We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models ...
In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...
Power series generalized nonlinear models [Comput. Statist. Data Anal. 53 (2009) 1155–1166] can be used when the Poisson assumption of equidispersion is not valid. In these models, we consider a more ...
We introduce a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) copula model to describe joint dynamics of overnight and daytime returns for multiple assets. The ...
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