This paper considers joint analysis of current status and marker data using a threshold model based on first hitting times. A failure time is defined as the time at which a subject's latent health status process first decreases to zero. We extend the bivariate Wiener process model in Whitmore et...

This dissertation consists of three essays, the first two on the foreign exchange market and the third on credit markets. Chapter 2 examines empirically the exchange rate–interest differential relationship in a co-integration framework. We test and estimate an error correction model (ECM) for...

This paper explores a fast algorithm to select relevant predictors for the response process with panel count data. Based on the lasso penalized pseudo-objective function derived from an estimating equation, the coordinate ascent accelerates the estimation of regression coefficients. The...

Variable selection is an important issue in all regression analyses, and in this paper we discuss this in the context of regression analysis of panel count data. Panel count data often occur in long-term studies that concern occurrence rate of a recurrent event, and their analysis has recently...

Previous studies reported mixed findings on the relationship between acculturation and health status among Asian Americans due to different types of acculturation measures used or different Asian subgroups involved in various studies. We aim to fill the gap by applying multiple measures of...

In this article, we introduce the stthreg package of Stata commands to fit the threshold regression model, which is based on the first hitting time of a boundary by the sample path of a Wiener diffusion process and is well suited to applications involving time-to-event and survival data. The...

In this short note the first open problem in Zhang [Zhang, Z.M., 2007. A note on extreme magnitudes of characteristic functions. Statist. Probab. Lett. 77, 1641-1643] is completely solved.