We propose a new criterion for model selection in prediction problems. The covariance inflation criterion adjusts the training error by the average covariance of the ...

One of the key assumptions of regression is that the variance of the errors is constant across observations. Correcting for heteroscedasticity improves the efficiency of the estimates. If you had a ...

Cox model marginal survivor function and pairwise correlation models are specified for a multivariate failure time vector. The corresponding mean and covariance structure for the cumulative baseline ...

In the first case, there is a strong upward-sloping relationship between X and Y; in the second case, no apparent relationship; in the third case, a strong downward-sloping relationship. Note the ...

Marguerita is a Certified Financial Planner (CFP), Chartered Retirement Planning Counselor (CRPC), Retirement Income Certified Professional (RICP), and a Chartered Socially Responsible Investing ...