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08/08/2023
Are Information criteria good enough to choose the right the number of regimes in Hidden Markov Models?
Selecting the number of regimes in Hidden Markov models is an important ...
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05/04/2023
On factor copula-based mixed regression models
In this article, a copula-based method for mixed regression models is pr...
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01/31/2023
Identifiability and inference for copula-based semiparametric models for random vectors with arbitrary marginal distributions
In this paper, we study the identifiability and the estimation of the pa...
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01/30/2023
Copula-based dependence measures for arbitrary data
In this article, we define extensions of copula-based dependence measure...
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01/31/2019