Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen as a generalization ...
This is a preview. Log in through your library . Abstract Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of ...
We introduce a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) copula model to describe joint dynamics of overnight and daytime returns for multiple assets. The ...
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