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stat.ME2024
Statistical comparison of quality attributes_a range-based approach
Gerhard Gössler, Vera Hofer, Hans Manner +1
A novel approach for comparing quality attributes of different products when there is considerable product-related variability is proposed. In such a case, the whole range of possi…
stat.ME2012★ 12 cited
Modeling high dimensional time-varying dependence using D-vine SCAR models
Carlos Almeida, Claudia Czado, Hans Manner
We consider the problem of modeling the dependence among many time series. We build high dimensional time-varying copula models by combining pair-copula constructions (PCC) with st…