Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in longitudinal data analysis. This is because not only can an estimator be improved by incorporating the within cluster...

There are few techniques available for testing whether or not a family of parametric times series models fits a set of data reasonably well without serious restrictions on the forms of alternative models. In this paper, we consider generalised likelihood ratio tests of whether or not the...

Multiparameter likelihood models (MLMs) with multiple covariates have a wide range of applications: however. they encounter the "curse of dimensionality" problem when the dimension of the covariates is large. We develop a generalized multiparameter likelihood model that copes with multiple...