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, ...
We introduce a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) copula model to describe joint dynamics of overnight and daytime returns for multiple assets. The ...
Although it is common practice to fit a complex Bayesian model using Markov chain Monte Carlo (MCMC) methods, we provide an alternative sampling-based method to fit a two-stage hierarchical model in ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback