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pro vyhledávání: '"Fischer, Matthias J."'
Autor:
Metro, Giulio, Chiari, Rita, Duranti, Simona, Siggillino, Annamaria, Fischer, Matthias J., Giannarelli, Diana, Ludovini, Vienna, Bennati, Chiara, Marcomigni, Luca, Baldi, Alice, Giansanti, Michele, Minotti, Vincenzo, Crinò, Lucio
Publikováno v:
In Lung Cancer October 2012 78(1):81-86
Autor:
Baglivo, Sara, Mandarano, Martina, Bellezza, Guido, Minotti, Vincenzo, Bonaiti, Angelo, Fischer, Matthias J., Birocchi, Ilaria, Roila, Fausto, Metelli, Niccolò, Ludovini, Vienna, Metro, Giulio
Publikováno v:
Oncology & Therapy; Jun2022, Vol. 10 Issue 1, p291-300, 10p
Akademický článek
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It is well known that the arithmetic mean of two possibly different copulas forms a copula, again. More general, we focus on the weighted power mean (WPM) of two arbitrary copulas which is not necessary a copula again, as different counterexamples re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::05d011e9d5a16462b57d7eb432119621
https://hdl.handle.net/10419/50916
https://hdl.handle.net/10419/50916
Generalized autoregressive conditional heteroskedasticity (GARCH) processes have become very popular as models for financial return data because they are able to capture volatility clustering as well as leptokurtic unconditional distributions which r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::7d8aa955a6e3f81ea8b0f51863b646a5
https://hdl.handle.net/10419/30185
https://hdl.handle.net/10419/30185
Calculating a large number of tail probabilities or tail quantiles for a given distribution families becomes very challenging, if both the cumulative and the inverse distribution function are not available in closed form. In case of the Gaussian and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::38ef0db555ad890cc5b038049f7c941a
https://hdl.handle.net/10419/29554
https://hdl.handle.net/10419/29554
Since the pioneering work of Embrechts and co-authors in 1999, copula models enjoy steadily increasing popularity in finance. Whereas copulas are well-studied in the bivariate case, the higher-dimensional case still offers several open issues and it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::9ad291e070794fc7577daa2e8de774dc
https://hdl.handle.net/10419/29569
https://hdl.handle.net/10419/29569
Autor:
Fischer, Matthias J.
A new test for constant correlation is proposed. Based on the bivariate Student-t distribution, this test is derived as Lagrange multiplier (LM) test. Whereas most of the traditional tests (e.g. Jennrich, 1970, Tang, 1995 and Goetzmann, Li & Rouwenho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::7d4f18bc57cf9539facc82b13353eb67
https://hdl.handle.net/10419/25184
https://hdl.handle.net/10419/25184
Autor:
Fischer, Matthias J., Klein, Ingo
Copulas represent the dependence structure of multivariate distributions in a natural way. In order to generate new copulas from given ones, several proposals found its way into statistical literature. One simple approach is to consider convex-combin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::995a81c608e6a132dcc5ee9a3f4bf372
https://hdl.handle.net/10419/29623
https://hdl.handle.net/10419/29623