Zobrazeno 1 - 10
of 87
pro vyhledávání: '"Martin R. Douglas"'
Autor:
Martin, R. Douglas1 (AUTHOR) martinrd3d@gmail.com, Stoyanov, Stoyan V.2 (AUTHOR) stoyan.stoyanov@schwab.com, Zhao, Xinran3 (AUTHOR) zhaoxinran1228@gmail.com, Sarkar, Pushpak S.4 (AUTHOR) uwpushpak@gmail.com
Publikováno v:
Journal of Portfolio Management. 2024 Quantitative Tools, Vol. 51 Issue 2, p55-77. 23p.
Autor:
Martin, R. Douglas1 (AUTHOR) martinrd3d@gmail.com, Guerard, John B.2 (AUTHOR) john.guerard@pacificinvestments.com, Xia, Daniel Z.3 (AUTHOR) dansummer94@gmail.com
Publikováno v:
Journal of Portfolio Management. Aug2024, Vol. 50 Issue 9, p60-81. 22p.
The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on AIC/BIC cri
Externí odkaz:
http://arxiv.org/abs/1804.07780
Autor:
Martin, R. Douglas1 martinrd3d@gmail.com, Stoyanov, Stoyan V.2 stoyan.stoyanov@schwab.com, Li, Kirk3 cocokecoli@gmail.com, Shammaa, Mahmoud3 mahmoud.shammaa@schwab.com
Publikováno v:
Journal of Portfolio Management. 2023 Quantitative Tools, Vol. 49 Issue 9, p105-139. 35p.
Autor:
Martin, R. Douglas, Simin, Timothy T.
Publikováno v:
Financial Analysts Journal, 2003 Sep 01. 59(5), 56-69.
Externí odkaz:
https://www.jstor.org/stable/4480512
Autor:
Ding, Zhuanxin, Martin, R. Douglas
Publikováno v:
In Journal of Empirical Finance September 2017 43:91-114
Autor:
Christidis, Anthony-Alexander1 anthony.christidis@stat.ubc.ca, Martin, R. Douglas2 doug@amath.washington.edu
Publikováno v:
R Journal. Dec2021, Vol. 13 Issue 2, p697-712. 16p.
Publikováno v:
Journal of the American Statistical Association, 1996 Dec 01. 91(436), 1504-1515.
Externí odkaz:
https://www.jstor.org/stable/2291576
Publikováno v:
Journal of the American Statistical Association, 1996 Mar 01. 91(433), 123-131.
Externí odkaz:
https://www.jstor.org/stable/2291388
Autor:
Martin, R. Douglas1 doug@amath.washington.edu, Uthaisaad, Chindhanai1 chindu@uw.edu, Xia, Daniel Z.1 zhiyexia@uw.edu
Publikováno v:
R Journal. Jun2020, Vol. 12 Issue 1, p188-205. 18p.