DATAstudio
From MaRDI portal
Description
Pulls together a collection of datasets from Miguel de Carvalho research articles and books. Including, for example: - de Carvalho (2012) <doi:10.1016/j.jspi.2011.08.016>; - de Carvalho et al (2012) <doi:10.1080/03610926.2012.709905>; - de Carvalho et al (2012) <doi:10.1016/j.econlet.2011.09.007>); - de Carvalho and Davison (2014) <doi:10.1080/01621459.2013.872651>; - de Carvalho and Rua (2017) <doi:10.1016/j.ijforecast.2015.09.004>; - de Carvalho et al (2023) <doi:10.1002/sta4.560>; - de Carvalho et al (2022) <doi:10.1007/s13253-021-00469-9>; - Palacios et al (2025) <doi:10.1214/24-BA1420>.
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- A generalization of the Solis–Wets method
- An extreme value Bayesian Lasso for the conditional left and right tails
- Heavy-tailed NGG-mixture models
- Real-time nowcasting the US output gap: Singular spectrum analysis at work
- Similarity-based clustering for patterns of extreme values
- Spectral Density Ratio Models for Multivariate Extremes
- Tracking the US business cycle with a singular spectrum analysis
This page was built for software: DATAstudio
