Clustered survival data frequently arise in biomedical applications, where event times of interest are clustered into groups such as families. In this article we consider an accelerated failure time frailty model for clustered survival data and develop nonparametric maximum likelihood estimation...

Cumulative sum or <sc>cusum</sc> charts are typically used to detect a change in the distribution of a sequence of observations, e.g., shifts in the mean. Usually, after signalling, the chart is restarted by setting it to some value below the signalling threshold. We propose a non-restarting <sc>cusum</sc> chart...

In many applications of Monte Carlo nonlinear filtering, the propagation step is computationally expensive, and hence the sample size is limited. With small sample sizes, the update step becomes crucial. Particle filtering suffers from the well-known problem of sample degeneracy. Ensemble Kalman...

Dimension reduction in semiparametric regressions includes construction of informative linear combinations and selection of contributing predictors. To reduce the predictor dimension in semiparametric regressions, we propose an &ell;₁-minimization of sliced inverse regression with the Dantzig...

The problem of testing smooth components of an extended generalized additive model for equality to zero is considered. Confidence intervals for such components exhibit good across-the-function coverage probabilities if based on the approximate result <inline-formula><inline-graphic xlink:href="ASS048IM1" xmlns:xlink="http://www.w3.org/1999/xlink"/></inline-formula>, where f is the vector of evaluated values...