Dynamic Copula-Based Nonparametric Estimation of Rank-Tracking Probabilities With Longitudinal Data

DOI10.5705/SS.202021.0422OpenAlexW4294723197MaRDI QIDQ6128278

Mi-Xia Wu, Wu, Colin O., Xiao-Yu Zhang

Publication date: 15 April 2024

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202021.0422

zbMATH Keywords

two-step smoothingrisk factorlongitudinal studyrank-tracking probabilitydynamic copula modelunstructured smoothing

Mathematics Subject Classification ID

Statistics (62-XX)

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