On a high-dimensional model representation method based on copulas
From MaRDI portal
Publication:2178128
DOI10.1016/J.EJOR.2020.01.026zbMATH Open1441.62893OpenAlexW3000654542WikidataQ126318798 ScholiaQ126318798MaRDI QIDQ2178128FDOQ2178128
Mike G. Tsionas, Athanasios Andrikopoulos
Publication date: 7 May 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/149577/1/Approximation_HDMR_revised.pdf
Recommendations
- General foundations of high-dimensional model representations
- scientific article; zbMATH DE number 5994807
- High dimensional model representation for piece‐wise continuous function approximation
- Efficient implementation of high dimensional model representations
- A novel hybrid high-dimensional model representation (HDMR) based on the combination of plain and logarithmic high-dimensional model representations
copulaBayesian analysishigh dimensional model representationproductivity and competitivenessmultilayer perceptron
Applications of statistics to economics (62P20) Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38)
Cites Work
- Reducing the Dimensionality of Data with Neural Networks
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to copulas.
- Convergence results for patchwork copulas
- Title not available (Why is that?)
- A review of copula models for economic time series
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- A coherent approach to Bayesian data envelopment analysis
- Flexible Functional Forms and Global Curvature Conditions
- Multilayer feedforward networks are universal approximators
- Estimation and inference in two-stage, semi-parametric models of production processes
- Title not available (Why is that?)
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
- Distribution of cost and profit efficiency: evidence from Indian banking
- The three-dimensional global properties of the minflex Laurent, generalized Leontief, and translog flexible functional forms
- General foundations of high-dimensional model representations
- Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
- Efficiency dynamics in Indian banking: a conditional directional distance approach
- The Global Properties of the Minflex Laurent, Generalized Leontief, and Translog Flexible Functional Forms
- Time series forecasting with neural network ensembles: an application for exchange rate prediction
- Econometric efficiency analysis: A policy-oriented review
- A Bayesian semiparametric approach to stochastic frontiers and productivity
- Robust portfolio optimization with copulas
- Productivity and efficiency estimation: a semiparametric stochastic cost frontier approach
- Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
- On Testing Equality of Distributions of Technical Efficiency Scores
- Sklar's theorem derived using probabilistic continuation and two consistency results
- A comparison of neural networks and linear scoring models in the credit union environment
- Efficiency of banks in a developing economy: The case of India.
- Effects of heterogeneity on bank efficiency scores
- Dynamic effects in inefficiency: evidence from the Colombian banking sector
- Assessing productive efficiency of banks using integrated fuzzy-DEA and bootstrapping: a case of Mozambican banks
- Stochastic data envelopment analysis -- a review
- Training invariant support vector machines
- Finite mixtures of multivariate Poisson distributions with application
- The good, the bad and the technology: endogeneity in environmental production models
- Estimation of production technology when the objective is to maximize return to the outlay
- Profit efficiency for Spanish savings banks
- Combining DEA and stochastic frontier models: an empirical Bayes approach.
- Globally flexible functional forms: the neural distance function
- Measuring efficiency at U. S. banks: Accounting for heterogeneity is important
- A novel model of costly technical efficiency
- Importance sampling from posterior distributions using copula-like approximations
- Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities
- Robust and sparse banking network estimation
Cited In (8)
- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
- Operational research and artificial intelligence methods in banking
- STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY
- Discriminant analysis on high dimensional Gaussian copula model
- A method for constructing higher-dimensional copulas
- High dimensional Gaussian copula graphical model with FDR control
- Combining data envelopment analysis and stochastic frontiers via a LASSO prior
- Endogenous productivity: a new Bayesian perspective
Uses Software
This page was built for publication: On a high-dimensional model representation method based on copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2178128)
