Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

Before we learn how to perform multivariate regression in Excel, it is important to have a refresher on regression as a whole and multivariate regression in particular. One of the hallmarks of human ...

This is a preview. Log in through your library . Abstract The scaled deviance of an inverse Gaussian sample of size n can be expressed as a sum of (n - 1) independent chi-squared variates, a result ...

The distribution of genetic variation among multiple traits is a key determinant of how a population will respond to selection (Lande, 1979; Schluter, 1996; Arnold et al., 2001). For the prediction of ...

In this paper, a linear subspace containing part or all of the information for the regression of a m-vector Y on a p-vector X and its dimension are estimated via the means of inverse regression.

Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...