EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Skew-elliptical distribution"
Narrow search

Narrow search

Year of publication
Subject
All
Estimation 2 Financial market 2 Finanzmarkt 2 Schätzung 2 Skew-elliptical distribution 2 ARCH model 1 ARCH-Modell 1 Accelerated failure time model 1 Ansteckungseffekt 1 Asymmetry 1 Ausreißer 1 Backtesting 1 Bivariate skew-elliptical distribution 1 Bivariate skew-t distribution 1 CoVaR 1 Conditional extremes 1 Contagion effect 1 Dirichlet process 1 Estimation theory 1 Financial crisis 1 Finanzkrise 1 Generalized skew two-piece skew-elliptical distribution 1 Generalized skew two-piece skew-t distribution 1 Heavy tails 1 Kalman filter 1 Maximum likelihood estimator 1 Multivariate elliptical distribution 1 Multivariate regular variation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Outliers 1 Regression analysis 1 Regressionsanalyse 1 Risiko 1 Risikomaß 1 Risk 1 Risk contagion 1 Risk measure 1 Schätztheorie 1 Semiparametric linear/nonlinear mixed-effects model 1
more ... less ...
Online availability
All
Undetermined 3 Free 1
Type of publication
All
Article 3 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1 Collection of articles written by one author 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1 Sammlung 1
more ... less ...
Language
All
English 2 Undetermined 2
Author
All
Dagne, Getachew 1 Doostparast, Mahdi 1 Hu, X. 1 Huang, Jing 1 Huang, Yangxin 1 Jamalizadeh, Ahad 1 Nolde, Natalia 1 Salehi, Mahdi 1 Zhang, Jinyuan 1
more ... less ...
Published in...
All
ESMT Dissertation 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Statistical Methods and Applications 1 Statistical Papers / Springer 1
Source
All
ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
Cover Image
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing - 2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
Cover Image
Conditional extremes in asymmetric financial markets
Nolde, Natalia; Zhang, Jinyuan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
Saved in:
Cover Image
Jointly modeling time-to-event and longitudinal data: a Bayesian approach
Huang, Yangxin; Hu, X.; Dagne, Getachew - In: Statistical Methods and Applications 23 (2014) 1, pp. 95-121
This article explores Bayesian joint models of event times and longitudinal measures with an attempt to overcome departures from normality of the longitudinal response, measurement errors, and shortages of confidence in specifying a parametric time-to-event model. We allow the longitudinal...
Persistent link: https://www.econbiz.de/10010759607
Saved in:
Cover Image
A generalized skew two-piece skew-elliptical distribution
Salehi, Mahdi; Jamalizadeh, Ahad; Doostparast, Mahdi - In: Statistical Papers 55 (2014) 2, pp. 409-429
We present a new generalized family of skew two-piece skew-elliptical (GSTPSE) models and derive some its statistical properties. It is shown that the new family of distribution may be written as a mixture of generalized skew elliptical distributions. Also, a new representation theorem for a...
Persistent link: https://www.econbiz.de/10010794865
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...