Vol.68, No.1 (2020) Contents
Special Topic: Statistical Methods for Data with Complex Dependence Structure --Copulas and Related Topics--
On the Special Topic "Statistical Methods for Data with Complex Dependence Structure --Copulas and Related Topics--"
..........Shogo KATO and Toshinao YOSHIBA (68, 1-3)
Statistical Inference in Copula Models
..........Hideatsu TSUKAHARA (68, 5-24)
Properties of Divergence for Semiparametric Copula Models
..........Tomonari SEI and Kazuya MATSUMOTO (68, 25-44)
Properties of Skew-t Copulas and Their Statistical Estimation -- Application to Asset Returns --
..........Toshinao YOSHIBA (68, 45-63)
Realized Stochastic Volatility Model --Extensions and Application to Japanese Stock Index--
..........Makoto TAKAHASHI, Yasuhiro OMORI and Toshiaki WATANABE (68, 65-85)
A Copula Model with Stochastic Tail Dependence: Statistical Inference and Applications to Quantitative Finance
..........Yuki NOZAWA and Nobuhiro NAKAMURA (68, 87-106)
An Extension of a CDO Pricing Model Using a Copula toward a Risk Evaluation Model
..........Yukio MUROMACHI (68, 107-127)
Copula-based Continuous Event History Analysis
..........Kentaro FUKUMOTO (68, 129-145)
Survival Analysis Using Copulas --Meta-analysis with Correlated Endpoints-- (with supplement)
..........Takeshi EMURA and Hirofumi MICHIMAE (68, 147-174)
Verification of the Effectiveness of Sensitivity Analysis as a Variable Selection in Support Vector Regression --Analysis of Factors Affecting Prefectural All-cause Mortality Rates--
..........Kazutoshi TANABE and Takahiro SUZUKI (68, 175-192)
