research
∙
06/09/2022
Consistent Estimation of Multiple Breakpoints in Dependence Measures
This paper proposes different methods to consistently detect multiple br...
share
research
∙
07/23/2021
Reference Class Selection in Similarity-Based Forecasting of Sales Growth
This paper proposes a method to find appropriate outside views for sales...
research
∙
07/07/2021
Estimation and Inference in Factor Copula Models with Exogenous Covariates
A factor copula model is proposed in which factors are either simulable ...
research
∙
05/19/2021
Flexible Specification Testing in Semi-Parametric Quantile Regression Models
We propose several novel consistent specification tests for quantile reg...
research
∙
03/09/2021
The Effect of Stroke on Dementia Onset: Left-Truncation and Right-Censoring
We observe a quarter million people over a period of nine years and are ...
research
∙
05/26/2020