We develop a non-linear forecast combination rule based on copulas that incorporate the dynamic interaction between individual predictors. This approach is optimal in the sense that the resulting combined forecast produces the highest discriminatory power as measured by the receiver operating...

We develop a non-linear forecast combination rule based on copulas that incorporate the dynamic interaction between individual predictors. This approach is optimal in the sense that the resulting combined forecast produces the highest discriminatory power as measured by the receiver operating...

We develop a non-linear forecast combination rule based on copulas that incorporate the dynamic interaction between individual predictors. This approach is optimal in the sense that the resulting combined forecast produces the highest discriminatory power as measured by the receiver operating...

The recent common feeling about a skyrocketing economic risk has drawn increasing attention to its role and consequences on individuals' welfare. In literature one of the concepts that aims to measure it is vulnerability to poverty, that is the probability, today, of being in poverty or to fall...

The receiver operating characteristic (ROC) curve displays the capacity of a marker or diagnostic test to discriminate between two groups of subjects, cases versus controls. We present a comprehensive suite of Stata commands for performing ROC analysis. Nonparametric, semiparametric, and...

In medical research, there is great interest in developing methods for combining biomarkers. We argue that selection of markers should also be considered in the process. Traditional model/variable selection procedures ignore the underlying uncertainty after model selection. In this work, we...