نتایج جستجو برای: Beta regression model

تعداد نتایج: 2487397  

Lida Kalhori , Mohsen Mohhamadzadeh,

 Abstract: In many applications we have to encountered with bounded dependent variables. Beta regression model can be used to deal with these kinds of response variables. In this paper we aim to study spatially correlated responses in the unit interval. Initially we introduce spatial beta generalized linear mixed model in which the spatial correlation is captured through a random effect. T...

Journal: :تحقیقات مالی 0
رضا تهرانی سید جلال طباطبائی

this study aims at testing the degree of stability for beta coefficient across time, depending on the information available from tehran bourse. where beta coefficient was calculated using the market model developed by sharp on 1963, which applies by performing a simple linear regression between the company’s and the market returns, where beta coefficient is the slope of this regression. in this...

Journal: :پژوهش های تولید گیاهی 0

selection of an appropriate model is important for quantifying response of germination rate to temperature and determination of cardinal temperatures. this study was done to evaluate different nonlinear regression models to describe response of germination rate to temperature in medicinal pumpkin, borago and black cumin. the regression models were dent-like, segmented, beta, curvilinear, quadra...

Journal: :Journal of Statistical Theory and Applications 2013

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

Journal: :Communications in Statistics - Simulation and Computation 2016

Journal: :Machine Learning and Knowledge Extraction 2019

Journal: :Journal of Statistical Software 2010

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