Davison, Anthony C.; Padoan, Simone A.; Stupfler, Gilles Tail risk inference via expectiles in heavy-tailed time series. (English) Zbl 07813781 J. Bus. Econ. Stat. 41, No. 3, 876-889 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{A. C. Davison} et al., J. Bus. Econ. Stat. 41, No. 3, 876--889 (2023; Zbl 07813781) Full Text: DOI arXiv
Lemonte, Artur J. Multivariate zero-inflated Bell-Touchard distribution for multivariate counts: an application to COVID-related data. (English) Zbl 07789492 Braz. J. Probab. Stat. 37, No. 4, 756-771 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. J. Lemonte}, Braz. J. Probab. Stat. 37, No. 4, 756--771 (2023; Zbl 07789492) Full Text: DOI
Irshad, M. R.; Jodrá, P.; Krishna, A.; Maya, R. On the discrete analogue of the Teissier distribution and its associated INAR(1) process. (English) Zbl 07736769 Math. Comput. Simul. 214, 227-245 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. R. Irshad} et al., Math. Comput. Simul. 214, 227--245 (2023; Zbl 07736769) Full Text: DOI
Blurton, Steven P.; Feifel, Jan; Gondan, Matthias Speeded response tasks with unpredictable deadlines. (English) Zbl 1520.91301 J. Math. Psychol. 115, Article ID 102776, 12 p. (2023). MSC: 91E45 91-05 PDFBibTeX XMLCite \textit{S. P. Blurton} et al., J. Math. Psychol. 115, Article ID 102776, 12 p. (2023; Zbl 1520.91301) Full Text: DOI
Carpita, Maurizio; Pasca, Paola; Arima, Serena; Ciavolino, Enrico Clustering of variables methods and measurement models for soccer players’ performances. (English) Zbl 1516.62062 Ann. Oper. Res. 325, No. 1, 37-56 (2023). MSC: 62H30 62H25 62H12 62P20 PDFBibTeX XMLCite \textit{M. Carpita} et al., Ann. Oper. Res. 325, No. 1, 37--56 (2023; Zbl 1516.62062) Full Text: DOI
Aryuyuen, Sirinapa Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications. (English) Zbl 07710552 Commun. Stat., Theory Methods 52, No. 13, 4534-4552 (2023). MSC: 60E05 62E15 62F10 62P20 PDFBibTeX XMLCite \textit{S. Aryuyuen}, Commun. Stat., Theory Methods 52, No. 13, 4534--4552 (2023; Zbl 07710552) Full Text: DOI
Zhang, Tao; Kato, Kengo; Ruppert, David Bootstrap inference for quantile-based modal regression. (English) Zbl 1514.62069 J. Am. Stat. Assoc. 118, No. 541, 122-134 (2023). MSC: 62G08 62G09 62P20 PDFBibTeX XMLCite \textit{T. Zhang} et al., J. Am. Stat. Assoc. 118, No. 541, 122--134 (2023; Zbl 1514.62069) Full Text: DOI arXiv
Chesher, Andrew; Kim, Dongwoo; Rosen, Adam M. IV methods for Tobit models. (English) Zbl 07704511 J. Econom. 235, No. 2, 1700-1724 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Chesher} et al., J. Econom. 235, No. 2, 1700--1724 (2023; Zbl 07704511) Full Text: DOI
Costa, Eliardo G.; Paulino, Carlos Daniel; Singer, Julio M. Optimal sample size for estimating the mean concentration of invasive organisms in ballast water via a semiparametric Bayesian analysis. (English) Zbl 07702206 Stat. Methods Appl. 32, No. 1, 57-74 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. G. Costa} et al., Stat. Methods Appl. 32, No. 1, 57--74 (2023; Zbl 07702206) Full Text: DOI
Abbara, Omar; Zevallos, Mauricio Estimation and forecasting of long memory stochastic volatility models. (English) Zbl 07681757 Stud. Nonlinear Dyn. Econom. 27, No. 1, 1-24 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{O. Abbara} and \textit{M. Zevallos}, Stud. Nonlinear Dyn. Econom. 27, No. 1, 1--24 (2023; Zbl 07681757) Full Text: DOI
Scheuch, Christoph; Voigt, Stefan; Weiss, Patrick Tidy finance with R. (English) Zbl 07681158 Chapman & Hall/CRC The R Series. Boca Raton, FL: CRC Press (ISBN 978-1-032-38933-2/hbk; 978-1-032-38934-9/pbk; 978-1-003-34753-8/ebook). xvii, 249 p. (2023). MSC: 91-01 91G70 62P05 PDFBibTeX XMLCite \textit{C. Scheuch} et al., Tidy finance with R. Boca Raton, FL: CRC Press (2023; Zbl 07681158) Full Text: DOI
Krampe, J.; Paparoditis, E.; Trenkler, C. Structural inference in sparse high-dimensional vector autoregressions. (English) Zbl 07674658 J. Econom. 234, No. 1, 276-300 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Krampe} et al., J. Econom. 234, No. 1, 276--300 (2023; Zbl 07674658) Full Text: DOI arXiv
Ollech, Daniel; Webel, Karsten A random forest-based approach to combining and ranking seasonality tests. (English) Zbl 1507.62400 J. Econom. Methods 12, No. 1, 117-130 (2023). MSC: 62P20 62H30 68T05 PDFBibTeX XMLCite \textit{D. Ollech} and \textit{K. Webel}, J. Econom. Methods 12, No. 1, 117--130 (2023; Zbl 1507.62400) Full Text: DOI
Cai, Yong; Canay, Ivan A.; Kim, Deborah; Shaikh, Azeem M. On the implementation of approximate randomization tests in linear models with a small number of clusters. (English) Zbl 1507.62366 J. Econom. Methods 12, No. 1, 85-103 (2023). MSC: 62P20 62J05 62M10 PDFBibTeX XMLCite \textit{Y. Cai} et al., J. Econom. Methods 12, No. 1, 85--103 (2023; Zbl 1507.62366) Full Text: DOI arXiv
