In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two...

Support vector machines (SVMs) are special kernel based methods and have been among the most successful learning methods for more than a decade. SVMs can informally be described as kinds of regularized M-estimators for functions and have demonstrated their usefulness in many complicated...

Dose finding for classical hormonal contraceptives for women is usually done by investigating the surrogate endpoint inhibition of ovulation. For novel compounds such an approach is not feasible because they do not necessarily inhibit ovulation and no other surrogate endpoint for pregnancy is...

Several authors have proposed nonparametric semivariogram estimators. Shapiro and Botha (1991) did so by application of Bochner’s theorem and Cherry et al. (1996) further investigated this technique where it performed favorably against parametric estimators even when data were generated under...

The log-ratio methodology represents a powerful set of methods and techniques for statistical analysis of compositional data. These techniques may be used for the estimation of rounded zeros or values below the detection limit in cases when the underlying data are compositional in nature. An...

Most tail index estimators are formulated under assumptions of weak serial dependence, but nevertheless are applied in practice to long-range dependent time series data. This issue arises because for many time series found in teletraffic and financial econometric applications, both heavy tails...

The EM algorithm is a powerful technique for determining the maximum likelihood estimates (MLEs) in the presence of binary data since the maximum likelihood estimators of the parameters cannot be expressed in a closed-form. In this paper, we consider one-shot devices that can be used only once...

The unit-level small area estimation approach has no standard procedure and each case needs separate modeling when the domain parameters are not linear or the target variable is not normally distributed. Area-level linear mixed models can be generally applied to produce EBLUP estimates of linear...

To estimate a possibly multivariate regression function g under the general regression setup, y=g+ϵ, one can use wavelet thresholding as an alternative to conventional nonparametric regression methods. Wavelet thresholding is a simple operation in the wavelet domain that selects a subset of...

The relationship between short term and long term inflation expectations in the US and the UK is investigated with a focus on inflation pass through (i.e. how changes in short term expectations affect long term expectations). An econometric methodology is used which allows for the uncovering...