We develop an asymptotic theory for the first two sample moments of a stationary multivariate long memory process under fairly general conditions. In this theory the convergence rates and the limits ...

The short course will illustrate how to use JMP in linear regression analysis. The three main topics will be: Exploratory data analysis, simple liner regression and polynomial regression How to fit a ...

The Annals of Statistics, Vol. 19, No. 3 (Sep., 1991), pp. 1370-1402 (33 pages) Buckley and James proposed an extension of the classical least squares estimator to the censored regression model. It ...

Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...