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 ...

Particulate matter (PM) has been linked to a range of serious cardiovascular and respiratory health problems, including premature mortality. The main objective of our research is to quantify ...