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Siew Li Tan, David J. Nott, Variational Approximation for Mixtures of Linear Mixed Models, Journal of Computational and Graphical Statistics, Vol. 23, No. 2 (June 2014), pp. 564-585 ...
Discover how dollar duration (DV01) measures bond price sensitivity to interest rate changes, with insights into its formula, applications, and limitations.
However, existing REML or marginal likelihood (ML) based methods for semiparametric generalized linear models (GLMs) use iterative REML or ML estimation of the smoothing parameters of working linear ...