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Joint Regression Analysis for Discrete Longitudinal Data

Madsen, L.; Fang, Y. - In: Biometrics 67 (2011) 3, pp. 1171-1175

Persistent link: https://www.econbiz.de/10010947151

Modified Gaussian pseudo-copula: Applications in insurance and finance

Fang, Y.; Madsen, L. - In: Insurance: Mathematics and Economics 53 (2013) 1, pp. 292-301

The Gaussian copula is by far the most popular copula for modeling the association in finance and insurance risk problems. However, one major drawback of Gaussian copula is that it intrinsically lacks the flexibility of modeling the tail dependence, which real life data often exhibit. In this...

Persistent link: https://www.econbiz.de/10010681885

Modified Gaussian pseudo-copula: Applications in insurance and finance

Fang, Y.; Madsen, L. - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 292-301

Persistent link: https://www.econbiz.de/10010148993

Models for Estimating Abundance from Repeated Counts of an Open Metapopulation

Dail, D.; Madsen, L. - In: Biometrics 67 (2011) 2, pp. 577-587

Persistent link: https://www.econbiz.de/10010948484

Estimating Open Population Site Occupancy from Presence–Absence Data Lacking the Robust Design

Dail, D.; Madsen, L. - In: Biometrics 69 (2013) 1, pp. 146-156

Persistent link: https://www.econbiz.de/10010683979

The Impact of Measurement Errors on ARMA Prediction

Koreisha, S.G.; Fang, Y. - In: Journal of forecasting 18 (1999) 2, pp. 95-110

Persistent link: https://www.econbiz.de/10006914768

Semi-Parametric Specification Tests for Probability Models of the Claim Frequency in an Insurance Portfolio

Fang, Y. - In: The journal of risk and insurance : the journal of the … 70 (2003) 1, pp. 73-84

Persistent link: https://www.econbiz.de/10006171256

The impact of measurement errors on ARMA prediction

Koreisha, Sergio G.; Fang, Yue - In: Journal of forecasting 18 (1999) 2, pp. 95-109

Persistent link: https://www.econbiz.de/10001368212

Seasonality in foreign exchange volatility

Fang, Yue - In: Applied economics 32 (2000) 6, pp. 697-703

Persistent link: https://www.econbiz.de/10001520987

Forecasting combination and encompassing tests

Fang, Yue - In: International journal of forecasting 19 (2003) 1, pp. 87-94

Persistent link: https://www.econbiz.de/10001735036

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