Regression imputation is commonly used to compensate for item nonresponse when auxiliary data are available. It is common practice to compute survey estimators by treating imputed values as observed ...

Joint mean-covariance regression modeling with unconstrained parametrization for continuous longitudinal data has provided statisticians and practitioners with a powerful analytical device. How to ...

Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...