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The normal distribution is a commonly seen distribution in nature, education, and business. Data that are mounded or bell shaped are easily found across various fields of study. Although there is high utility with the normal distribution; often the full range can not be observed. The truncated...
Persistent link: https://www.econbiz.de/10009456970
Some failure time data come from a population that consists of some subjects who are susceptible to and others who are nonsusceptible to the event of interest. The data typically have heavy censoring at the end of the follow-up period, and a standard survival analysis would not always be...
Persistent link: https://www.econbiz.de/10009476571
We extend the proportional hazards model to a two-level model with a random intercept term and random coefficients. The parameters in the multilevel model are estimated by a combination of EM and Newton-Raphson algorithms. Even for samples of 50 groups, this method produces estimators of the...
Persistent link: https://www.econbiz.de/10009477555
In order to develop better treatment and screening programs for cancer prevention programs, it is important to be able to understand the natural history of the disease and what factors affect its progression. We focus on a particular framework first outlined by Kimmel and Flehinger (1991,...
Persistent link: https://www.econbiz.de/10009477554
A semiparametric approach to the one-way layout is described, and its efficiency in the two-sample case relative to the common t-test is studied. The power efficiency computed for several special cases points to an intriguing behaviour where one test may be more efficient than the other over a...
Persistent link: https://www.econbiz.de/10009450944
There has been an on-going debate about choices of the most suitable model amongst avariety of model specifications and parameterizations. The first dissertation essay investigateswhether asymmetric leptokurtic return distributions such as Hansen’s (1994) skewed tdistributioncombined with...
Persistent link: https://www.econbiz.de/10009468629
The recent paper by Ling and Tong (2005) considered a quasi-likelihood ratio test for the threshold in moving average models with errors. This article generalizes their results to the case with GARCH errors, and a new quasi-likelihood ratio test is derived. The generalization is not direct since...
Persistent link: https://www.econbiz.de/10009471397
This paper reports on the result of a Monte Carlo study. The latter investigates the performance of various versions of the Conformity test (CCT) for the existence and rank of cointegration, as given in Johansen (J) (1988), (1991), and the stochastic trends qf(k,m) test (SW), as given in Stock...
Persistent link: https://www.econbiz.de/10009472581
There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen's (1994) skewed tdistribution combined with...
Persistent link: https://www.econbiz.de/10009451062
Asset health prediction is imperative to optimal asset management. Online and offline inspections can provide useful information for predicting asset health. The information from an asset health inspection can be divided into two types. (1) Direct indicators which directly determine failures...
Persistent link: https://www.econbiz.de/10009437705