An estimation procedure is presented that may be used to simultaneously estimate the parameters in a multiple equation regression model. The regression models considered are shown to arise from ...

Statistical tolerance intervals are developed for the normal regression model. These intervals are constructed to guarantee at least P content for all possible values of the predictor variates. The ...

Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...