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~subject:"Multivariate distribution"
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Multivariate distribution
Theorie
38
Theory
37
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28
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22
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22
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20
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Wied, Dominik
9
Stark, Florian
4
Manner, Hans
3
Mayer, Alexander
2
Borsch, Marvin
1
Dehling, Herold
1
Duan, Fang
1
Kaldorf, Matthias
1
Kampen, Maarten W. van
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Journal of econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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Model and moment selection in factor copula models
Duan, Fang
;
Manner, Hans
;
Wied, Dominik
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012878186
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2
A fluctuation test for constant Spearman’s rho
Wied, Dominik
;
Dehling, Herold
;
Kampen, Maarten W. van
; …
-
2011
Persistent link: https://www.econbiz.de/10009155239
Saved in:
3
Detecting structural breaks in factor copula models and in vectors of dependence measures
Stark, Florian
-
2019
Persistent link: https://www.econbiz.de/10012061878
Saved in:
4
Testing for relevant dependence change in financial data : a CUSUM copula approach
Kutzker, Tim
;
Stark, Florian
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
4
,
pp. 1875-1894
Persistent link: https://www.econbiz.de/10012490683
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5
A monitoring procedure for detecting structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 171-192
Persistent link: https://www.econbiz.de/10012657681
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6
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
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7
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
8
Consistent estimation of multiple breakpoints in dependence measures
Borsch, Marvin
;
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 695-706
Persistent link: https://www.econbiz.de/10015053446
Saved in:
9
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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