In this paper a class of multivariate dispersion models generated from the multivariate Gaussian copula is presented. Being a multivariate extension of Jørgensen's (1987a) dispersion models, this ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

In this paper the problem of constructing a generalized error of forecast for a set of dependent variables in a multi variate regression model (which may be the set ...