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 ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

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 ...

Overcoming acquired osimertinib-resistance in EGFR-mutant advanced non-small lung cancer mediated by activating BRAF V600E mutation. This is an ASCO Meeting Abstract from the 2019 ASCO Annual Meeting ...

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 ...