Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

In a multivariate growth-curve model, the estimator of the parameter matrix is a function of the matrix of the sums of squares and of the cross-products due to error ...

A growth-curve polynomial model is proposed which permits the estimation of the parameters in a multivariate quantal bioassay over time. This model and a multivariate generalization of Fieller's ...