There is hardly any literature on modelling nonlinear dynamic relations involving nonnormal time series data. This is a serious lacuna because nonnormal data are far more abundant than normal ones, ...

This is the eighth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

This is a preview. Log in through your library . Abstract This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models ...