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin Smoothed quantile regression with large-scale inference. (English) Zbl 07648718 J. Econom. 232, No. 2, 367-388 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. He} et al., J. Econom. 232, No. 2, 367--388 (2023; Zbl 07648718) Full Text: DOI arXiv
Sellers, Kimberly F. The Conway-Maxwell-Poisson distribution. (English) Zbl 1514.62003 Institute of Mathematical Statistics Monographs 8. Cambridge: Cambridge University Press (ISBN 978-1-108-48110-6/hbk; 978-1-108-64643-7/ebook). xxiv, 330 p. (2023). MSC: 62-01 60-01 62E15 62H10 60E05 62P10 62P20 62P30 62-04 PDFBibTeX XMLCite \textit{K. F. Sellers}, The Conway-Maxwell-Poisson distribution. Cambridge: Cambridge University Press (2023; Zbl 1514.62003) Full Text: DOI
Lee, Yeonjoo; Rojas-Perilla, Natalia; Runge, Marina; Schmid, Timo Variable selection using conditional AIC for linear mixed models with data-driven transformations. (English) Zbl 1502.62020 Stat. Comput. 33, No. 1, Paper No. 27, 17 p. (2023). MSC: 62-08 62J05 62P20 PDFBibTeX XMLCite \textit{Y. Lee} et al., Stat. Comput. 33, No. 1, Paper No. 27, 17 p. (2023; Zbl 1502.62020) Full Text: DOI
Virolainen, Savi A mixture autoregressive model based on Gaussian and Student’s \(t\)-distributions. (English) Zbl 07681745 Stud. Nonlinear Dyn. Econom. 26, No. 4, 559-580 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Virolainen}, Stud. Nonlinear Dyn. Econom. 26, No. 4, 559--580 (2022; Zbl 07681745) Full Text: DOI arXiv
Murasawa, Yasutomo Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration. (English) Zbl 07679723 Stud. Nonlinear Dyn. Econom. 26, No. 3, 387-415 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Murasawa}, Stud. Nonlinear Dyn. Econom. 26, No. 3, 387--415 (2022; Zbl 07679723) Full Text: DOI
Shang, Han Lin; Zhang, Xibin Bayesian bandwidth estimation for local linear fitting in nonparametric regression models. (English) Zbl 07679706 Stud. Nonlinear Dyn. Econom. 26, No. 1, 55-71 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. L. Shang} and \textit{X. Zhang}, Stud. Nonlinear Dyn. Econom. 26, No. 1, 55--71 (2022; Zbl 07679706) Full Text: DOI arXiv
Hu, Mingzhao Multivariate understanding of income and expenditure in United States households with statistical learning. (English) Zbl 1505.62197 Comput. Stat. 37, No. 5, 2129-2160 (2022). MSC: 62-08 62H30 62H25 62P20 PDFBibTeX XMLCite \textit{M. Hu}, Comput. Stat. 37, No. 5, 2129--2160 (2022; Zbl 1505.62197) Full Text: DOI
Boonstra, Harm Jan; van den Brakel, Jan Multilevel time-series models for small area estimation at different frequencies and domain levels. (English) Zbl 1498.62024 Ann. Appl. Stat. 16, No. 4, 2314-2338 (2022). MSC: 62D05 62F15 62J07 62M10 62-08 62P20 PDFBibTeX XMLCite \textit{H. J. Boonstra} and \textit{J. van den Brakel}, Ann. Appl. Stat. 16, No. 4, 2314--2338 (2022; Zbl 1498.62024) Full Text: DOI
Camarda, Carlo Giovanni The curse of the plateau. Measuring confidence in human mortality estimates at extreme ages. (English) Zbl 1516.91045 Theor. Popul. Biol. 144, 24-36 (2022). MSC: 91D20 62P20 62N02 62G32 PDFBibTeX XMLCite \textit{C. G. Camarda}, Theor. Popul. Biol. 144, 24--36 (2022; Zbl 1516.91045) Full Text: DOI
Gutiérrez, Ester; Lozano, Sebastián Cross-country comparison of the efficiency of the European forest sector and second stage DEA approach. (English) Zbl 1494.90044 Ann. Oper. Res. 314, No. 2, 471-496 (2022). MSC: 90B50 62P20 91B82 90C90 PDFBibTeX XMLCite \textit{E. Gutiérrez} and \textit{S. Lozano}, Ann. Oper. Res. 314, No. 2, 471--496 (2022; Zbl 1494.90044) Full Text: DOI
D’Angelo, Nicoletta; Adelfio, Giada; Abbruzzo, Antonino; Mateu, Jorge Inhomogeneous spatio-temporal point processes on linear networks for visitors’ stops data. (English) Zbl 1498.62305 Ann. Appl. Stat. 16, No. 2, 791-815 (2022). MSC: 62P20 62M30 60G55 PDFBibTeX XMLCite \textit{N. D'Angelo} et al., Ann. Appl. Stat. 16, No. 2, 791--815 (2022; Zbl 1498.62305) Full Text: DOI
Boudt, Kris; Luu, Hong Anh Estimation and decomposition of food price inflation risk. (English) Zbl 1515.62131 Stat. Methods Appl. 31, No. 2, 295-319 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{K. Boudt} and \textit{H. A. Luu}, Stat. Methods Appl. 31, No. 2, 295--319 (2022; Zbl 1515.62131) Full Text: DOI
McNulty, Keith [Polzer, Jeff] Handbook of graphs and networks in people analytics. With examples in R and Python. With a foreword by Jeff Polzer. (English) Zbl 1495.91001 Boca Raton, FL: CRC Press (ISBN 978-1-032-21124-4/hbk; 978-1-032-20497-0/pbk; 978-1-003-26681-5/ebook). xvii, 250 p. (2022). MSC: 91-01 91-04 91D30 05C82 PDFBibTeX XMLCite \textit{K. McNulty}, Handbook of graphs and networks in people analytics. With examples in R and Python. With a foreword by Jeff Polzer. Boca Raton, FL: CRC Press (2022; Zbl 1495.91001) Full Text: DOI
