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Regression, model misspecification and causation, with pedagogical demonstration
Regression variable omission model incomplete bias
2010/9/20
This paper shows, by a proposition and a numerical example, how a classic simple or multiple normal regression can achieve with 0.99 probability a near perfect fit to a random sample of any size but d...
Model misspecification in peaks over threshold analysis
Cluster extremal index extreme value theory likelihood
2010/10/19
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions ...