Edward W. Frees

Statistics and Probability · 2000–2016

A researcher in the Science corpus: 11 papers; trusts 43 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 52 citations into it; #2,678 of 12,932 by trust here, #2,919 by citations
• Economics and Econometrics — 22 citations into it; #4,255 of 23,481 by trust here, #8,289 by citations
• Finance — 22 citations into it; #9,460 of 10,518 by trust here, #9,725 by citations
• Management Science and Operations Research — 20 citations into it; #3,011 of 11,946 by trust here, #4,118 by citations
• Artificial Intelligence — 13 citations into it; #19,694 of 35,345 by trust here, #30,347 by citations
• Education — 11 citations into it; #4,506 of 11,309 by trust here, #7,537 by citations
• Demography — 9 citations into it; #2,252 of 4,236 by trust here, #1,883 by citations
• Sociology and Political Science — 6 citations into it; #14,000 of 22,756 by trust here, #19,300 by citations

Whom Edward W. Frees trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jerry A. Hausman
2. Eric R. Ziegel
3. Richard J. Verrall
4. Enrique Alba
5. Jan Beirlant
6. R. Chappell
7. Claudia Czado
8. Q. Vuong
9. Jeffrey M. Wooldridge
10. Peter X.-K. Song

Who trusts Edward W. Frees overall

1. Christopher Kollmeyer
2. Jee-Seon Kim
3. Lluís Bermúdez
4. Emiliano A. Valdez
5. Jun Yan
6. Gee Y. Lee
7. Dimitris Karlis
8. Lu Yang
9. Andrew K. Jorgenson
10. Andrew J. Patton

Papers from Edward W. Frees's perspective

Ordered by how strongly the researchers Edward W. Frees trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized Linear Models
2. An Introduction to Copulas
3. The t Copula and Related Copulas
4. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
5. Multivariate Statistical Modelling Based on Generalized Linear Models (Technometrics)
6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
7. Specification tests in econometrics
8. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
9. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
10. Maximization by Parts in Likelihood Inference

Their papers

• Credibility Using Copulas (2005) — 99 citations
• Hierarchical Insurance Claims Modeling (2008) — 195 citations
• Longitudinal and Panel Data (2004) — 384 citations
• Omitted Variables in Multilevel Models (2006) — 79 citations
• Copula credibility for aggregate loss models (2006) — 85 citations
• Heavy-tailed longitudinal data modeling using copulas (2008) — 92 citations
• Summarizing Insurance Scores Using a Gini Index (2011) — 99 citations
• INTERNATIONAL PROPERTY-LIABILITY INSURANCE CONSUMPTION (2000) — 210 citations
• Multivariate Frequency-Severity Regression Models in Insurance (2016) — 135 citations
• Predictive Modeling Applications in Actuarial Science (2014) — 118 citations
• Multilevel Modeling with Correlated Effects (2007) — 85 citations