JSTOR Daily

Estimation and Testing in an Autocorrelated Linear Regression Model with Decomposed Error Term: The Case of Two AR(1) Components

This is a preview. Log in through your library . Abstract This paper assumes a linear regression model where the disturbance term is decomposed into two independent components each following ...
JSTOR Daily

A LOW RANK-BASED ESTIMATION-TESTING PROCEDURE FOR MATRIX-COVARIATE REGRESSION

Matrix-covariate is now frequently encountered in many biomedical researches. It is common to fit conventional statistical models by vectorizing matrix-covariate. This strategy results in a large ...
Nature

Envelope Models and Estimation Techniques in Regression Analysis

Envelope models represent a significant advancement in multivariate regression analysis, offering an efficient dimension reduction tool that enhances both estimation precision and predictive ...
Risk

Loss given default estimation: a two-stage model with classification tree-based boosting and support vector logistic regression

The Basel Accords allow banks to estimate credit risk. Accordingly, more attention has been dedicated recently to the analysis of loss given default (LGD) and the development of an LGD estimation ...
Risk

Smoothing algorithms by constrained maximum likelihood: methodologies and implementations for Comprehensive Capital Analysis and Review stress testing and International ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
Business Wire

SmartBear Expands AI-driven Test Automation Offering with New Integration for Visual Regression Testing

SOMERVILLE, Mass.--(BUSINESS WIRE)--SmartBear, a leading provider of software development and visibility tools, has integrated VisualTest, its AI-driven automated regression visual testing tool ...