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Results 1-10 of 13 (Search time: 0.001 seconds).
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PreviewIssue DateTitleAuthor(s)
Mar-2016Efficient estimation of parameters in marginal in semiparametric multivariate modelsPanchenko, Valentyn; Prokhorov, Artem; Discipline of Business Analytics
11-Mar-2016A New Measure of Vector Dependence, with an Application to Financial ContagionMedovikov, Ivan; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
11-Sep-2015Generalized Information Matrix Tests for CopulasProkhorov, Artem; Schepsmeier, Ulf; Zhu, Yajing; Discipline of Business Analytics, University of Sydney
11-Sep-2015Fat tails and copulas: limits of diversification revisitedIbragimov, Rustam; Prokhorov, Artem; Mo, Jingyuan; Discipline of Business Analytics, University of Sydney
11-Sep-2015Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood InferenceHill, Jonathan B.; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
11-Sep-2015GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood InferenceHill, Jonathan B.; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
5-Sep-2014Consistent Estimation of Linear Regression Models Using Matched DataProkhorov, Artem; Hirukawa, Masayuki; Discipline of Business Analytics
9-Apr-2017Endogenous Environmental Variables In Stochastic Frontier ModelsAmsler, Christine; Prokhorov, Artem; Schmidt, Peter; Michigan State University; University of Sydney
25-Mar-2019A New Family of Copulas, with Application to Estimation of a Production Frontier SystemAmsler, Christine; Prokhorov, Artem; Schmidt, Peter; Discipline of Business Analytics, The University of Sydney Business School
25-Mar-2019Moment Redundancy Test with Application to Efficiency-Improving CopulasHao, Bowen; Prokhorov, Artem; Qian, Hailong; Discipline of Business Analytics, The University of Sydney Business School