Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as C(α) tests, as in Neyman (1959), and shown...

Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex optimization formulation of the nonparametric (Kiefer-Wolfowitz) maximum likelihood estimator for mixture models is employed to construct nonparametric Bayes rules for...

Chaudhuri, Doksum and Samarov (1997) have recently stressed the usefulness of the quantile regression formulation for survival analysis and for transformation models, more generally. In this paper, we explore the use of quantile regression in survival analysis by reanalysing a large experimental...