An algorithm for constructing high dimensional distributions from distributions of lower dimension
DOI10.1016/J.ECONLET.2014.02.022zbMATH Open1293.62163OpenAlexW2099706623MaRDI QIDQ397919FDOQ397919
Authors: Stanislav Anatolyev, Renat Khabibullin, Artem Prokhorov 
Publication date: 12 August 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.02.022
Recommendations
- Estimating Archimedean copulas in high dimensions
- A class of maximum-entropy multivariate distributions
- Constructing multivariate distributions with specific marginal distributions
- Decomposition of multidimensional distributions represented by perfect sequences
- scientific article; zbMATH DE number 4054794
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sequential estimation (62L12)
Cites Work
- Pair-copula constructions of multiple dependence
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Title not available (Why is that?)
- An introduction to copulas.
- Dependence structures for multivariate high-frequency data in finance
- Composite likelihood estimation in multivariate data analysis
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- A note on pseudolikelihood constructed from marginal densities
- Optimal prediction pools
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- Some advances in the study of the compatibility of three bivariate copulas
Cited In (3)
This page was built for publication: An algorithm for constructing high dimensional distributions from distributions of lower dimension
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q397919)
