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Document type:
Masterarbeit
Author(s):
Benedikt Simon Flierl
Title:
D-Vine Quantile Regression Based Multiple Imputation Using a Fully Conditional Specification Approach with Applications to ESG Data
Abstract:
Multiple imputation is a statistical framework for analyzing incomplete data sets. The basic idea is to impute an incomplete data set several times considering the observed dependence structure, analyze each of these completed data sets separately, and then combine the results. So far, only a few exceptions in the literature focus on the generation of the imputations with vine copulas, although vine copulas are highly flexible models for multidimensional dependence. In this thesis, we propose a...     »
Subject:
MAT Mathematik
DDC:
510 Mathematik
Supervisor:
Claudia Czado
Advisor:
Claudia Czado
Date of acceptation:
22.01.2025
Year:
2025
Quarter:
1. Quartal
Year / month:
2025-01
Month:
Jan
Pages:
95
Language:
en
University:
Technische Universität München
Faculty:
TUM School of Computation, Information and Technology
TUM Institution:
Professur für Angewandte Mathematische Statistik
Format:
Text
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