The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...

We describe how to conduct a regression analysis for competing risks data. The use of an add-on package for the R statistical software is described, which allows for the estimation of the ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). A line of best fit is a form of regression analysis that shows the relationship ...