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Spatial simultaneous autoregressive models for compositional data : application to land use

Thomas-Agnan, Christine; Laurent, Thibault; Ruiz-Gazen, Anne - 2020

Persistent link: https://www.econbiz.de/10012216052

Covariates impacts in spatial autoregressive models for compositional data

Thomas-Agnan, Christine; Laurent, Thibault; Ruiz-Gazen, Anne - 2020 - Very preliminary version

Persistent link: https://www.econbiz.de/10012317189

A spatial autoregressive model for compositional data

Thi Huong An Nguyen; Thomas-Agnan, Christine; Laurent, … - 2019

Persistent link: https://www.econbiz.de/10012181942

Multivariate student versus multivariate Gaussian regression models with application to finance

Thi Huong An Nguyen; Ruiz-Gazen, Anne; Thomas-Agnan, … - In: Journal of risk and financial management : JRFM 12 (2019) 1/28, pp. 1-21

To model multivariate, possibly heavy-tailed data, we compare the multivariate normal model (N) with two versions of the multivariate Student model: the independent multivariate Student (IT) and the uncorrelated multivariate Student (UT). After recalling some facts about these distributions and...

Persistent link: https://www.econbiz.de/10012022338