In this paper, a local 𝑀-estimation for the conditional variance function in heteroscedastic regression models under stationary α-mixing dependent samples is developed. The local 𝑀-estimator is ...
The covariance between counting process martingales is used to characterize the dependence between two failure time variates. A representation of the bivariate survivor function is obtained in terms ...
For binomial and Poisson distributions, the scale parameter has a value of 1. The variance of Y is for the binomial distribution and for the Poisson distribution. Overdispersion occurs when the ...
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