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- W2187427162 abstract "A joint model for multivariate responses with potentially non-random missing values on a stochastic process is proposed. A full likelihood-based approach that allows yielding maximum likelihood estimates of the model parameters is used. Sensitivity of the results to the assumptions is also investigated. A common way to investigate whether perturbations of model components influence key results of the analysis is to compare the results derived from the original and perturbed models using a general index of sensitivity (ISNI). The approach is illustrated by analyzing a finance data set." @default.
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- W2187427162 date "2011-01-01" @default.
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- W2187427162 title "A Multivariate Variable Model with Possibility of Missing Data on a Stochastic Process" @default.
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