“The statistician knows...that in nature there never was a normal distribution, there never was a straight line, yet with normal and linear assumptions, known to be false, he can often derive results ...

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

This course is available on the BSc in Actuarial Science, BSc in Business Mathematics and Statistics, BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with ...

This paper proposes a new approach to modeling heteroskedasticity which enables the modeler to utilize information conveyed by data plots in making informed decisions ...