hua, Lei
6
Härdle, Wolfgang
6
Koopman, Siem Jan
6
Krajina, Andrea
6
Patton, Andrew J.
6
Schienle, Melanie
6
Su, Jianxi
6
Winkelmann, Rainer
6
Yang, Jingping
6
Chang, Kuang-Liang
5
Furman, Edward
5
Herwartz, Helmut
5
Laeven, Roger J. A.
5
Oh, Dong Hwan
5
Avanzi, Benjamin
4
Bücher, Axel
4
Dijk, Dick van
4
Diks, Cees G. H.
4
Fischer, Matthias
4
Ly, Sal
4
Ly, Sel
4
Marceau, Etienne
4
Mtalai, Itre
4
Pho, Kim-Hung
4
Prokhorov, Artem
4
Schaumburg, Julia
4
Wong, Bernard
4
Zimmer, David M.
4
Bouezmarni, Taoufik
3
Can, Sami Umut
3
more ...
less ...
Institution
All
University of California Davis / Department of Economics
1
Published in...
All
Health economics
2
Journal of banking & finance
2
European journal of operational research : EJOR
1
Journal of risk
1
The econometrics journal
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Working papers / Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Saved in:
2
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
3
Mixture pair-copula-constructions
Weiß, Gregor
;
Scheffer, Marcus
- In:
Journal of banking & finance
54
(
2015
),
pp. 175-191
Persistent link: https://www.econbiz.de/10011377813
Saved in:
4
Attrition bias in panel data: a sheep in wolf's cloding? : a case study based on the MABEL survey
Cheng, Terence Chai
;
Trivedi, Pravin K.
- In:
Health economics
24
(
2015
)
9
,
pp. 1101-1117
Persistent link: https://www.econbiz.de/10011334121
Saved in:
5
Cost-offsets of prescription drug expenditures : data analysis via a copula-based bivariate dynamic hurdle model
Deb, Partha
;
Trivedi, Pravin K.
;
Zimmer, David M.
- In:
Health economics
23
(
2014
)
10
,
pp. 1242-1259
Persistent link: https://www.econbiz.de/10011308206
Saved in:
6
Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
Saved in:
7
Pitfalls in modelling dependence structures : explorations with copulas
Trivedi, Pravin K.
;
Zimmer, David M.
- In:
The methodology and practice of econometrics : a …
,
(pp. 149-172)
.
2009
Persistent link: https://www.econbiz.de/10003857838
Saved in:
8
Modeling the differences in counted outcomes using copula models : with application to mismeasured counts
Cameron, Adrian Colin
;
Li, Tong
;
Trivedi, Pravin K.
; …
-
2004
Persistent link: https://www.econbiz.de/10002128344
Saved in:
9
Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts
Cameron, Adrian Colin
;
Li, Tong
;
Trivedi, Pravin K.
; …
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 566-584
Persistent link: https://www.econbiz.de/10002463681
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->