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1.
Bayesian Inference for Multivariate Copulas Using PairCopula Constructions
Title:
Bayesian Inference for Multivariate Copulas Using PairCopula Constructions
Author:
Aleksey Min
;
Claudia Czado
Aleksey Min
;
Claudia Czado
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We provide a Bayesian analysis of paircopula constructions (PCCs) (Aas et al., 2009), which outperform many other multivariate copula constructions in modeling dependencies in financial data. We use bivariate tcopulas as building blocks in a PCC to allow extreme events in bivariate margins individually. While parameters may be estimated by max...
We provide a Bayesian analysis of paircopula constructions (PCCs) (Aas et al., 2009), which outperform many other multivariate copula constructions in modeling dependencies in financial data. We use bivariate tcopulas as building blocks in a PCC to allow extreme events in bivariate margins individually. While parameters may be estimated by maximum likelihood, confidence intervals are difficult to obtain. Consequently, we develop a Markov chain Monte Carlo (MCMC) algorithm and compute credible intervals. Standard errors obtained from MCMC output are compared to those obtained from a numerical Hessian matrix and bootstrapping. As applications, we consider Norwegian financial returns and Euro swap rates. Finally, we apply the Bayesian model selection approach of Congdon (2006) to identify conditional independence, thus constructing more parsimonious PCCs. Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please email: journals.permissions@oxfordjournals.org, Oxford University Press.
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Document Type:
article
URL:
http://hdl.handle.net/10.1093/jjfinec/nbp031
http://hdl.handle.net/10.1093/jjfinec/nbp031
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RePEc: Research Papers in Economics
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2.
Corresponding author: Address:
Open Access
Title:
Corresponding author: Address:
Author:
Claudia Czado
;
Aleksey Min
;
Tanja Baumann
;
Rada Dakovic
;
Aleksey Min
Claudia Czado
;
Aleksey Min
;
Tanja Baumann
;
Rada Dakovic
;
Aleksey Min
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Description:
Paircopula constructions for modeling exchange rate dependence
Paircopula constructions for modeling exchange rate dependence
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20091119
Source:
http://wwwm4.ma.tum.de/Papers/Czado/czado
min
baumanndakovic.pdf
http://wwwm4.ma.tum.de/Papers/Czado/czado
min
baumanndakovic.pdf
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Document Type:
text
Language:
en
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2723
http://wwwm4.ma.tum.de/Papers/Czado/czadominbaumanndakovic.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2723
http://wwwm4.ma.tum.de/Papers/Czado/czadominbaumanndakovic.pdf
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3.
Bayesian inference for multivariate copulas using paircopula
Open Access
Title:
Bayesian inference for multivariate copulas using paircopula
Author:
Aleksey Min
;
Claudia Czado
;
Corresponding Aleksey Min
Aleksey Min
;
Claudia Czado
;
Corresponding Aleksey Min
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Description:
constructions
constructions
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20091119
Source:
http://wwwm4.ma.tum.de/Papers/
Min
/
Min
CzadoBayesianInfrence.pdf
http://wwwm4.ma.tum.de/Papers/
Min
/
Min
CzadoBayesianInfrence.pdf
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Document Type:
text
Language:
en
Subjects:
JEL classification ; C11 ; C51 ; C52
JEL classification ; C11 ; C51 ; C52
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.1227
http://wwwm4.ma.tum.de/Papers/Min/MinCzadoBayesianInfrence.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.1227
http://wwwm4.ma.tum.de/Papers/Min/MinCzadoBayesianInfrence.pdf
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4.
Testing for zeromodification in count regression models
Open Access
Title:
Testing for zeromodification in count regression models
Author:
Aleksey Min
;
Claudia Czado
Aleksey Min
;
Claudia Czado
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Count data often exhibit overdispersion and/or require an adjustment for zero outcomes with respect to a Poisson model. Zeromodified Poisson (ZMP) and zeromodified generalized Poisson (ZMGP) regression models are useful classes of models for such data. In the literature so far only score tests are used for testing the necessity of this adjustme...
