An empirical examination of maximum entropy in copula-based simultaneous equations model

An empirical examination of maximum entropy in copula-based simultaneous equations model

© 2017 by the Mathematical Association of Thailand. All rights reserved. In our previous work, copulas were used to connect different marginal distributions in a system of linear equations. And in this study, we aim to further improve the way to join the marginal distributions. We propose entropy co...

Saved in:

書目詳細資料
Main Authors:	Kanchana Choktaworn, Paravee Maneejuk, Woraphon Yamaka
格式:	雜誌
出版:	2018
主題:	Mathematics Agricultural and Biological Sciences
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039694621&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43700
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

相似書籍

An empirical examination of maximum entropy in copula-based simultaneous equations model
由: Kanchana Choktaworn, et al.
出版: (2018)

Maximum entropy quantile regression with unknown quantile
由: Kanchana Chokethaworn, et al.
出版: (2018)

Maximum entropy quantile regression with unknown quantile
由: Kanchana Chokethaworn, et al.
出版: (2018)

Analysis of global competitiveness using copula-based stochastic frontier kink model
由: Paravee Maneejuk, et al.
出版: (2018)

Capital asset pricing model through quantile regression: An entropy approach
由: Woraphon Yamaka, et al.
出版: (2018)

Modeling nonlinear dependence structure using logistic smooth transition copula model
由: Paravee Maneejuk, et al.
出版: (2019)

Comparison of entropy measures in generalized maximum entropy estimation
由: Wilawan Srichaikul, et al.
出版: (2018)

Predicting contagion from the US financial crisis to international stock markets using dynamic copula with google trends
由: Paravee Maneejuk, et al.
出版: (2020)

Analyzing the causality and dependence between gold shocks and asian emerging stock markets: A smooth transition copula approach
由: Woraphon Yamaka, et al.
出版: (2020)

High-order generalized maximum entropy estimator in kink regression model
由: Payap Tarkhamtham, et al.
出版: (2019)

Coffee stochastic frontier model with maximum entropy
由: Chatchai Khiewngamdee, et al.
出版: (2018)

Bayesian empirical likelihood estimation of smooth kink regression
由: Woraphon Yamaka, et al.
出版: (2019)

Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock markets
由: Paravee Maneejuk, et al.
出版: (2018)

Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock markets
由: Paravee Maneejuk, et al.
出版: (2018)

Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model
由: Varith Pipitpojanakarn, et al.
出版: (2018)

Child-gender preference generalized maximum entropy approach
由: Supanika Leurcharusmee, et al.
出版: (2018)

Using second-order probabilities to make maximum entropy approach to copulas more reasonable
由: Hung T. Nguyen, et al.
出版: (2018)

Modelling Thailand tourism demand: A dual generalized maximum entropy estimator for panel data regression models
由: Warattaya Chinnakum, et al.
出版: (2018)

Maximum entropy as a feasible way to describe joint distribution in expert systems
由: Thongchai Dumrongpokaphan, et al.
出版: (2018)

Capital asset pricing model through quantile regression: An entropy approach
由: Woraphon Yamaka, et al.
出版: (2018)

Bayesian Estimation of Archimedean Copula-Based sur Quantile Models
由: Nachatchapong Kaewsompong, et al.
出版: (2020)

Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?
由: Roengchai Tansuchat, et al.
出版: (2018)

Frontier quantile model using a generalized class of skewed distributions
由: Varith Pipitpojanakarn, et al.
出版: (2018)

Analysis of global competitiveness using copula-based stochastic frontier kink model
由: Paravee Maneejuk, et al.
出版: (2018)

Pension choices of senior citizens in Thailand: A multi-label classification with generalized maximum entropy
由: Thamonwan Ruanto, et al.
出版: (2018)

Predictive recursion maximum likelihood of threshold autoregressive model
由: Pathairat Pastpipatkul, et al.
出版: (2018)

Technical efficiency in rice production at farm level in northern Thailand: A stochastic frontier with maximum entropy approach
由: Kittawit Autchariyapanitkul, et al.
出版: (2018)

A generalized information theoretical approach to non-linear time series model
由: Songsak Sriboochitta, et al.
出版: (2018)

Coffee stochastic frontier model with maximum entropy
由: Chatchai Khiewngamdee, et al.
出版: (2018)

Significance test for linear regression: how to test without P-values?
由: Paravee Maneejuk, et al.
出版: (2020)

The generalize maximum Tsallis entropy estimator in kink regression model
由: Payap Tarkhamtham, et al.
出版: (2018)

Expectile and quantile kink regressions with unknown threshold
由: Varith Pipitpojanakarn, et al.
出版: (2018)

A Markov-Switching Model with Mixture Distribution Regimes
由: Paravee Maneejuk, et al.
出版: (2018)

Testing the validity of economic growth theories using copula-based seemingly unrelated quantile kink regression
由: Pathairat Pastpipatkul, et al.
出版: (2018)

Empirical likelihood estimation of the Markov-switching model
由: Paravee Maneejuk, et al.
出版: (2018)

Generalized predictive recursion maximum likelihood for robust mixture regression
由: Pradon Sureephong, et al.
出版: (2018)

Copulas based seemingly unrelated quantile regression
由: Roengchai Tansuchat, et al.
出版: (2018)

Generalized information theoretical approach to panel regression kink model
由: Phachongchit Tibprasorn, et al.
出版: (2018)

The best copula modeling of dependence structure among gold, oil prices, and U.S. currency
由: Pathairat Pastpipatkul, et al.
出版: (2018)

Modeling dependence of agricultural commodity futures through markov switching copula with mixture distribution regimes
由: Woraphon Yamaka, et al.
出版: (2019)