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 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...

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

We give here an almost sure central limit theorem for associated sequences, strongly mixing and p-mixing sequences under the same conditions that assure that the central limit theorem holds.

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.