A natural choice of time scale for analyzing recurrent event data is the ``gap" (or soujourn) time between successive events. In many situations it is reasonable to assume correlation exists between the successive events experienced by a given subject. This paper looks at the problem of...

We display pseudo-likelihood as a special case of a general estimation technique based on proper scoring rules. Such a rule supplies an unbiased estimating equation for any statistical model, and this can be extended to allow for missing data. When the scoring rule has a simple local structure,...

Literature on causal inference has emphasized the average causal effect, defined as the mean difference in potential outcomes under different treatment conditions. We consider marginal regression models that describe how causal effects vary in relation to covariates. To estimate parameters, we...

Although it is known that Dirichlet integrals can be expressed in terms of the integrals of gamma functions, the present note shows that moments of the order statistics of gamma random variables can be conveniently and exactly expressed in terms of (and also calculated from) Dirichlet integrals;...