The mean residual life (MRL) function is an important function in survival analysis, actuarial science, economics and other social sciences and reliability for characterizing lifetime. Different methods have been proposed for doing inference on the MRL but their coverage probabilities for small...

The multinomial logit model in discrete choice analysis is widely used in transport research. It has long been known that the Gumbel distribution forms the basis of the multinomial logit model. Although the Gumbel distribution is a good approximation in some applications such as route choice...

It is of interest that researchers study competing risks in which subjects may fail from any one of K causes. Comparing any two competing risks with covariate effects is very important in medical studies. This thesis develops omnibus tests for comparing cause-specific hazard rates and cumulative...

This thesis presents a class of graphical models for directly representing the joint cumulative distribution function (CDF) of many random variables, called cumulative distribution networks (CDNs). Unlike graphical models for probability density and mass functions, in a CDN, the marginal...

The Weibull distribution, an extreme value distribution, is frequently used to model survival, reliability, wind speed, and other data. One reason for this is its flexibility; it can mimic various distributions like the exponential or normal. The two-parameter Weibull has a shape (gamma) and...

In this article, we formulate a semiparametric model for counting processes in which the effect of covariates is to transform the time scale for a baseline rate function. We assume an arbitrary dependence structure for the counting process and propose a class of estimating equations for the...

[This item is a preserved copy. To view the original, visit http://econtheory.org/] We study a game of strategic experimentation with two-armed bandits where the risky arm distributes lump-sum payoffs according to a Poisson process. Its intensity is either high or low, and unknown to the...

The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become "too big to fail." Is this still a true statement? What is the relationship, if any, between bank sizes and bank failures? In this thesis, the...

Die Arbeit beschäftigt sich mit der Investition in neue, emissionsärmere Technologien, bei dem der Entscheider eine große, langfristige Investition tätigt und den dafür optimalen Zeitpunkt wählt. Dabei wird sowohl der gesamtwirtschaftliche Kontext, also die effiziente Allokation der neuen...