Count data often exhibit overdispersion and/or require an adjustment for zero outcomes with respect to a Poisson model. Zeromodified Poisson (ZMP) and zeromodified generalized Poisson (ZMGP) regression models are useful classes of models for such data. In the literature so far only score tests are used for testing the necessity of this adjustment. We address this problem by using Wald and likelihood ratio tests. We show how poor the performance of the score tests can be in comparison to the performance of Wald and likelihood ratio (LR) tests through a simulation study. In particular, the score test in the ZMP case results in a power loss of 47 % compared to the Wald test in the worst case, while in the ZMGP case the worst loss is 87%. Therefore, regardless of the computational advantage of score tests, the loss in power compared to the Wald and LR tests should not be neglected and these much more powerful alternatives should be used instead. We prove consistency and asymptotic normality of the maximum likelihood estimates in ZGMP regression models, on what Wald and likelihood ratio tests rely. The usefulnes of ZGMP models is illustrated in a real data example.
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Year of Publication:
20100322
Source:
http://wwwm4.ma.tum.de/Papers/Czado/
Min
CzadoTestingforzeromodification.pdf
http://wwwm4.ma.tum.de/Papers/Czado/
Min
CzadoTestingforzeromodification.pdf
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Document Type:
text
Language:
en
Subjects:
generalized Poisson distribution ; likelihood ratio test ; maximum likelihood estimate ; overdispersion ; score test ; Wald test ; zeroinflation ; zeromodification Running title ; Testing for zeromodificationTESTING FOR ZEROMODIFICATION 2
generalized Poisson distribution ; likelihood ratio test ; maximum likelihood estimate ; overdispersion ; score test ; Wald test ; zeroinflation ; zeromodification Running title ; Testing for zeromodificationTESTING FOR ZEROMODIFICATION 2
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310 Collections of general statistics
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2346
http://wwwm4.ma.tum.de/Papers/Czado/MinCzadoTestingforzeromodification.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2346
http://wwwm4.ma.tum.de/Papers/Czado/MinCzadoTestingforzeromodification.pdf
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5.
Zeroinflated generalized Poisson regression models: Asymptotic theory and applications
Open Access
Title:
Zeroinflated generalized Poisson regression models: Asymptotic theory and applications
Author:
Claudia Czado
;
Aleksey Min
Claudia Czado
;
Aleksey Min
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MSC 2000: Primary 62J02; secondary 62F12. Abstract: Poisson regression models for count variables have been utilized in many applications. However, in many problems overdispersion and zeroinflation occur. In this paper we study regression models associated with the generalized Poisson distribution (Consul (1989)). These regression models which ...
MSC 2000: Primary 62J02; secondary 62F12. Abstract: Poisson regression models for count variables have been utilized in many applications. However, in many problems overdispersion and zeroinflation occur. In this paper we study regression models associated with the generalized Poisson distribution (Consul (1989)). These regression models which have been used for about 15 years do not belong to the class of generalized linear models considered by McCullagh and Nelder (1989) for which an established asymptotic theory is available. We prove consistency and asymptotic normality of the maximum likelihood estimators in zeroinflated generalized Poisson regression models. Further the accuracy of the asymptotic normality approximation is investigated through a simulation study. It is also shown that a Wald test for detecting zeroinflation or zerodeflation based on our results is considerable more powerful than the score test in zeromodified Poisson regression models. The usefulness of the considered models is demonstrated in two applications. 1
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101223
Source:
http://wwwm4.ma.tum.de/Papers/
Min
/Czado
Min
.pdf
http://wwwm4.ma.tum.de/Papers/
Min
/Czado
Min
.pdf
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Document Type:
text
Language:
en
Subjects:
estimator ; overdispersion ; Wald test ; zerodeflation ; zeroinflation
estimator ; overdispersion ; Wald test ; zerodeflation ; zeroinflation
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310 Collections of general statistics
(computed)
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.5134
http://wwwm4.ma.tum.de/Papers/Min/CzadoMin.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.5134
http://wwwm4.ma.tum.de/Papers/Min/CzadoMin.pdf
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6.
