Longitudinal data is becoming increasingly common and various methods have been developed to analyze this type of data. Profiles from time-course gene expression studies, where cluster analysis plays an important role to identify groups of co-expressed genes over time, are investigated. A number...

A test for the serial independence of errors in panel data models is proposed. The test is based on the difference between the joint empirical characteristic function of residuals at different lags and the product of their marginal empirical characteristic functions. The test is...

Many industrial experiments involve one or more restrictions on the randomization. In such cases, the split-plot design structure, in which the experimental runs are performed in groups, is a commonly used cost-efficient approach that reduces the number of independent settings of the...

A recently proposed Bayesian model selection technique, stochastic model specification search, is carried out to discriminate between two trend generation hypotheses. The first is the trend-stationary hypothesis, for which the trend is a deterministic function of time and the short run dynamics...

A threshold extreme value distribution for modeling standardized financial returns is investigated. The main theme is tail asymmetry, which means that the left and right tails of the standardized return distribution are not identical. The peak-over-threshold idea in extreme value theory is...

A new approach to detect persistence change in fractionally integrated models based on recursive forward and backward estimation of regression-based Lagrange Multiplier tests is proposed. This procedure generalizes approaches for conventional integrated processes to the fractional integration...

Hypercube estimators for the mean vector in a general linear model include algebraic equivalents to penalized least squares estimators with quadratic penalties and to submodel least squares estimators. Penalized least squares estimators necessarily break down numerically for certain penalty...

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of recursive kernel estimates of the regression function...

In Balabdaoui, Rufibach, and Wellner (2009), pointwise asymptotic theory was developed for the nonparametric maximum likelihood estimator of a log-concave density. Here, the practical aspects of their results are explored. Namely, the theory is used to develop pointwise confidence intervals for...

Pre- and post-intervention experiments are widely used in medical and social behavioral studies, where each subject is supposed to contribute a pair of observations. In this paper we investigate sample size requirement for a scenario frequently encountered by practitioners: all enrolled subjects...