Uyanto, Stanislaus S. Monte Carlo power comparison of seven most commonly used heteroscedasticity tests. (English) Zbl 1524.62332 Commun. Stat., Simulation Comput. 51, No. 4, 2065-2082 (2022). MSC: 62J05 62M07 62P20 PDFBibTeX XMLCite \textit{S. S. Uyanto}, Commun. Stat., Simulation Comput. 51, No. 4, 2065--2082 (2022; Zbl 1524.62332) Full Text: DOI
Porto, Massimiliano Introduction to mathematics for economics with R. (English) Zbl 1495.91002 Cham: Springer (ISBN 978-3-031-05201-9/hbk; 978-3-031-05204-0/pbk; 978-3-031-05202-6/ebook). xxix, 853 p. (2022). MSC: 91-01 91-04 15-04 34-04 91B62 91G30 PDFBibTeX XMLCite \textit{M. Porto}, Introduction to mathematics for economics with R. Cham: Springer (2022; Zbl 1495.91002) Full Text: DOI
Divecha, Jyoti; Raykundaliya, D. P. Three economical life test acceptance sampling plans. (English) Zbl 1489.62389 Commun. Stat., Simulation Comput. 51, No. 6, 3305-3323 (2022). MSC: 62P30 62N05 62P20 PDFBibTeX XMLCite \textit{J. Divecha} and \textit{D. P. Raykundaliya}, Commun. Stat., Simulation Comput. 51, No. 6, 3305--3323 (2022; Zbl 1489.62389) Full Text: DOI
Nadarajah, Saralees; Lyu, Jiahang New bivariate and multivariate log-normal distributions as models for insurance data. (English) Zbl 07534456 Results Appl. Math. 14, Article ID 100246, 26 p. (2022). MSC: 62-XX 68-XX 91-XX PDFBibTeX XMLCite \textit{S. Nadarajah} and \textit{J. Lyu}, Results Appl. Math. 14, Article ID 100246, 26 p. (2022; Zbl 07534456) Full Text: DOI
Zhu, Xiaonan; Wei, Zheng; Wang, Tonghui Multivariate skew normal-based stochastic frontier models. (English) Zbl 07524145 J. Stat. Theory Pract. 16, No. 2, Paper No. 20, 21 p. (2022). MSC: 62Hxx 62Pxx 91Bxx PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Stat. Theory Pract. 16, No. 2, Paper No. 20, 21 p. (2022; Zbl 07524145) Full Text: DOI
Menchetti, Fiammetta; Bojinov, Iavor Estimating the effectiveness of permanent price reductions for competing products using multivariate Bayesian structural time series models. (English) Zbl 1498.62312 Ann. Appl. Stat. 16, No. 1, 414-435 (2022). MSC: 62P20 62F15 62M10 91B84 PDFBibTeX XMLCite \textit{F. Menchetti} and \textit{I. Bojinov}, Ann. Appl. Stat. 16, No. 1, 414--435 (2022; Zbl 1498.62312) Full Text: DOI arXiv
Bauer, Verena; Harhoff, Dietmar; Kauermann, Göran A smooth dynamic network model for patent collaboration data. (English) Zbl 1486.62312 AStA, Adv. Stat. Anal. 106, No. 1, 97-116 (2022). MSC: 62P20 62G05 91D30 PDFBibTeX XMLCite \textit{V. Bauer} et al., AStA, Adv. Stat. Anal. 106, No. 1, 97--116 (2022; Zbl 1486.62312) Full Text: DOI arXiv
Tübbicke, Stefan Entropy balancing for continuous treatments. (English) Zbl 1483.62198 J. Econom. Methods 11, No. 1, 71-89 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{S. Tübbicke}, J. Econom. Methods 11, No. 1, 71--89 (2022; Zbl 1483.62198) Full Text: DOI arXiv Link
Vinod, Hrishikesh D. Hands-on intermediate econometrics using R. Templates for learning quantitative methods and R software. 2nd edition. (English) Zbl 1490.62006 Singapore: World Scientific (ISBN 978-981-12-5617-2/hbk; 978-981-12-5673-8/pbk; 978-981-12-5619-6/ebook). xxxvi, 608 p. (2022). MSC: 62-01 62P20 62-04 PDFBibTeX XMLCite \textit{H. D. Vinod}, Hands-on intermediate econometrics using R. Templates for learning quantitative methods and R software. 2nd edition. Singapore: World Scientific (2022; Zbl 1490.62006) Full Text: DOI
Regis, Marta; Serra, Paulo; van den Heuvel, Edwin R. Random autoregressive models: a structured overview. (English) Zbl 1490.62269 Econom. Rev. 41, No. 2, 207-230 (2022). MSC: 62M10 62P20 62-02 62-04 PDFBibTeX XMLCite \textit{M. Regis} et al., Econom. Rev. 41, No. 2, 207--230 (2022; Zbl 1490.62269) Full Text: DOI arXiv
Hartl, Tobias; Jucknewitz, Roland Approximate state space modelling of unobserved fractional components. (English) Zbl 1490.62247 Econom. Rev. 41, No. 1, 75-98 (2022). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{T. Hartl} and \textit{R. Jucknewitz}, Econom. Rev. 41, No. 1, 75--98 (2022; Zbl 1490.62247) Full Text: DOI arXiv
Orlando, Giuseppe; Bufalo, Michele; Penikas, Henry; Zurlo, Concetta Modern financial engineering. Counterparty, credit, portfolio and systemic risks. (English) Zbl 1490.91002 Topics in Systems Engineering 2. Singapore: World Scientific (ISBN 978-981-12-5235-8/hbk; 978-981-12-5237-2/ebook). xxv, 407 p. (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 91-02 91G40 91G45 91G10 PDFBibTeX XMLCite \textit{G. Orlando} et al., Modern financial engineering. Counterparty, credit, portfolio and systemic risks. Singapore: World Scientific (2022; Zbl 1490.91002) Full Text: DOI
Höse, Steffi; Huschens, Stefan Event risk. Statistical methods and concepts for risk quantification. (Ereignisrisiko. Statistische Verfahren und Konzepte zur Risikoquantifizierung.) (German) Zbl 1491.91001 Berlin: Springer Spektrum (ISBN 978-3-662-64690-8/pbk; 978-3-662-64691-5/ebook). xvi, 309 p. (2022). MSC: 91-01 91G05 91G40 62-01 62P05 PDFBibTeX XMLCite \textit{S. Höse} and \textit{S. Huschens}, Ereignisrisiko. Statistische Verfahren und Konzepte zur Risikoquantifizierung. Berlin: Springer Spektrum (2022; Zbl 1491.91001) Full Text: DOI
