Pages that link to "Item:Q1210780"

The following pages link to The theory and applications of statistical inference functions (Q1210780):

Displaying 18 items.

• Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
• Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
• Estimating selective advantage of two alleles in discrete time (Q688483) (← links)
• Partial correlation with copula modeling (Q901505) (← links)
• Fitting bivariate cumulative returns with copulas (Q956837) (← links)
• Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
• Optimal estimating functions, quasi-likelihood and statistical modelling (Q1361749) (← links)
• A minimax approach to consistency and efficiency for estimating equations (Q1816985) (← links)
• Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
• Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• A characterization of Morris family of distributions with the help of estimating functions (Q3152818) (← links)
• Fitting regression models with response-biased samples (Q3174230) (← links)
• Parameter Orthogonality and Bias Adjustment for Estimating Functions (Q4828230) (← links)
• Comparison of multiple imputation and two-phase logistic regression to analyse two-phase case–control studies with rich phase 1: a simulation study (Q4960678) (← links)
• Modelling count data via copulas (Q4987237) (← links)
• Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
• Generalised likelihood profiles for models with intractable likelihoods (Q6190673) (← links)