Tom Rohmer

Available identifiers

Publication	Date of Publication	Type
One-step closed-form estimator for generalized linear model with categorical explanatory variables	2023-11-17	Paper
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling	2020-07-28	Paper
Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions	2016-12-01	Paper
Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions	2016-10-31	Paper
Testing the constancy of Spearman's rho in multivariate time series	2016-09-16	Paper
Detecting changes in cross-sectional dependence in multivariate time series	2014-11-01	Paper
Detecting changes in cross-sectional dependence in multivariate time series	2014-10-08	Paper

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