Rügamer, David; Baumann, Philipp F. M.; Greven, Sonja Selective inference for additive and linear mixed models. (English) Zbl 07464457 Comput. Stat. Data Anal. 167, Article ID 107350, 13 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Rügamer} et al., Comput. Stat. Data Anal. 167, Article ID 107350, 13 p. (2022; Zbl 07464457) Full Text: DOI arXiv
Hein, Maren; Goeken, Nils; Kurz, Peter; Steiner, Winfried J. Using hierarchical Bayes draws for improving shares of choice predictions in conjoint simulations: a study based on conjoint choice data. (English) Zbl 1487.90413 Eur. J. Oper. Res. 297, No. 2, 630-651 (2022). MSC: 90B60 62P20 62F15 91B42 PDFBibTeX XMLCite \textit{M. Hein} et al., Eur. J. Oper. Res. 297, No. 2, 630--651 (2022; Zbl 1487.90413) Full Text: DOI
Muehlmann, Christoph; Fačevicová, Kamila; Gardlo, Alžběta; Janečková, Hana; Nordhausen, Klaus Independent component analysis for compositional data. (English) Zbl 07645418 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 525-545 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Muehlmann} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 525--545 (2021; Zbl 07645418) Full Text: DOI arXiv
Do, van Huyen; Laurent, Thibault; Vanhems, Anne Guidelines on areal interpolation methods. (English) Zbl 07645411 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 385-407 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{v. H. Do} et al., in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 385--407 (2021; Zbl 07645411) Full Text: DOI
Cardot, Hervé; Musolesi, Antonio Assessing spillover effects of spatial policies with semiparametric zero-inflated models and random forests. (English) Zbl 07645408 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 319-338 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{H. Cardot} and \textit{A. Musolesi}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 319--338 (2021; Zbl 07645408) Full Text: DOI
Nguyen, Bao Hoang; Zelenyuk, Valentin Robust efficiency analysis of public hospitals in Queensland, Australia. (English) Zbl 07645403 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 221-242 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{B. H. Nguyen} and \textit{V. Zelenyuk}, in: Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 221--242 (2021; Zbl 07645403) Full Text: DOI
Arlt, Josef; Trcka, Peter Automatic SARIMA modeling and forecast accuracy. (English) Zbl 1497.62227 Commun. Stat., Simulation Comput. 50, No. 10, 2949-2970 (2021). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{J. Arlt} and \textit{P. Trcka}, Commun. Stat., Simulation Comput. 50, No. 10, 2949--2970 (2021; Zbl 1497.62227) Full Text: DOI
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Oglend, Atle MCMC for Markov-switching models – Gibbs sampling vs. marginalized likelihood. (English) Zbl 1489.62286 Commun. Stat., Simulation Comput. 50, No. 3, 669-690 (2021). MSC: 62M10 62F15 62P20 65C05 65C40 PDFBibTeX XMLCite \textit{K. K. Osmundsen} et al., Commun. Stat., Simulation Comput. 50, No. 3, 669--690 (2021; Zbl 1489.62286) Full Text: DOI
Arbia, Giuseppe; Espa, Giuseppe; Giuliani, Diego Spatial microeconometrics. (English) Zbl 1486.91001 Routledge Advanced Texts in Economics and Finance 34. Milton Park, Abingdon: Routledge (ISBN 978-1-138-83374-6/hbk; 978-1-138-83375-3/pbk; 978-1-315-73527-6/ebook). xxii, 228 p. (2021). MSC: 91-01 91B72 62P20 91B38 PDFBibTeX XMLCite \textit{G. Arbia} et al., Spatial microeconometrics. Milton Park, Abingdon: Routledge (2021; Zbl 1486.91001) Full Text: DOI
Santi, Flavio; Dickson, Maria Michela; Giuliani, Diego; Arbia, Giuseppe; Espa, Giuseppe Reduced-bias estimation of spatial autoregressive models with incompletely geocoded data. (English) Zbl 1505.62355 Comput. Stat. 36, No. 4, 2563-2590 (2021). MSC: 62-08 62M30 62M10 62P20 PDFBibTeX XMLCite \textit{F. Santi} et al., Comput. Stat. 36, No. 4, 2563--2590 (2021; Zbl 1505.62355) Full Text: DOI arXiv
Kopczewska, Katarzyna Applied spatial statistics and econometrics. Data analysis in R. (English) Zbl 1492.62003 Routledge Advanced Texts in Economics and Finance. Milton Park, Abingdon: Routledge (ISBN 978-0-367-47077-7/hbk; 978-0-367-47076-0/pbk; 978-1-003-03321-9/ebook). xxv, 593 p. (2021). MSC: 62-01 91-01 62M30 62P20 62-04 91B72 PDFBibTeX XMLCite \textit{K. Kopczewska}, Applied spatial statistics and econometrics. Data analysis in R. Milton Park, Abingdon: Routledge (2021; Zbl 1492.62003) Full Text: DOI
Clark, Thomas J. Classroom and computational investigations of Camel Up. (English) Zbl 1505.97067 Coll. Math. J. 52, No. 4, 289-296 (2021). MSC: 97M99 97K50 00A08 97M40 91A60 PDFBibTeX XMLCite \textit{T. J. Clark}, Coll. Math. J. 52, No. 4, 289--296 (2021; Zbl 1505.97067) Full Text: DOI
