Tractable Unified Skew-t Distribution and Copula for Heterogeneous Asymmetries
Fuente:
arXiv
Saved in:
| Main Authors: | Deng, Lin, Smith, Michael Stanley, Maneesoonthorn, Worapree |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
by: Deng, Lin, et al.
Published: (2023)
by: Deng, Lin, et al.
Published: (2023)
Vector Copula Variational Inference and Dependent Block Posterior Approximations
by: Fu, Yu, et al.
Published: (2025)
by: Fu, Yu, et al.
Published: (2025)
Cutting Feedback in Misspecified Copula Models
by: Smith, Michael Stanley, et al.
Published: (2023)
by: Smith, Michael Stanley, et al.
Published: (2023)
A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage
by: Fan, Zheng, et al.
Published: (2025)
by: Fan, Zheng, et al.
Published: (2025)
Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by: Kock, Lucas, et al.
Published: (2026)
by: Kock, Lucas, et al.
Published: (2026)
How to Compare Copula Forecasts?
by: Fissler, Tobias, et al.
Published: (2024)
by: Fissler, Tobias, et al.
Published: (2024)
Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects
by: Zeleneev, Andrei, et al.
Published: (2025)
by: Zeleneev, Andrei, et al.
Published: (2025)
Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas
by: Emadi, Seyed Morteza
Published: (2024)
by: Emadi, Seyed Morteza
Published: (2024)
Principal Component Copulas for Capital Modelling and Systemic Risk
by: Gubbels, K. B., et al.
Published: (2023)
by: Gubbels, K. B., et al.
Published: (2023)
Conjugating Variational Inference for Large Mixed Multinomial Logit Models and Consumer Choice
by: Zhang, Weiben, et al.
Published: (2026)
by: Zhang, Weiben, et al.
Published: (2026)
Variance Estimation with Dependence and Heterogeneous Means
by: Yap, Luther
Published: (2026)
by: Yap, Luther
Published: (2026)
Heterogeneous Treatment Effects and Causal Mechanisms
by: Fu, Jiawei, et al.
Published: (2024)
by: Fu, Jiawei, et al.
Published: (2024)
Integrating Heterogeneous Information in Randomized Experiments: A Unified Calibration Framework
by: Ma, Wei, et al.
Published: (2026)
by: Ma, Wei, et al.
Published: (2026)
Treatment Effect Heterogeneity in Regression Discontinuity Designs
by: Calonico, Sebastian, et al.
Published: (2025)
by: Calonico, Sebastian, et al.
Published: (2025)
Estimating Treatment Effects Under Bounded Heterogeneity
by: Kwon, Soonwoo, et al.
Published: (2025)
by: Kwon, Soonwoo, et al.
Published: (2025)
Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models
by: Song, Myunghyun, et al.
Published: (2026)
by: Song, Myunghyun, et al.
Published: (2026)
Unified Inference on Moment Restrictions with Nuisance Parameters
by: Li, Xingyu, et al.
Published: (2022)
by: Li, Xingyu, et al.
Published: (2022)
A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
by: Słoczyński, Tymon, et al.
Published: (2026)
by: Słoczyński, Tymon, et al.
Published: (2026)
Extracting Mechanisms from Heterogeneous Effects: An Identification Strategy for Mediation Analysis
by: Fu, Jiawei
Published: (2024)
by: Fu, Jiawei
Published: (2024)
Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by: Blomquist, Soren, et al.
Published: (2024)
by: Blomquist, Soren, et al.
Published: (2024)
Heterogeneous Responses to Continuous Treatments: A Cluster-Based Causal Framework
by: Cerqua, Augusto, et al.
Published: (2024)
by: Cerqua, Augusto, et al.
Published: (2024)
Treatment effects at the margin: Everyone is marginal
by: Deng, Haotian
Published: (2025)
by: Deng, Haotian
Published: (2025)
Distribution Regression with Censored Selection
by: Fernandez-Val, Ivan, et al.
Published: (2025)
by: Fernandez-Val, Ivan, et al.
Published: (2025)
Estimating Heterogeneous Treatment Effects with Item-Level Outcome Data: Insights from Item Response Theory
by: Gilbert, Joshua B., et al.
Published: (2024)
by: Gilbert, Joshua B., et al.
Published: (2024)
Assessing Heterogeneity of Treatment Effects
by: Kaji, Tetsuya, et al.
Published: (2023)
by: Kaji, Tetsuya, et al.
Published: (2023)
Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
by: Deng, Yuhao, et al.
Published: (2026)
by: Deng, Yuhao, et al.
Published: (2026)
Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
by: Spady, Richard, et al.
Published: (2020)
by: Spady, Richard, et al.
Published: (2020)
Inference on the Distribution of Individual Treatment Effects in Nonseparable Triangular Models
by: Ma, Jun, et al.
Published: (2025)
by: Ma, Jun, et al.
Published: (2025)
A Distributed Lag Approach to the Generalised Dynamic Factor Model
by: Gersing, Philipp
Published: (2024)
by: Gersing, Philipp
Published: (2024)
Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution
by: Hou, Haoze, et al.
Published: (2025)
by: Hou, Haoze, et al.
Published: (2025)
Inflation Target at Risk: A Time-varying Parameter Distributional Regression
by: Wang, Yunyun, et al.
Published: (2024)
by: Wang, Yunyun, et al.
Published: (2024)
Nonparametric Point Identification of Treatment Effect Distributions via Rank Stickiness
by: Liang, Tengyuan
Published: (2026)
by: Liang, Tengyuan
Published: (2026)
Unifying regression-based and design-based causal inference in time-series experiments
by: Lin, Zhexiao, et al.
Published: (2025)
by: Lin, Zhexiao, et al.
Published: (2025)
Copula Central Asymmetry of Equity Portfolios
by: Frattarolo, Lorenzo
Published: (2024)
by: Frattarolo, Lorenzo
Published: (2024)
Advancing Distribution Decomposition Methods Beyond Common Supports: Applications to Racial Wealth Disparities
by: Modenesi, Bernardo
Published: (2024)
by: Modenesi, Bernardo
Published: (2024)
Where to Experiment? Site Selection Under Distribution Shift via Optimal Transport and Wasserstein DRO
by: Bouyamourn, Adam
Published: (2025)
by: Bouyamourn, Adam
Published: (2025)
Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts
by: Koo, Taehyeon, et al.
Published: (2025)
by: Koo, Taehyeon, et al.
Published: (2025)
Causal Inference for Spatial Treatments
by: Pollmann, Michael
Published: (2020)
by: Pollmann, Michael
Published: (2020)
Partial identification via conditional linear programs: estimation and policy learning
by: Ben-Michael, Eli
Published: (2025)
by: Ben-Michael, Eli
Published: (2025)
Cluster-Randomized Trials with Cross-Cluster Interference
by: Leung, Michael P.
Published: (2023)
by: Leung, Michael P.
Published: (2023)
Similar Items
-
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
by: Deng, Lin, et al.
Published: (2023) -
Vector Copula Variational Inference and Dependent Block Posterior Approximations
by: Fu, Yu, et al.
Published: (2025) -
Cutting Feedback in Misspecified Copula Models
by: Smith, Michael Stanley, et al.
Published: (2023) -
A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage
by: Fan, Zheng, et al.
Published: (2025) -
Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by: Kock, Lucas, et al.
Published: (2026)