Maximum likelihood estimation for a joint location/dispersion model has been found occasionally to experience convergence problems when applied to experiments of the 2k factorial series. We explore these problems and identify models for which the likelihood diverges or is multimodal. We derive...

This paper studies a heavy-tailed stochastic volatility (SV) model with leverage effect, where a bivariate Student-t distribution is used to model the error innovations of the return and volatility equations. Choy et al. (2008) studied this model by expressing the bivariate Student-t...

To reduce the curse of dimensionality arising from nonparametric estimation procedures for multiple nonparametric regression, in this paper we suggest a simulation-based two-stage estimation. We first introduce a simulation-based method to decompose the multiple nonparametric regression into two...

Generalized additive models (GAMs) have distinct advantages over generalized linear models as they allow investigators to make inferences about associations between outcomes and predictors without placing parametric restrictions on the associations. The variable of interest is often smoothed...

A hybrid Huberized support vector machine (HHSVM) with an elastic-net penalty has been developed for cancer tumor classification based on thousands of gene expression measurements. In this paper, we develop a Bayesian formulation of the hybrid Huberized support vector machine for binary...

The two-parameter linear failure rate distribution has been used quite successfully to analyze lifetime data. Recently, a new three-parameter distribution, known as the generalized linear failure rate distribution, has been introduced by exponentiating the linear failure rate distribution. The...

In this paper we extend partial linear models with normal errors to Student-t errors. Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance. In order to study the...

Birnbaum and Saunders (1969a) introduced a probability distribution which is commonly used in reliability studies. For the first time, based on this distribution, the so-called [beta]-Birnbaum-Saunders distribution is proposed for fatigue life modeling. Various properties of the new model...

General models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as extensions of Ord's process, are considered. The interaction may occur on each cell of the tessellation and between neighbour cells. The tessellation may also be subjected to a geometric hardcore interaction, forcing...

The estimation of quantiles in the presence of auxiliary information is discussed. Calibration and poststratification techniques provide simple and practical procedures for incorporating auxiliary information into the estimation of distribution functions, which can offer some useful gains in...