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A multivariate piecing-together approach with an application to operational loss data
copula domain of multivariate attraction GPD copula multivariate extreme value distribution multivariate generalized Pareto distribution
2012/6/5
The univariate piecing-together approach (PT) fits a univariate generalized Pareto distribution (GPD) to the upper tail of a given distribution function in a continuous manner. We propose a multivaria...
If Entry Strategy and Money go Together, What is the Right Side of the Coin?
IO RBV Performance Multi-Agent Simulation
2011/7/22
Abstract: The goal of this study is to determine which strategic model, either IO or RBV, allows firms to generate the highest performance on a competitive market. Contrasting with classical studies t...
What Makes Family Members Live Apart or Together?: An Empirical Study with Japanese Panel Study of Consumers
family living arrangement dispersing force assembling force
2009/5/7
I examine the question of what motivates family members to live apart or together, using the Japanese Panel Study of Consumers. I attempt to explain family living arrangement by two forces, dispersing...
What Makes Family Members Live Apart or Together?: An Empirical Study with Japanese Panel Study of Consumers
family living arrangement dispersing force assembling force
2010/12/7
I examine the question of what motivates family members to live apart or together, using the Japanese Panel Study of Consumers. I attempt to explain family living arrangement by two forces, dispersing...