Efficient maximum likelihood estimation of copula based meta t-distributions
Computational Statistics and Data Analysis
2011
55
3
1196–1214
The degrees of freedom of partial least squares regression
Journal of the American Statistical Association
2011
106
494
697-705
Modeling individual migraine severity with autoregressive ordered probit models.
Statistical Methods and Applications
2011
20
1
101-121
Bayesian model selection for D-vine pair-copula constructions.
Canadian Journal of Statistics
2011
39
2
239–258
Quantifying geographical and macroeconomic effects on bank branch deposits using linear mixed models
International Journal of Statistics and Management Systems
2011
6
1-2
Jan
22-46
Comparing point and interval estimates in the bivariate t-copula model with application to financial data
Statistical Papers
2011
52
3
709-731