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线性约束下多元时间序列干预效应的测量：银行业实例AI 解读

The authors consider the problem of estimating the effects of an intervention on a time-series vector subjected to a linear constraint. Minimum variance linear and unbiased estimators are provided for two different formulations of the problem--(1) when a multivariate intervention analysis is carried out and an adjustment is needed to fulfill the restriction and (2) when a univariate intervention analysis was performed on the aggregate series obtained from the linear…

Box–Cox 变换在二元响应模型中的应用AI 解读

The power transformation suggested by Box & Cox (1964) is applied to the odds ratio to generalize the logistic model and to parameterize a certain type of lack of fit. Transformation of the design variable within the context of the dose-response problem is also considered.