Silva, Ana R. S.; Azevedo, Caio L. N.; Bazán, Jorge L.; Nobre, Juvêncio S. Bayesian inference for zero-and/or-one augmented beta rectangular regression models. (English) Zbl 07477283 Braz. J. Probab. Stat. 35, No. 4, 749-771 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. R. S. Silva} et al., Braz. J. Probab. Stat. 35, No. 4, 749--771 (2021; Zbl 07477283) Full Text: DOI
Ortega, Diego; Rodríguez-Laguna, Javier; Korutcheva, Elka Avalanches in an extended Schelling model: an explanation of urban gentrification. (English) Zbl 1527.91130 Physica A 573, Article ID 125943, 10 p. (2021). MSC: 91D20 62P20 82C27 PDFBibTeX XMLCite \textit{D. Ortega} et al., Physica A 573, Article ID 125943, 10 p. (2021; Zbl 1527.91130) Full Text: DOI arXiv
Kirchkamp, Oliver; Mill, Wladislaw Spite vs. risk: explaining overbidding in the second-price all-pay auction. A theoretical and experimental investigation. (English) Zbl 1483.91097 Games Econ. Behav. 130, 616-635 (2021). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91B26 91-05 PDFBibTeX XMLCite \textit{O. Kirchkamp} and \textit{W. Mill}, Games Econ. Behav. 130, 616--635 (2021; Zbl 1483.91097) Full Text: DOI
Alkan, Gunes; Farrow, Robert; Liu, Haichen; Moore, Clayton; Ng, Hon Keung Tony; Stokes, Lynne; Xu, Yihan; Xu, Ziyuan; Yan, Yuzhi; Zhong, Yifan Predictive modeling of maximum injury severity and potential economic cost in a car accident based on the general estimates system data. (English) Zbl 1505.62019 Comput. Stat. 36, No. 3, 1561-1575 (2021). MSC: 62-08 62P20 62J12 PDFBibTeX XMLCite \textit{G. Alkan} et al., Comput. Stat. 36, No. 3, 1561--1575 (2021; Zbl 1505.62019) Full Text: DOI
Engbert, Ralf Dynamical models in neurocognitive psychology. (English) Zbl 1474.91001 Cham: Springer (ISBN 978-3-030-67298-0/hbk; 978-3-030-67301-7/pbk; 978-3-030-67299-7/ebook). xiii, 155 p. (2021). MSC: 91-01 91E10 91E30 92C20 92B20 PDFBibTeX XMLCite \textit{R. Engbert}, Dynamical models in neurocognitive psychology. Cham: Springer (2021; Zbl 1474.91001) Full Text: DOI
Hartmann, Raphael; Klauer, Karl Christoph Partial derivatives for the first-passage time distribution in Wiener diffusion models. (English) Zbl 1475.91062 J. Math. Psychol. 103, Article ID 102550, 12 p. (2021). MSC: 91B06 91E10 35Q91 PDFBibTeX XMLCite \textit{R. Hartmann} and \textit{K. C. Klauer}, J. Math. Psychol. 103, Article ID 102550, 12 p. (2021; Zbl 1475.91062) Full Text: DOI
Chung, EunYi; Olivares, Mauricio Permutation test for heterogeneous treatment effects with a nuisance parameter. (English) Zbl 07414287 J. Econom. 225, No. 2, 148-174 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. Chung} and \textit{M. Olivares}, J. Econom. 225, No. 2, 148--174 (2021; Zbl 07414287) Full Text: DOI
Dzidzornu, S. K.-B.; Minkah, R. Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims. (English) Zbl 1471.62525 J. Probab. Stat. 2021, Article ID 5518583, 8 p. (2021). MSC: 62P20 62E15 62M10 PDFBibTeX XMLCite \textit{S. K. B. Dzidzornu} and \textit{R. Minkah}, J. Probab. Stat. 2021, Article ID 5518583, 8 p. (2021; Zbl 1471.62525) Full Text: DOI arXiv
Triantafyllopoulos, Kostas Bayesian inference of state space models. Kalman filtering and beyond. (English) Zbl 1480.62003 Springer Texts in Statistics. Cham: Springer (ISBN 978-3-030-76123-3/hbk; 978-3-030-76124-0/ebook). xv, 495 p. (2021). Reviewer: Wolfgang Näther (Freiberg) MSC: 62-01 62F15 62M10 62M20 91B84 93E03 93E11 62P05 62P20 62P30 PDFBibTeX XMLCite \textit{K. Triantafyllopoulos}, Bayesian inference of state space models. Kalman filtering and beyond. Cham: Springer (2021; Zbl 1480.62003) Full Text: DOI
Ollech, Daniel Seasonal adjustment of daily time series. (English) Zbl 07382388 J. Time Ser. Econom. 13, No. 2, 235-264 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{D. Ollech}, J. Time Ser. Econom. 13, No. 2, 235--264 (2021; Zbl 07382388) Full Text: DOI Link
Nadarajah, Saralees; Kwong, Hok Shing; Tank, Fatih Compound sum distributions with dependence. (English) Zbl 1471.62260 Statistics 55, No. 2, 409-425 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62E15 60E05 62P20 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Statistics 55, No. 2, 409--425 (2021; Zbl 1471.62260) Full Text: DOI
Nicolussi, Federica; Cazzaro, Manuela Context-specific independencies in stratified chain regression graphical models. (English) Zbl 1477.62154 Bernoulli 27, No. 3, 2091-2116 (2021). Reviewer: Fabio Rapallo (Alessandria) MSC: 62H22 62H17 62J02 62P20 PDFBibTeX XMLCite \textit{F. Nicolussi} and \textit{M. Cazzaro}, Bernoulli 27, No. 3, 2091--2116 (2021; Zbl 1477.62154) Full Text: DOI
Van Belle, Jente; Guns, Tias; Verbeke, Wouter Using shared sell-through data to forecast wholesaler demand in multi-echelon supply chains. (English) Zbl 1487.90050 Eur. J. Oper. Res. 288, No. 2, 466-479 (2021). MSC: 90B05 62M20 62P20 68T05 PDFBibTeX XMLCite \textit{J. Van Belle} et al., Eur. J. Oper. Res. 288, No. 2, 466--479 (2021; Zbl 1487.90050) Full Text: DOI
