Since the creation of Bitcoin in 2009, many alternative cryptocurrencies ("altcoins") have been created that claim to be the currency of the future.There ar
This paper proposes an adaptive lasso Ⅳ estimator for structural equation variable selection.The estimator works for over identified structural equation mo
An important problem in multivariate statistics is the estimation of covariance matrices.We consider a class of nonparametric covariance models in which the
This study develops different ways of extending the one factor copula model to make more accurate forecast of credit risk model.In one extension,we propose