The well-known submartingale maximal inquality of Birnbaum and Marshall (1961) is generalized to provide upper tail inequalities for suprema of processes which are products of a submartingale by a nonincreasing nonnegative predictable process. The new inequalities are proved by applying an...

Let ([Omega],,P) be a probability space equipped with two filtrations {t} and {t} satisfying the usual conditions. Assume that X is a semimartingale and that h is locally bounded and predictable for each of the two filtrations {t} and {t}. New examples of such processes are given. Utilizing and...

Three methods: fixed intercept generalized model (GLM), random intercept generalized mixed model (GLMM), and conditional logistic regression (clogit) are compared in a meta-analysis of 43 studies assessing the effect of diet on cancer incidence in rats. We also perform simulation studies to...

The problem of accurately estimating the mean-squared error of small area estimators within a Fay-Herriot normal error model is studied theoretically in the common setting where the model is fitted to a logarithmically transformed response variable. For bias-corrected empirical best linear...