To capture the "long-memory" effect in volatility, a multiplicative component conditional autoregressive range (MCCARR) model is proposed. We show theoretically that the MCCARR model can capture the ...
Genetic prediction of common diseases is based on testing multiple genetic variants with weak effect sizes. Standard logistic regression and Cox Proportional Hazard models that assess the combined ...
The rationale for multiplicative models in the context of MTMM covariance matrices, as developed by Swain and Browne, is described and illustrated with several sets of empirical data. Comparisons with ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results