Variable selection is a venerable problem in multivariate statistics. In the context of discriminant analysis, the goal is to select a subset of variables that accomplishes one of two objectives: (1) the provision of a parsimonious, yet descriptive, representation of group structure, or (2) the...

The nonparametric part of a semiparametric regression model usually involves prior specification for an infinite-dimensional parameter F. This paper introduces a class of finite mixture models based on B-spline distributions as an approximation to priors on the set of cumulative distribution...

We correct some conclusions presented by Consonni and Marin (2007) on the performance of mean-field variational approximations to Bayesian inferences in the case of a simple probit model. We show that some of their presentations are misleading and thus their results do not fairly present the...

An approach to modeling dependent nonparametric random density functions is presented. This is based on the well known mixture of Dirichlet process model. The idea is to use a technique for constructing dependent random variables, first used for dependent gamma random variables. While the...

Efficient sampling algorithms for both Archimedean and nested Archimedean copulas are presented. First, efficient sampling algorithms for the nested Archimedean families of Ali-Mikhail-Haq, Frank, and Joe are introduced. Second, a general strategy how to build a nested Archimedean copula from a...

The Gibbs sampler has been used exclusively for compatible conditionals that converge to a unique invariant joint distribution. However, conditional models are not always compatible. In this paper, a Gibbs sampling-based approach-using the Gibbs ensemble-is proposed for searching for a joint...

Breast cancer is the most common non-skin cancer in women and the second most common cause of cancer-related death in US women. It is well known that the breast cancer survival rate varies with age at diagnosis. For most cancers, the relative survival rate decreases with age, but breast cancer...

Quantile regression problems in practice may require flexible semiparametric forms of the predictor for modeling the dependence of responses on covariates. Furthermore, it is often necessary to add random effects accounting for overdispersion caused by unobserved heterogeneity or for correlation...

When we have data with missing values, the assumption that data are missing at random is very convenient. It is, however, sometimes questionable because some of the missing values could be strongly related to the underlying true values. We introduce methods for nonignorable multivariate missing...

Extreme value theory is used to derive asymptotically motivated models for unusual or rare events, e.g. the upper or lower tails of a distribution. A new flexible extreme value mixture model is proposed combining a non-parametric kernel density estimator for the bulk of the distribution with an...