COVAR: Computer Program for Multifactor Relative Risks and Tests of Hypotheses Using a Variance-Covariance Matrix from Linear and Log-Linear Regression

on the effect of linear & non-linear texts on students comprehension and recalling

چکیده ندارد.

Stein Type Estimators for Disturbance Variance in Linear Regression Model

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Aggregation of log-linear risks

In this paper we work in the framework of a k-dimensional vector of log-linear risks. Under weak conditions on the marginal tails and the dependence structure of a vector of positive risks we derive the asymptotic tail behaviour of the aggregated risk and present an application concerning log-normal risks with stochastic volatility.

A Self-starting Control Chart for Simultaneous Monitoring of Mean and Variance of Simple Linear Profiles

In many processes in real practice at the start-up stages the process parameters are not known a priori and there are no initial samples or data for executing Phase I monitoring and estimating the process parameters. In addition, the practitioners are interested in using one control chart instead of two or more for monitoring location and variability of processes. In this paper, we consider a s...

Log - Linear Modeling and Logistic Regression