Reconstructing high dimensional dynamic distributions from distributions of lower dimension
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- Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers 12003, Concordia University, Department of Economics.
References listed on IDEAS
- VERBRUGGEN, Aviel & KÉSENNE, Stefan & JEGERS, Marc & CUYVERS, Ludo & HEYNDELS, Bruno & VAN OURTI, Tom & WEVERBERGH, Marcel & ENGELIEN, Peter-Jan & DERIJCKE, Luc & VLOEBERGHS, Daniël, 2002. "Boekbesprekingen: VERBRUGGEN, Aviel: “The skeptical environmentalist (Bjørn LOMBORG, Cambridge University Press, 2001)” (p. 1103-104); KÉSENNE, Stefan: “The economics of art and culture (James HEILBRO," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Applied Economics, vol. 56(1), pages 103-118, Maart.
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Keywordspseudo-likelihood; composite likelihood; multivariate distribution; copulas;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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