Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...

Understanding one of the most important types of data analysis. by Amy Gallo You probably know by now that whenever possible you should be making data-driven decisions at work. But do you know how to ...

This is the seventh in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

This article develops a method of calculating iterative estimates of the coefficients of a set of linear regression equations. There are p equations such that the explanatory variables are ...