This thesis studies a single item periodic review inventory problem with stochastic demand, random price and quotation cost. It differs from the traditional inventory model in that at the beginning of each period, a decision is made whether to pay the quotation cost to get the price information....

Statistical flowgraphs represent multistate semi-Markov processes using integral transforms of transition time distributions between adjacent states; these are combinedalgebraically and inverted to derive parametric estimates for first passage time distributions between nonadjacent states. This...

We consider a random design model based on independent and identically distributed pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the...

We apply semiparametric efficient estimation procedures for a seemingly unrelated regression model where the multivariate error density is elliptically symmetric to study the efficiency of the foreign exchange market. We consider both cointegrating regressions and standard stationary...

The point source is the most common type of source to be modeled for its effect on air pollution. Point sources provide auxiliary information that may impact both the mean and covariance structure of measured responses, but these possible impacts are often overlooked by spatial modelers. In this...

In survival data analysis, the proportional hazards (PH), accelerated failure time(AFT), and proportional odds (PO) models are commonly used semiparametric models forthe comparison of survivability in subjects. These models assume that the survival curvesdo not cross. However, in some clinical...

This dissertation quantitatively evaluates selected labor market policies in a search-matching model with skill heterogeneity where high-skilled workers can take temporary jobs with skill requirements below their skill levels. The joint posterior distribution of structural parameters of the...

Advances in capture–recapture methodology have allowed the inclusion of continuous, time-dependent individual-covariates as predictors of survival and capture probabilities. The problem posed by these covariates is that they are only observed for an individual when that individual is captured....