Peter Xue-Kun Song, Multivariate Dispersion Models Generated from Gaussian Copula, Scandinavian Journal of Statistics, Vol. 27, No. 2 (Jun., 2000), pp. 305-320 ...

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, ...

In this paper the problem of constructing a generalized error of forecast for a set of dependent variables in a multi variate regression model (which may be the set of reduced-form equations of an ...

Abstract: Assumptions play a pivotal role in the selection and efficacy of statistical models, as unmet assumptions can lead to flawed conclusions and impact decision-making. In both traditional ...