Bodhisuwan, Rujira; Kehler, Adam The zero-inflated negative binomial-exponential distribution and its application. (English) Zbl 1464.62216 Lobachevskii J. Math. 42, No. 2, 300-307 (2021). MSC: 62E15 62F12 60E05 62P10 62P20 PDFBibTeX XMLCite \textit{R. Bodhisuwan} and \textit{A. Kehler}, Lobachevskii J. Math. 42, No. 2, 300--307 (2021; Zbl 1464.62216) Full Text: DOI
Handel, Danielle V.; Ho, Anson T. Y.; Huynh, Kim P.; Jacho-Chávez, David T.; Rea, Carson H. Econometrics pedagogy and cloud computing: training the next generation of economists and data scientists. (English) Zbl 1462.62763 J. Econom. Methods 10, No. 1, 89-102 (2021). MSC: 62R07 62P20 62-08 PDFBibTeX XMLCite \textit{D. V. Handel} et al., J. Econom. Methods 10, No. 1, 89--102 (2021; Zbl 1462.62763) Full Text: DOI
Ostoic, J. Antonio Rivero Algebraic analysis of social networks. Models, methods and applications using R. (English) Zbl 1466.91003 Wiley Series in Computational and Quantitative Social Science. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-25038-8/hbk; 978-1-119-25042-5/ebook). xxxi, 380 p. (2021). Reviewer: Yilun Shang (Newcastle) MSC: 91-02 91D30 62P25 PDFBibTeX XMLCite \textit{J. A. R. Ostoic}, Algebraic analysis of social networks. Models, methods and applications using R. Hoboken, NJ: John Wiley \& Sons (2021; Zbl 1466.91003) Full Text: DOI
Morales, Domingo; Esteban, María Dolores; Pérez, Agustín; Hobza, Tomáš A course on small area estimation and mixed models. Methods, theory and applications in R. (English) Zbl 1464.62009 Statistics for Social and Behavioral Sciences. Cham: Springer (ISBN 978-3-030-63756-9/hbk; 978-3-030-63759-0/pbk; 978-3-030-63757-6/ebook). xx, 599 p. (2021). MSC: 62-02 62P25 62P20 62D05 62J05 62-08 PDFBibTeX XMLCite \textit{D. Morales} et al., A course on small area estimation and mixed models. Methods, theory and applications in R. Cham: Springer (2021; Zbl 1464.62009) Full Text: DOI
Chambers, Donald R.; Lu, Qin Introduction to financial mathematics. With computer applications. (English) Zbl 1479.91001 Textbooks in Mathematics. Boca Raton, FL: CRC Press (ISBN 978-0-367-41039-1/hbk; 978-0-367-81442-7/ebook). xxiii, 555 p. (2021). Reviewer: Gianluca Cassese (Milano) MSC: 91-01 91G20 91G30 92-08 PDFBibTeX XMLCite \textit{D. R. Chambers} and \textit{Q. Lu}, Introduction to financial mathematics. With computer applications. Boca Raton, FL: CRC Press (2021; Zbl 1479.91001) Full Text: DOI
Coqueret, Guillaume; Guida, Tony Machine learning for factor investing. R version. (English) Zbl 1471.91006 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-47322-8/hbk; 978-0-367-54586-4/pbk; 978-1-003-03485-8/ebook). xix, 321 p. (2021). Reviewer: John O’Hara (Colchester) MSC: 91-02 62-02 91G10 62P05 68T05 PDFBibTeX XMLCite \textit{G. Coqueret} and \textit{T. Guida}, Machine learning for factor investing. R version. Boca Raton, FL: CRC Press (2021; Zbl 1471.91006) Full Text: DOI
Tamhane, Ajit C. Predictive analytics: parametric models for regression and classification using R. (English) Zbl 1473.62003 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-118-94889-7/hbk; 978-1-119-46476-1/ebook). xxi, 359 p. (2021). MSC: 62-01 62H30 62F10 62J02 62-08 62P10 62P20 PDFBibTeX XMLCite \textit{A. C. Tamhane}, Predictive analytics: parametric models for regression and classification using R. Hoboken, NJ: John Wiley \& Sons (2021; Zbl 1473.62003) Full Text: DOI
Baltagi, Badi H. Econometric analysis of panel data. 6th revised and updated edition. (English) Zbl 1466.62002 Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-53952-8/hbk; 978-3-030-53953-5/ebook). xx, 424 p. (2021). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-01 62P20 62D20 62H11 62M10 91-01 91B84 PDFBibTeX XMLCite \textit{B. H. Baltagi}, Econometric analysis of panel data. 6th revised and updated edition. Cham: Springer (2021; Zbl 1466.62002) Full Text: DOI
Menoncin, Francesco Risk management for pension funds. A continuous time approach with applications in R. (English) Zbl 1460.91007 EURO Advanced Tutorials on Operational Research. Cham: Springer (ISBN 978-3-030-55527-6/hbk; 978-3-030-55528-3/ebook). vii, 239 p. (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91-02 91G05 PDFBibTeX XMLCite \textit{F. Menoncin}, Risk management for pension funds. A continuous time approach with applications in R. Cham: Springer (2021; Zbl 1460.91007) Full Text: DOI
Haddon, Malcolm Using R for modelling and quantitative methods in fisheries. Revised edition. (English) Zbl 1441.62014 Chapman & Hall/CRC The R Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-46989-4/hbk; 978-0-367-46988-7/pbk; 978-1-003-03260-1/ebook). xiii, 337 p. (2021). MSC: 62-02 62P10 91B76 62-08 PDFBibTeX XMLCite \textit{M. Haddon}, Using R for modelling and quantitative methods in fisheries. Revised edition. Boca Raton, FL: CRC Press (2021; Zbl 1441.62014) Full Text: DOI
