Improving forecasting performance using covariate-dependent copula models
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2018.01.007
Abstract: Abstract Copulas provide an attractive approach to the construction of multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of forecasting the tail-dependences explicitly.… read more here.
Keywords: covariate dependent; forecasting performance; approach; copula ... See more keywords
Functional data analysis with covariate-dependent mean and covariance structures.
Sign Up to like & getrecommendations! Published in 2022 at "Biometrics"
DOI: 10.1111/biom.13744
Abstract: Functional data analysis has emerged as a powerful tool in response to the ever-increasing resources and efforts devoted to collecting information about response curves or anything that varies over a continuum. However, limited progress has… read more here.
Keywords: dependent mean; covariance structures; covariate dependent; data analysis ... See more keywords