In the M-estimation theory developed by Huber (1964, Ann. Math. Statist.43, 1449-1458), the parameter under estimation is the value of [theta] which minimizes the expectation of what is called a discrepancy measure (DM) [delta](X, [theta]) which is a function of [theta] and the underlying...

We propose a Poisson modelling approach to random effects Cox proportional hazards models. Specifically we describe methods of statistical inference for a class of random effects Cox models which accommodate a wide range of nested random effects distributions. The orthodox BLUP approach to...

Information inequalities in a general sequential model for stochastic processes are presented by applying the approach to estimation through estimating functions. Using this approach, Bayesian versions of the information inequalities are also obtained. In particular, exponential-family processes...

Information inequalities in a general sequential model for stochastic processes are presented by applying the approach to estimation through estimating functions. Using this approach, Bayesian versions of the information inequalities are also obtained. In particular, exponential-family processes...