JSTOR Daily

Estimation and Use of a Multivariate Parametric Model for Simulating Heteroskedastic, Correlated, Nonnormal Random Variables: The Case of Corn Belt Corn, Soybean, and Wheat Yields

This is a preview. Log in through your library . Abstract This study develops a multivariate, nonnormal density function that can accurately and separately account for skewness, kurtosis, ...
Harvard Business School

Diagnosing Missing Always at Random in Multivariate Data

Bojinov, Iavor I., Natesh S. Pillai, and Donald B. Rubin. "Diagnosing Missing Always at Random in Multivariate Data." Biometrika 107, no. 1 (March 2020): 246–253.
JSTOR Daily

The Strong Uniform Convergence of Multivariate Variable Kernel Estimates

We show that supx|fn(x)-f(x)|→ 0 completely as n → ∞, where f is a uniformly continuous density on Rd, X1,...,Xn are independent random vectors with common density f, and fn is the variable kernel ...
lse

Elementary Statistical Theory (Spring Semester)

This course is available to General Course ‘Spring Semester’ students conditional on having studied Michaelmas term content remotely. Note ST102 is part-examined in January. The course provides a ...
lse

Elementary Statistical Theory I

This course is compulsory on the BSc in Econometrics and Mathematical Economics and BSc in Economics. This course is available on the Erasmus Reciprocal Programme of Study and Exchange Programme for ...
ascopubs.org

High-dose chemotherapy as salvage treatment in germ cell tumors: a multivariate analysis of prognostic variables.

Treatment of germ cell cancer with two cycles of high-dose ifosfamide, carboplatin, and etoposide with autologous stem-cell support. Three hundred ten patients treated with HDCT at four centers in the ...