Aßmann, Christian; Preising, Marcel Bayesian estimation and model comparison for linear dynamic panel models with missing values. (English) Zbl 1521.62031 Aust. N. Z. J. Stat. 62, No. 4, 536-557 (2020). MSC: 62F15 62D10 62F10 62M10 62P20 PDFBibTeX XMLCite \textit{C. Aßmann} and \textit{M. Preising}, Aust. N. Z. J. Stat. 62, No. 4, 536--557 (2020; Zbl 1521.62031) Full Text: DOI OA License
Pierdzioch, Christian; Gupta, Rangan Uncertainty and forecasts of U.S. recessions. (English) Zbl 07675531 Stud. Nonlinear Dyn. Econom. 24, No. 4, Article ID 20180083, 20 p. (2020). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Pierdzioch} and \textit{R. Gupta}, Stud. Nonlinear Dyn. Econom. 24, No. 4, Article ID 20180083, 20 p. (2020; Zbl 07675531) Full Text: DOI
Weiß, Christian H.; Feld, Martin H.-J. M. On the performance of information criteria for model identification of count time series. (English) Zbl 07675514 Stud. Nonlinear Dyn. Econom. 24, No. 1, Article ID 20180012, 16 p. (2020). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. H. Weiß} and \textit{M. H. J. M. Feld}, Stud. Nonlinear Dyn. Econom. 24, No. 1, Article ID 20180012, 16 p. (2020; Zbl 07675514) Full Text: DOI
De Zea Bermudez, P.; Marín, J. Miguel; Veiga, Helena Data cloning estimation for asymmetric stochastic volatility models. (English) Zbl 1490.62315 Econom. Rev. 39, No. 10, 1057-1074 (2020). MSC: 62P05 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{P. De Zea Bermudez} et al., Econom. Rev. 39, No. 10, 1057--1074 (2020; Zbl 1490.62315) Full Text: DOI Link
Ávila-Valdez, José Luis; Huerta, Mauricio; Leiva, Víctor; Riquelme, Marco; Trujillo, Leonardo The Fay-Herriot model in small area estimation: EM algorithm and application to official data. (English) Zbl 1478.62017 REVSTAT 18, No. 5, 613-635 (2020). MSC: 62D05 62P20 PDFBibTeX XMLCite \textit{J. L. Ávila-Valdez} et al., REVSTAT 18, No. 5, 613--635 (2020; Zbl 1478.62017) Full Text: Link
Heckens, Anton J.; Krause, Sebastian M.; Guhr, Thomas Uncovering the dynamics of correlation structures relative to the collective market motion. (English) Zbl 1459.91223 J. Stat. Mech. Theory Exp. 2020, No. 10, Article ID 103402, 42 p. (2020). MSC: 91G70 62P05 91B80 PDFBibTeX XMLCite \textit{A. J. Heckens} et al., J. Stat. Mech. Theory Exp. 2020, No. 10, Article ID 103402, 42 p. (2020; Zbl 1459.91223) Full Text: DOI arXiv
Dayal, Vikram Quantitative economics with R. A data science approach. (English) Zbl 1458.91001 Singapore: Springer (ISBN 978-981-15-2034-1/hbk; 978-981-15-2037-2/pbk; 978-981-15-2035-8/ebook). xv, 326 p. (2020). MSC: 91-01 91-04 62P20 62Rxx PDFBibTeX XMLCite \textit{V. Dayal}, Quantitative economics with R. A data science approach. Singapore: Springer (2020; Zbl 1458.91001) Full Text: DOI
Lütkepohl, Helmut; Milunovich, George; Yang, Minxian Inference in partially identified heteroskedastic simultaneous equations models. (English) Zbl 1464.62516 J. Econom. 218, No. 2, 317-345 (2020). MSC: 62P20 62M10 62F05 PDFBibTeX XMLCite \textit{H. Lütkepohl} et al., J. Econom. 218, No. 2, 317--345 (2020; Zbl 1464.62516) Full Text: DOI Link
Barahona, S.; Centella, P.; Gual-Arnau, X.; Ibáñez, M. V.; Simó, A. Supervised classification of geometrical objects by integrating currents and functional data analysis. (English) Zbl 1460.62209 Test 29, No. 3, 637-660 (2020). MSC: 62R10 62H30 46E22 47N30 62P10 62P20 PDFBibTeX XMLCite \textit{S. Barahona} et al., Test 29, No. 3, 637--660 (2020; Zbl 1460.62209) Full Text: DOI arXiv
Nicolussi, Federica; Cazzaro, Manuela Context-specific independencies in hierarchical multinomial marginal models. (English) Zbl 1458.62122 Stat. Methods Appl. 29, No. 4, 767-786 (2020). MSC: 62H17 62P30 62P20 PDFBibTeX XMLCite \textit{F. Nicolussi} and \textit{M. Cazzaro}, Stat. Methods Appl. 29, No. 4, 767--786 (2020; Zbl 1458.62122) Full Text: DOI Link
Etzioni, Ruth; Mandel, Micha; Gulati, Roman Statistics for health data science. An organic approach. (English) Zbl 1480.62005 Springer Texts in Statistics. Cham: Springer (ISBN 978-3-030-59888-4/hbk; 978-3-030-59891-4/pbk; 978-3-030-59889-1/ebook). xxii, 222 p. (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62-02 62P10 62R07 PDFBibTeX XMLCite \textit{R. Etzioni} et al., Statistics for health data science. An organic approach. Cham: Springer (2020; Zbl 1480.62005) Full Text: DOI
Gerolimetto, Margherita; Magrini, Stefano Testing for boundary conditions in case of fractionally integrated processes. (English) Zbl 1457.62263 Stat. Methods Appl. 29, No. 2, 357-371 (2020). MSC: 62M10 62G10 62G09 62P20 60G22 65C05 PDFBibTeX XMLCite \textit{M. Gerolimetto} and \textit{S. Magrini}, Stat. Methods Appl. 29, No. 2, 357--371 (2020; Zbl 1457.62263) Full Text: DOI
Denuit, Michel; Hainaut, Donatien; Trufin, Julien Effective statistical learning methods for actuaries II. Tree-based methods and extensions. (English) Zbl 1451.62003 Springer Actuarial. Lecture Notes. Cham: Springer (ISBN 978-3-030-57555-7/pbk; 978-3-030-57556-4/ebook). x, 228 p. (2020). MSC: 62-01 62P05 62J12 62M10 68T05 62H30 91-01 91G05 PDFBibTeX XMLCite \textit{M. Denuit} et al., Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Cham: Springer (2020; Zbl 1451.62003) Full Text: DOI
