A polynomial regression model in any number of variables that excludes hierarchically inferior terms is not well formulated. This article shows that the estimation space of a polynomial regression ...

We present an analysis of convergence of a quasi-regression Monte Carlo method proposed by Glasserman and Yu (2004). We show that the method surely converges to the true price of an American option ...

Multiple episodes were analyzed by means of negative binomial regression, with clustering to adjust for repeated measures, and by means of the Andersen–Gill extension of the Cox regression model ...