This paper provides approximate formulas that generalize the Black–Scholes formula in all dimensions. Pricing and hedging of multivariate contingent claims are achieved by computing lower and upper ...

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal ...

Motivated by recent analyses of data in biomedical imaging studies, we consider a class of image-on-scalar regression models for imaging responses and scalar predictors. We propose using flexible ...

Increasing Power in Phase III Oncology Trials With Multivariable Regression: An Empirical Assessment of 535 Primary End Point Analyses ...