多元正态回归
函数
主题
- Multivariate Normal Regression Functions
Financial Toolbox™ has a number of functions for multivariate normal regression with or without missing data.
- Portfolios with Missing Data
This example shows how to use the missing data algorithms for portfolio optimization and for valuation.
- Valuation with Missing Data
Estimating the coefficients of the Capital Asset Pricing Model with incomplete stock price data.
- Capital Asset Pricing Model with Missing Data
This example illustrates implementation of the Capital Asset Pricing Model (CAPM) in the presence of missing data.
- Multivariate Normal Regression Types
Estimating the parameters of the regression model using multivariate normal regression.
- Multivariate Normal Regression
Using likelihood-based methods for the multivariate normal regression model.
- Maximum Likelihood Estimation with Missing Data
Estimating the parameters of the multivariate normal regression model using maximum likelihood estimation.
疑难解答
Troubleshooting Multivariate Normal Regression
Handling various technical and operational difficulties with multivariate normal regression.