Modern regression methods

Regression is a popular research area, and regression analysis is an ever-changing collection of techniques. This book offers a synthesis of state-of-the-art regression methodology. Featuring a strong data analysis orientation, it presents regression diagnostics in a uniquely comprehensive manner. Each chapter contains a brief section ...

Time series analysis

forecasting and control

This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of ...

Operational risk

modeling analytics

"Enterprise Risk Management" provides a highly detailed development of the many probabilistic and statistical methods that are used in operational risk. These methods have traditionally been developed in the insurance/actuarial field, but they are now applicable to operational risk measurement and management. In the ...

Introduction to linear regression analysis

This work provides a comprehensive and up-to-date introduction to the fundamentals of regression analysis. The Fourth Edition of "Introduction to Linear Regression Analysis" describes both the conventional and less common uses of linear regression in the practical context of today's mathematical and scientific research ...

Analysis of financial time series

Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book. You'll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series ...

Methods of multivariate analysis

When measuring several variables on a complex experimental unit, it is often necessary to analyze the variables simultaneously, rather than isolate them and consider them individually. Multivariate analysis enables researchers to explore the joint performance of such variables and to determine the effect of each ...