Search Results - subject:"Discrete Multivariate"

Multivariate count data generalized linear models : three approaches based on the Sarmanov distribution

Bolancé, Catalina; Vernic, Raluca - In: Insurance / Mathematics & economics 85 (2019), pp. 89-103

Persistent link: https://www.econbiz.de/10011990617

A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - 2006

In this paper we propose a model for the conditional multivariate density of integer count variables defined on the set Zn. Applying the concept of copula functions, we allow for a general form of dependence between the marginal processes which is able to pick up the complex nonlinear dynamics...

Persistent link: https://www.econbiz.de/10010266919

Wieweit tragen rationale Modelle in der Finanzmarktforschung?

Franke, Günter; Weber, Thomas - 2006

In diesem Beitrag wird untersucht, inwieweit Erkenntnisse des Behavioral Finance erforderlich sind, um einerseits das kundenbezogene Wertpapiergeschäft von Banken und andererseits die Preisbildung auf Kapitalmärkten zu untersuchen. Es wird dargelegt, daß das kundenbezogene Wertpapiergeschäft...

Persistent link: https://www.econbiz.de/10010324162

Wieweit tragen rationale Modelle in der Finanzmarktforschung?

Franke, Günter; Weber, Thomas - 2006

Persistent link: https://www.econbiz.de/10010194046

Random partitioning over a sparse contingency table

Hoshino, Nobuaki - In: Annals of the Institute of Statistical Mathematics 64 (2012) 3, pp. 457-474

Persistent link: https://www.econbiz.de/10010848642

A Multivariate Integer Count Hurdle Model : Theory and Application to Exchange Rate Dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - 2007

In this paper we propose a model for the conditional multivariate density of integer count variables defined on the set Zn. Applying the concept of copula functions, we allow for a general form of dependence between the marginal processes, which is able to pick up the complex nonlinear dynamics...

Persistent link: https://www.econbiz.de/10009471644

Wieweit tragen rationale Modelle in der Finanzmarktforschung?

Franke, Günter; Weber, Thomas - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2006

Persistent link: https://www.econbiz.de/10005562288

A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2006

Persistent link: https://www.econbiz.de/10005146730

Distributions most nearly compatible with given families of conditional distributions

Arnold, Barry; Gokhale, D. - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 2, pp. 377-390

Persistent link: https://www.econbiz.de/10005184321

The New Product Problem: An Approach for Investigating Product Failures

Dillon, William R.; Calantone, Roger; Worthing, Parker - In: Management Science 25 (1979) 12, pp. 1184-1196

This paper discusses a recently developed variable selection procedure suitable when the available data have discrete components. In the context of the new product problem, a modification to the basic methodology is proposed with a view of identifying product profiles closely associated with...

Persistent link: https://www.econbiz.de/10009191284