For some time researchers have known that the relationship between health and the residential mobility of the elderly is not straight forward and changes with age. Attempts to examine this relationship in multi-variate models using cross-sectional data have resulted in contradictory or ambiguous...

We propose a method for prediction in Cox's proportional model, when the number of features (regressors), p, exceeds the number of observations, n. The method assumes that the features are independent in each risk set, so that the partial likelihood factors into a product. As such, it is...

The Dantzig selector (DS) is a recent approach of estimation in high-dimensional linear regression models with a large number of explanatory variables and a relatively small number of observations. As in the least absolute shrinkage and selection operator (LASSO), this approach sets certain...

Problems in the US mortgage industry have shown weaknesses in the standard regulatory and economic capital approaches. Although a significant amount of discussion is occurring around how to segment portfolios or predict key variables in order to better fit the existing formulas, we believe that...

In this paper, we consider a new procedure for estimating parameters in the proportional hazards model with doubly censored data. Computing the maximum likelihood estimator with doubly censored data is often nontrivial and requires a certain constraint optimization procedure, which is...