Browsing by Author Prokhorov, Artem

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Issue DateTitleAuthor(s)Citation
2014An algorithm for constructing high dimensional distributions from distributions of lower dimensionProkhorov, Artem; Anatolyev, Stanislav; Khabibullin, Renat; Business AnalyticsAn algorithm for constructing high dimensional distributions from distributions of lower dimension, Economics Letters, vol.123, 3, 2014,pp 257-261
2014Bartlett-Type Correction of Distance Metric TestProkhorov, Artem; Huang, Wanling; Business AnalyticsBartlett-Type Correction of Distance Metric Test in Festschrift in Honor of Peter Schmidt: Economic Methods and Applications, Springer, 2014, pp. 371-403
2014Copula based factorization in Bayesian multivariate infinite mixture modelsProkhorov, Artem; Burda, Martin; Business AnalyticsCopula based factorization in Bayesian multivariate infinite mixture models, Journal of Multivariate Analysis, vol.127, n/a, 2014,pp 200-213
2015The e-complexity for copulasProkhorov, Artem; Xia, Fujie; Darkhovsky, Boris; Piryatinska, Alexandra; Business Analytics; Business AnalyticsThe e-complexity for copulas, Proceedings of the 10th IEEE Conference on Industrial Electronics and Applications ICIEA 2015, vol.N/A, 2015, pp. 422-427
2016Endogeneity in stochastic frontier modelsProkhorov, Artem; Amsler, Christine; Schmidt, Peter; Business AnalyticsEndogeneity in stochastic frontier models, Journal of Econometrics, vol.190, 2, 2016,pp 280-288
2017Endogenous environmental variables in stochastic frontier modelsProkhorov, Artem; Amsler, Christine; Schmidt, Peter; Business AnalyticsEndogenous environmental variables in stochastic frontier models, Journal of Econometrics, vol.199, 2, 2017,pp 131-140
2016Estimation of Hierarchical Archimedean Copulas as a Shortest Path ProblemMatsypura, Dmytro; Neo, Emily; Prokhorov, Artem; Business Analytics; Business Analytics; Business AnalyticsEstimation of Hierarchical Archimedean Copulas as a Shortest Path Problem, Economics Letters, vol.149, N/A, 2016,pp 131-134
2016GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inferenceProkhorov, Artem; Hill, Jonathan; Business AnalyticsGEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference, Journal of Econometrics, vol.190, 1, 2016,pp 18-45
2016Heavy tails and copulas: Limits of diversification revisitedProkhorov, Artem; Ibragimov, Rustam; Business AnalyticsHeavy tails and copulas: Limits of diversification revisited, Economics Letters, vol.149, N/A, 2016,pp 102-107
2016Heavy tails and copulas: Limits of diversification revisitedProkhorov, Artem; Ibragimov, Rustam; Business AnalyticsHeavy tails and copulas: Limits of diversification revisited, Economics Letters, vol.149, N/A, 2016,pp 102-107