Testing for zeromodification in count regression
Open Access
Title:
Testing for zeromodification in count regression
Author:
Claudia Czado
;
Aleksey Min
Claudia Czado
;
Aleksey Min
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Description:
models
models
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20080701
Source:
http://wwwm4.ma.tum.de/Papers/Czado/Czado
Min
.ps
http://wwwm4.ma.tum.de/Papers/Czado/Czado
Min
.ps
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Document Type:
text
Language:
en
Subjects:
generalized Poisson distribution ; likelihood ratio test ; maximum likelihood estimator ; overdispersion ; score test ; Wald test ; zeromodification 1 Corresponding author. Fax ; 49/89/28917435
generalized Poisson distribution ; likelihood ratio test ; maximum likelihood estimator ; overdispersion ; score test ; Wald test ; zeromodification 1 Corresponding author. Fax ; 49/89/28917435
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.73.5049
http://wwwm4.ma.tum.de/Papers/Czado/CzadoMin.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.73.5049
http://wwwm4.ma.tum.de/Papers/Czado/CzadoMin.ps
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7.
Testing for zeromodification in count regression
Open Access
Title:
Testing for zeromodification in count regression
Author:
Claudia Czado
;
Aleksey Min
Claudia Czado
;
Aleksey Min
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Description:
models
models
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20080701
Source:
http://wwwm4.ma.tum.de/Papers/Czado/Czado
Min
.pdf
http://wwwm4.ma.tum.de/Papers/Czado/Czado
Min
.pdf
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Document Type:
text
Language:
en
Subjects:
generalized Poisson distribution ; likelihood ratio test ; maximum likelihood estimator ; overdispersion ; score test ; Wald test ; zeromodification 1 Corresponding author. Fax ; 49/89/28917435
generalized Poisson distribution ; likelihood ratio test ; maximum likelihood estimator ; overdispersion ; score test ; Wald test ; zeromodification 1 Corresponding author. Fax ; 49/89/28917435
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.69.9837
http://wwwm4.ma.tum.de/Papers/Czado/CzadoMin.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.69.9837
http://wwwm4.ma.tum.de/Papers/Czado/CzadoMin.pdf
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8.
Bayesian model selection for Dvine paircopula constructions
Open Access
Title:
Bayesian model selection for Dvine paircopula constructions
Author:
Aleksey Min
;
Claudia Czado
Aleksey Min
;
Claudia Czado
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Inrecent years analysesofdependence structuresusing copulashave becomemorepopular than the standard correlation analysis. Starting from Aas, Czado, Frigessi, and Bakken (2009) regular vine paircopula constructions (PCCs) are considered the most flexible class of multivariate copulas. PCCs are involved objects but (conditional) independence pres...
Inrecent years analysesofdependence structuresusing copulashave becomemorepopular than the standard correlation analysis. Starting from Aas, Czado, Frigessi, and Bakken (2009) regular vine paircopula constructions (PCCs) are considered the most flexible class of multivariate copulas. PCCs are involved objects but (conditional) independence present indatacansimplifyandreducethemsignificantly. Inthispapertheauthorsdetect (conditional) independence in a particular vine PCC model based on bivariate t−copulas by deriving and implementing a reversible jump Markov chain Monte Carlo algorithm. However the methodology is general and can be extended to any regular vine PCC and to all known bivariate copula families. The proposed approach considers model selection andestimationproblemsforPCCssimultaneously. Theeffectiveness ofthedeveloped algorithm isshown insimulations andits usefulness is illustrated in two real dataapplications. Keywords: copula, Dvine, MetropolisHastings algorithm, paircopula construction, reversible jump Markov chain Monte Carlo.
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Year of Publication:
20100924
Source:
http://wwwm4.ma.tum.de/Papers/Czado/
Min
CzadoRJMCMC.pdf
http://wwwm4.ma.tum.de/Papers/Czado/
Min
CzadoRJMCMC.pdf
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text
Language:
en
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.172.7295
http://wwwm4.ma.tum.de/Papers/Czado/MinCzadoRJMCMC.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.172.7295
http://wwwm4.ma.tum.de/Papers/Czado/MinCzadoRJMCMC.pdf
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9.
