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 ...

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 ...

We present self-modeling regression models for flexible nonparametric modeling of multiple outcomes measured longitudinally. Based on penalized regression splines, the models borrow strength across ...