In this article, we model multivariate categorical (binary and ordinal) response data using a very rich class of scale mixture of multivariate normal (SMMVN) link functions to accommodate heavy tailed distributions. We consider both noninformative as well as informative prior distributions for...

In this paper, we carry out an in-depth theoretical investigation for existence of maximum likelihood estimates for the Cox model [D.R. Cox, Regression models and life tables (with discussion), Journal of the Royal Statistical Society, Series B 34 (1972) 187-220; D.R. Cox, Partial likelihood,...

In this paper, we carry out an in-depth theoretical investigation of Bayesian inference for the Cox regression model. We establish necessary and sufficient conditions for posterior propriety of the regression coefficient, β, in Cox's partial likelihood, which can be obtained as the limiting...

We find necessary and sufficient conditions for the almost sure finiteness of weighted integrals of stable processes with parameters [alpha] = 1 and [beta] [not equal to] 0.

Let {Xn, n [greater-or-equal, slanted] 1} be a stationary [rho]-mixing sequence of random variables with EX1 = , EX12+[delta] for some and Var Sn --> [infinity] as n --> [infinity]. This note presents a class of estimators of Var Sn, without assuming any mixing rate.

In statistical analyses the complexity of a chosen model is often related to the size of available data. One important question is whether the asymptotic distribution of the parameter estimates normally derived by taking the sample size to infinity for a fixed number of parameters would remain...

Let W(t) be a standard Wiener process with local time L(x, t). It is well-known that, as stochastic processes, L(0, t) and supo [less-than-or-equals, slant] s [less-than-or-equals, slant] tW(s) have the same distribution (Lévy, 1939). Here we give a new derivation of the distribution of L(x, t...

In this note we estimate the convergence rate of strong law for [alpha]-mixing sequences under the nearly best possible condition on the mixing rate.