Kamgar, Saeideh; Meinfelder, Florian; Münnich, Ralf; Navvabpour, Hamidreza Estimation within the new integrated system of household surveys in Germany. (English) Zbl 1452.62925 Stat. Pap. 61, No. 5, 2091-2117 (2020). MSC: 62P20 62P25 62D05 62K20 62G07 PDFBibTeX XMLCite \textit{S. Kamgar} et al., Stat. Pap. 61, No. 5, 2091--2117 (2020; Zbl 1452.62925) Full Text: DOI
Asar, Yasin; Kılınç, Kadriye A jackknifed ridge estimator in probit regression model. (English) Zbl 1450.62083 Statistics 54, No. 4, 667-685 (2020). MSC: 62J05 62J07 62F40 62P20 PDFBibTeX XMLCite \textit{Y. Asar} and \textit{K. Kılınç}, Statistics 54, No. 4, 667--685 (2020; Zbl 1450.62083) Full Text: DOI
Mazucheli, Josmar; Bertoli, Wesley; Oliveira, Ricardo P.; Menezes, André F. B. On the discrete quasi xgamma distribution. (English) Zbl 1448.62030 Methodol. Comput. Appl. Probab. 22, No. 2, 747-775 (2020). MSC: 62E15 62F10 62P20 PDFBibTeX XMLCite \textit{J. Mazucheli} et al., Methodol. Comput. Appl. Probab. 22, No. 2, 747--775 (2020; Zbl 1448.62030) Full Text: DOI
Diederich, Adele; Wyszynski, Marc; Traub, Stefan Need, frames, and time constraints in risky decision-making. (English) Zbl 1447.91041 Theory Decis. 89, No. 1, 1-37 (2020). MSC: 91B06 91-05 PDFBibTeX XMLCite \textit{A. Diederich} et al., Theory Decis. 89, No. 1, 1--37 (2020; Zbl 1447.91041) Full Text: DOI
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient. (English) Zbl 1445.62071 Braz. J. Probab. Stat. 34, No. 3, 537-579 (2020). MSC: 62G07 60J60 60J70 60H10 62P20 91B84 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Braz. J. Probab. Stat. 34, No. 3, 537--579 (2020; Zbl 1445.62071) Full Text: DOI arXiv Euclid
Dobler, Dennis; Friedrich, Sarah; Pauly, Markus Nonparametric MANOVA in meaningful effects. (English) Zbl 1445.62086 Ann. Inst. Stat. Math. 72, No. 4, 997-1022 (2020). MSC: 62G09 62G05 62H15 62J10 62P20 PDFBibTeX XMLCite \textit{D. Dobler} et al., Ann. Inst. Stat. Math. 72, No. 4, 997--1022 (2020; Zbl 1445.62086) Full Text: DOI arXiv
Sickles, Robin C.; Song, Wonho; Zelenyuk, Valentin Econometric analysis of productivity: theory and implementation in R. (English) Zbl 1443.62507 Vinod, Hrishikesh D. (ed.) et al., Financial, macro and micro econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 42, 267-297 (2020). MSC: 62P20 62-08 91G70 62R07 62G09 PDFBibTeX XMLCite \textit{R. C. Sickles} et al., Handb. Stat. 42, 267--297 (2020; Zbl 1443.62507) Full Text: DOI
Ghysels, Eric; Kvedaras, Virmantas; Zemlys-Balevičius, Vaidotas Mixed data sampling (MIDAS) regression models. (English) Zbl 1443.62258 Vinod, Hrishikesh D. (ed.) et al., Financial, macro and micro econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 42, 117-153 (2020). MSC: 62M10 62P05 62P20 62J05 62G08 60G10 62-08 PDFBibTeX XMLCite \textit{E. Ghysels} et al., Handb. Stat. 42, 117--153 (2020; Zbl 1443.62258) Full Text: DOI
Marks, Robert E. Calibrating methods for decision making under uncertainty. (English) Zbl 1443.91114 Bucciarelli, Edgardo (ed.) et al., Decision economics: complexity of decisions and decisions for complexity. Papers based on the presentations at the international conference on decision economics, DECON 2019, Ávila, Spain, June 26–28, 2019. Cham: Springer. Adv. Intell. Syst. Comput. 1009, 1-9 (2020). MSC: 91B06 91-05 PDFBibTeX XMLCite \textit{R. E. Marks}, Adv. Intell. Syst. Comput. 1009, 1--9 (2020; Zbl 1443.91114) Full Text: DOI
Sun, Li-Hsien; Huang, Xin-Wei; Alqawba, Mohammed S.; Kim, Jong-Min; Emura,Takeshi Copula-based Markov models for time series. Parametric inference and process control. (English) Zbl 1435.62020 SpringerBriefs in Statistics; JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-15-4997-7/pbk; 978-981-15-4998-4/ebook). xvi, 131 p. (2020). MSC: 62-02 62H05 62M10 62F15 62P20 93C95 PDFBibTeX XMLCite \textit{L.-H. Sun} et al., Copula-based Markov models for time series. Parametric inference and process control. Singapore: Springer (2020; Zbl 1435.62020) Full Text: DOI
Feng, Yuanhua; Gries, Thomas; Fritz, Marlon Data-driven local polynomial for the trend and its derivatives in economic time series. (English) Zbl 1444.62104 J. Nonparametric Stat. 32, No. 2, 510-533 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M15 62G07 62P20 91B84 PDFBibTeX XMLCite \textit{Y. Feng} et al., J. Nonparametric Stat. 32, No. 2, 510--533 (2020; Zbl 1444.62104) Full Text: DOI Link
Fan, Jianqing; Feng, Yang; Xia, Lucy A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models. (English) Zbl 1456.62102 J. Econom. 218, No. 1, 119-139 (2020). MSC: 62H12 62G10 62H22 62-08 62P20 PDFBibTeX XMLCite \textit{J. Fan} et al., J. Econom. 218, No. 1, 119--139 (2020; Zbl 1456.62102) Full Text: DOI arXiv