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 ...
Robust alternatives to the seemingly unrelated regression (SUR) estimator of Zellner (1962) are proposed for the classical multivariate regression model. These weighted M estimators achieve an ...
Cox model marginal survivor function and pairwise correlation models are specified for a multivariate failure time vector. The corresponding mean and covariance structure for the cumulative baseline ...
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