An important part of the marginal maximum likelihood method described previously is the computation of the integral over the random effects. The default method in PROC NLMIXED for computing this ...

It is of fundamental interest in statistics to test the significance of a set of covariates. For example, in genomewide association studies, a joint null hypothesis of no genetic effect is tested for ...

In this paper we consider the large homogeneous portfolio (LHP) approximation with a two-factor Gaussian copula and random recovery rate. In addition, we assume that the earlier the default occurs, ...

Revision C02 installed on main-campus HPC clusters. This new version of Gaussian is now the default Gaussian module which can be loaded with: module load gaussian or using the module name explicitly: ...