Reconstructing high dimensional dynamic distributions from distributions of lower dimension
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers w0167, New Economic School (NES).
- Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers w0167, Center for Economic and Financial Research (CEFIR).
References listed on IDEAS
- Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
- 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 Business and Economics, vol. 56(1), pages 103-118, Maart.
- Oh, Jeongseog & Noh, Dongsoon & Lee, Eungyeong, 2013. "The effect of CO addition on the flame behavior of a non-premixed oxy-methane jet in a lab-scale furnace," Applied Energy, Elsevier, vol. 112(C), pages 350-357.
- Cristiano Varin & Paolo Vidoni, 2005. "A note on composite likelihood inference and model selection," Biometrika, Biometrika Trust, vol. 92(3), pages 519-528, September.
- Claire Granier & Bertrand Bessagnet & Tami Bond & Ariela D’Angiola & Hugo Denier van der Gon & Gregory Frost & Angelika Heil & Johannes Kaiser & Stefan Kinne & Zbigniew Klimont & Silvia Kloster & Jean, 2011. "Evolution of anthropogenic and biomass burning emissions of air pollutants at global and regional scales during the 1980–2010 period," Climatic Change, Springer, vol. 109(1), pages 163-190, November.
- Sharakhmetov, Sh. & Ibragimov, R., 2002. "A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 389-408, November.
- Ghoudi, K., 1995. "Asymptotics of Multivariate Randomness Statistics," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 340-348, November.
- Prokhorov, Artem & Schmidt, Peter, 2009.
"GMM redundancy results for general missing data problems,"
Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
- Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics.
- David de la Croix & Pierre Pestieau, 2007. "Réformer le système des retraites belge," Regards économiques 51, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Caragea, Petruta C. & Smith, Richard L., 2007. "Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1417-1440, August.
- Dong Hwan Oh & Andrew J. Patton, 2013. "Simulated Method of Moments Estimation for Copula-Based Multivariate Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 689-700, June.
- D. R. Cox, 2004. "A note on pseudolikelihood constructed from marginal densities," Biometrika, Biometrika Trust, vol. 91(3), pages 729-737, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bhat, Chandra R., 2011. "The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 923-939, August.
- Bhat, Chandra R. & Sener, Ipek N. & Eluru, Naveen, 2010. "A flexible spatially dependent discrete choice model: Formulation and application to teenagers' weekday recreational activity participation," Transportation Research Part B: Methodological, Elsevier, vol. 44(8-9), pages 903-921, September.
- Anatolyev, Stanislav & Khabibullin, Renat & Prokhorov, Artem, 2014. "An algorithm for constructing high dimensional distributions from distributions of lower dimension," Economics Letters, Elsevier, vol. 123(3), pages 257-261.
- Krupskii, Pavel & Joe, Harry & Lee, David & Genton, Marc G., 2018. "Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution," Journal of Multivariate Analysis, Elsevier, vol. 163(C), pages 80-95.
- Bruno Rémillard, 2017. "Goodness-of-Fit Tests for Copulas of Multivariate Time Series," Econometrics, MDPI, vol. 5(1), pages 1-23, March.
- Vassilis Vasdekis & Silvia Cagnone & Irini Moustaki, 2012. "A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses," Psychometrika, Springer;The Psychometric Society, vol. 77(3), pages 425-441, July.
- Qiurong Cui & Zhengjun Zhang, 2018. "Max-Linear Competing Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 62-74, January.
- Stanislav Anatolyev & Vladimir Pyrlik, 2021. "Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions," CERGE-EI Working Papers wp699, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Bhat, Chandra R. & Astroza, Sebastian & Hamdi, Amin S., 2017. "A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 126-148.
- Krupskii, Pavel & Genton, Marc G., 2019. "A copula model for non-Gaussian multivariate spatial data," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 264-277.
- Chandra R. Bhat & Subodh K. Dubey & Mohammad Jobair Bin Alam & Waleed H. Khushefati, 2015. "A New Spatial Multiple Discrete-Continuous Modeling Approach To Land Use Change Analysis," Journal of Regional Science, Wiley Blackwell, vol. 55(5), pages 801-841, November.
- Gourieroux, C. & Monfort, A., 2018.
"Composite indirect inference with application to corporate risks,"
Econometrics and Statistics, Elsevier, vol. 7(C), pages 30-45.
- Christian Gouriéroux & Alain Monfort, 2016. "Composite Indirect Inference with Application to Corporate Risks," Working Papers 2016-32, Center for Research in Economics and Statistics.
- Manner, Hans & Stark, Florian & Wied, Dominik, 2019. "Testing for structural breaks in factor copula models," Journal of Econometrics, Elsevier, vol. 208(2), pages 324-345.
- Nuo Xi & Michael W. Browne, 2014. "Contributions to the Underlying Bivariate Normal Method for Factor Analyzing Ordinal Data," Journal of Educational and Behavioral Statistics, , vol. 39(6), pages 583-611, December.
- Dong Hwan Oh & Andrew J. Patton, 2017.
"Modeling Dependence in High Dimensions With Factor Copulas,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 139-154, January.
- Dong Hwan Oh & Andrew J. Patton, 2015. "Modelling Dependence in High Dimensions with Factor Copulas," Finance and Economics Discussion Series 2015-51, Board of Governors of the Federal Reserve System (U.S.).
- Cristiano Varin, 2008. "On composite marginal likelihoods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 1-28, February.
- Ackerer Damien & Vatter Thibault, 2017. "Dependent defaults and losses with factor copula models," Dependence Modeling, De Gruyter, vol. 5(1), pages 375-399, December.
- Varin, Cristiano & Vidoni, Paolo, 2006. "Pairwise likelihood inference for ordinal categorical time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2365-2373, December.
- Katsikatsou, Myrsini & Moustaki, Irini & Yang-Wallentin, Fan & Jöreskog, Karl G., 2012. "Pairwise likelihood estimation for factor analysis models with ordinal data," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4243-4258.
- Juwon Seo, 2018. "Randomization Tests for Equality in Dependence Structure," Papers 1811.02105, arXiv.org.
More about this item
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crd:wpaper:12003. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/deconca.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Economics Department (email available below). General contact details of provider: https://edirc.repec.org/data/deconca.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.