Search Results - subject:"Conditional distribution"

Gaussian transforms modeling and the estimation of distributional regression functions

Spady, Richard Henry; Stouli, Sami - 2020

Conditional distribution functions are important statistical objects for the analysis of a wide class of problems in … econometrics and statistics. We propose flexible Gaussian representations for conditional distribution functions and give a concave …. Inference and estimation results for conditional distribution, quantile and density functions implied by our representations are …

Persistent link: https://www.econbiz.de/10012621130

Gaussian transforms modeling and the estimation of distributional regression functions

Spady, Richard Henry; Stouli, Sami - 2020

Persistent link: https://www.econbiz.de/10012312896

Asymmetry in the conditional distribution of euro-area inflation

Tagliabracci, Alex - 2020

Persistent link: https://www.econbiz.de/10012204734

Dual regression

Spady, Richard Henry; Stouli, Sami - 2019

conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the … regression often produces in practice. Our approach introduces a mathematical programming characterization of conditional … distribution functions which, in its simplest form, is the dual program of a simultaneous estimator for linear location …

Persistent link: https://www.econbiz.de/10012146353

Dual regression

Spady, Richard Henry; Stouli, Sami - 2019

Persistent link: https://www.econbiz.de/10011955439

Bayesian Switching Volatility Models for Analysing Stock Returns in Ghana

Akurugu, Edward; Angbing, Irene Dekomwine; Nasiru, Suleman - In: Statistics, Politics and Policy 13 (2022) 2, pp. 235-254

Abstract The goal of this research was to use Bayesian switching volatility models to model the stock returns of the GCB, bank in Ghana. Monthly stock prices of GCB bank for the period of 138 months were used for the study. The two-state Markov-Switching GARCH models were used in the study to...

Persistent link: https://www.econbiz.de/10014621188

Distribution regression in duration analysis : an application to unemployment spells

Delgado, Miguel A.; García, Andrés; Sant'Anna, Pedro H. C. - In: The econometrics journal 25 (2022) 3, pp. 675-698

Persistent link: https://www.econbiz.de/10013399857

Sampling the multivariate standard normal distribution under a weighted sum constraint

Vrins, Frédéric - In: Risks 6 (2018) 3, pp. 1-13

Statistical modeling techniques-and factor models in particular-are extensively used in practice, especially in the insurance and finance industry, where many risks have to be accounted for. In risk management applications, it might be important to analyze the situation when fixing the value of...

Persistent link: https://www.econbiz.de/10011996624

Sampling the multivariate standard normal distribution under a weighted sum constraint

Frédéric, Vrins - In: Risks : open access journal 6 (2018) 3, pp. 1-13

Persistent link: https://www.econbiz.de/10011867487

Modality for scenario analysis and maximum likelihood allocation

Koike, Takaaki; Hofert, Marius - In: Insurance / Mathematics & economics 97 (2021), pp. 24-43

Persistent link: https://www.econbiz.de/10012491956