Bayesian Inference for Dvines: Estimation and Model Selection
Open Access
Title:
Bayesian Inference for Dvines: Estimation and Model Selection
Author:
Claudia Czado
;
Aleksey Min
;
Technische Universität München
;
Zentrum Mathematik
Claudia Czado
;
Aleksey Min
;
Technische Universität München
;
Zentrum Mathematik
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During the last two decades the advent of fast computers has made Bayesian inference based on Markov Chain Monte Carlo (MCMC) methods very popular in many fields of science. These Bayesian methods are good alternatives to traditional maximum likelihood (ML) methods since they often can estimate complicated statistical models for which a ML appro...
During the last two decades the advent of fast computers has made Bayesian inference based on Markov Chain Monte Carlo (MCMC) methods very popular in many fields of science. These Bayesian methods are good alternatives to traditional maximum likelihood (ML) methods since they often can estimate complicated statistical models for which a ML approach fails. In this paper we review available MCMC estimation and model selection algorithms as well as their possible extensions for a Dvine pair copula constructions (PCC) based on bivariate t−copulas. However the discussed methods can easily be extended for an arbitrary regular vine PCC based on any bivariate copulas. A Bayesian inference for Australian electricity loads demonstrates the addressed algorithms at work. Pair copula constructions (PCC) for multivariate copulas have been successful in extending the class of available multivariate copulas (see Fischer
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Year of Publication:
20100331
Source:
http://wwwm4.ma.tum.de/Papers/
Min
/czado
min
bi.pdf
http://wwwm4.ma.tum.de/Papers/
Min
/czado
min
bi.pdf
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en
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.158.5359
http://wwwm4.ma.tum.de/Papers/Min/czadominbi.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.158.5359
http://wwwm4.ma.tum.de/Papers/Min/czadominbi.pdf
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10.
outsourcing
Open Access
Title:
outsourcing
Author:
Claudia Czado
;
Vinzenz Erhardt
;
Aleksey Min
;
Stefan Wagner
Claudia Czado
;
Vinzenz Erhardt
;
Aleksey Min
;
Stefan Wagner
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Description:
Zeroinflated generalized Poisson models with regression effects on the mean, dispersion and zeroinflation level applied to patent
Zeroinflated generalized Poisson models with regression effects on the mean, dispersion and zeroinflation level applied to patent
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Year of Publication:
20080701
Source:
http://wwwm4.ma.tum.de/Papers/Czado/CzadoErhardt
Min
Wagner.ps
http://wwwm4.ma.tum.de/Papers/Czado/CzadoErhardt
Min
Wagner.ps
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Document Type:
text
Language:
en
Subjects:
maximum likelihood estimator ; overdispersion ; patent outsourcing ; Vuong test ; zeroinflated generalized Poisson regression ; zeroinflation 1 Corresponding author
maximum likelihood estimator ; overdispersion ; patent outsourcing ; Vuong test ; zeroinflated generalized Poisson regression ; zeroinflation 1 Corresponding author
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http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.68.7018
http://wwwm4.ma.tum.de/Papers/Czado/CzadoErhardtMinWagner.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.68.7018
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(34) Anulli, Fabio
(34) Aoki, Masato
(34) Aperio Bella, Ludovica
