Robust regression-based online filters for multivariate time series are proposed and their performance in real time signal extraction settings is discussed. The focus is on methods that can deal with time series exhibiting trends, level changes, outliers and a high level of noise as well as...

The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is...

A goodness of fit test for the Pareto distribution, when the observations are subjected to Type II right censoring is proposed. The test statistic involves transformations of the original data and is based on the nonparametric Nelson-Aalen estimator of the cumulative hazard function. By Monte...

We consider rank regression for clustered data analysis and investigate the induced smoothing method for obtaining the asymptotic covariance matrices of the parameter estimators. We prove that the induced estimating functions are asymptotically unbiased and the resulting estimators are strongly...

Numerous statistical and graphical problems have been reported for different versions of Microsoft Excel, including the newest version (Excel 2007). We report newly discovered problems with Excel 2007 when generating polynomial trend line equations, having a user-specified (forced) intercept,...

There are few discussions on the semiparametric accelerated failure time mixture cure model due to its complexity in estimation. In this paper, we propose a multiple imputation method for the semiparametric accelerated failure time mixture cure model based on the rank estimation method and the...

In biomedical studies, researchers are often interested in assessing the association between one or more ordinal explanatory variables and an outcome variable, at the same time adjusting for covariates of any type. The outcome variable may be continuous, binary, or represent censored survival...

We develop a Bayesian approach for the selection of skew in multivariate skew t distributions constructed through hidden conditioning in the manners suggested by either Azzalini and Capitanio (2003) or Sahu et al. (2003). We show that the skew coefficients for each margin are the same for the...

This paper discusses regression analysis of interval-censored failure time data, which occur in many fields including demographical, epidemiological, financial, medical, and sociological studies. For the problem, we focus on the situation where the survival time of interest can be described by...