(34) Arabidze, Giorgi
(34) Arai, Yasuo
(34) Araque, Juan Pedro
(34) Arce, Ayana
(34) Arduh, Francisco Anuar
(34) Arguin, JeanFrancois
(34) Argyropoulos, Spyridon
(34) Arik, Metin
(34) Armbruster, Aaron James
(34) Arnaez, Olivier
(34) Arnal, Vanessa
(34) Arnold, Hannah
(34) Arratia, Miguel
(34) Arslan, Ozan
(34) Artamonov, Andrei
(34) Artoni, Giacomo
(34) Asai, Shoji
(34) Asbah, Nedaa
(34) Ashkenazi, Adi
(34) Asquith, Lily
Author:
Subject
(13) particle physics experiment
(11) experiment hep
(11) hep ex
(11) overdispersion
(9) atlas
(9) cern lhc coll
(9) maximum likelihood estimator
(9) p p scattering
(6) experimental results
(6) p p colliding beams
(6) zero inflated generalized poisson regression
(5) 8000 gev cms
(5) background
(5) ddc 510
(5) patent outsourcing
(5) vuong test
(5) wald test
(4) ddc 310
(4) generalized poisson distribution
(4) likelihood ratio test
(4) score test
(4) sonderforschungsbereich 386
(3) zero inflation
(2) 31 70
(2) 31 73
(2) 49 89 289 17435
(2) almost sure limit theorem
(2) bottom particle identification
(2) central limit theorem
(2) dilepton mass spectrum
(2) final state n jet lepton
(2) higgs particle mass
(2) mass spectrum
(2) supersymmetry
(2) top pair production
(2) transverse momentum missing energy
(2) vector boson pair production
(2) zero inflation 1
(2) zero inflation 1 corresponding author
(2) zero modification 1 corresponding author fax
(1) 5 3
(1) 510 mathematik
(1) 7000 gev cms
(1) abstracts
(1) article
(1) asymptotic normality
(1) biological sciences
(1) bottom pair production
(1) branching ratio
(1) c11
(1) c51
(1) c52
(1) channel cross section branching ratio upper limit
(1) chiral
(1) correlation dimension
(1) cross section ratio measured
(1) data analysis method
(1) decay modes
(1) dilepton
(1) dilepton final state
(1) e
(1) electroweak interaction
(1) estimator
(1) fast sicher grenzwertsatz
(1) fermion exotic
(1) functional limit theorem
(1) gluino
(1) gluon gluon fusion
(1) higgs particle
(1) higgs particle associated production
(1) higgs particle bottom anti bottom
(1) higgs particle charged particle
(1) higgs particle coupling
(1) higgs particle decay modes
(1) higgs particle hadronic decay
(1) higgs particle hadroproduction
(1) higgs particle off shell
(1) higgs particle parity
(1) higgs particle quantum number
(1) higgs particle triplet
(1) higgs particle width
(1) higgs particle z0 w
(1) higher order
(1) information dimension
(1) informationsdimension
(1) jel classification
(1) jet bottom
(1) jet multiplicity
(1) kinematics
(1) korrelationsdimension
(1) lepton
(1) lepton flavor violation
(1) likelihood
(1) linear regression
(1) mass lower limit
(1) mass spectrum 4lepton
(1) mat
(1) mathematics and computer science
(1) maximum likelihood estimate
(1) mixing
Subject:
Dewey Decimal Classification (DDC)
(11) Statistics [31*]
(8) Physics [53*]
(2) Mathematics [51*]
(1) Economics [33*]
(1) Astronomy [52*]
Dewey Decimal Classification (DDC):
Year of Publication
(34) 2015
(9) 2010
(6) 2006
(4) 2008
(3) 2009
(3) 2011
(3) 2013
(2) 2005
(2) 2012
(1) 2004
(1) 2014
Year of Publication:
Content Provider
(19) CiteSeerX
(13) CERN (Switzerland)
(11) Joint Inst. for Nuclear Research: JINR Document...
(10) DESY Hamburg
(6) RePEc.org
(4) Munich LMU: Open Access
(4) EconStor
(2) HighWire Press
(1) Göttingen Univ.: GOEDOC
(1) PubMed Central
(1) Göttingen Univ.: eDiss
(1) Munich TU: mediaTUM
(1) Cardiff Univ.:ORCA
Content Provider:
Language
(44) English
(30) Unknown
Language:
Document Type
(25) Unknown
(22) Text
(17) Article, Journals
(8) Reports, Papers, Lectures
(2) Theses
Document Type:
Access
(39) Unknown
(35) Open Access
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