New inferential procedures for the geometric distribution, based on δ-records, are developed. Maximum likelihood and Bayesian approaches for parameter estimation and prediction of future records are considered. The performance of the estimators is compared with those based solely on...

With continually increasing data sizes, the relevance of the big n problem of classical likelihood approaches is greater than ever. The functional mixed-effects model is a well established class of models for analyzing functional data. Spatial functional data in a mixed-effects setting is...

A new algorithm is presented which for the wide class of orthogonal designs is capable of deducing the appropriate analysis of variance from the design only. As a consequence the use of a model equation for specifying the analysis becomes dispensable. The proposed approach can simplify the...

Motivated by a longitudinal study on factors affecting the frequency of clinic visits of older adults, an exploratory time varying lagged regression analysis is proposed to relate a longitudinal response to multiple cross-sectional and longitudinal predictors from time varying lags. Regression...

A system subject to corrective and preventive maintenance actions is considered. Corrective Maintenance (CM) is done at unpredictable random times and is assumed to have As Bad As Old (ABAO) effects. Preventive Maintenance (PM) is supposed to be done at deterministic predetermined times and to...

A common problem in genetics is that of testing whether a set of highly dependent gene expressions differ between two populations, typically in a high-dimensional setting where the data dimension is larger than the sample size. Most high-dimensional tests for the equality of two mean vectors...

A new method of ICA, TVICA, is proposed. Compared to the conventional ICA, the TVICA method allows the mixing matrix to be time dependent. Estimation is conducted under local homogeneity that assumes at any particular time point, there exists an interval over which the mixing matrix can be well...

This paper is concerned with hierarchical clustering of long binary sequence data. We propose two alternative improvements of the EM algorithm used in Chen and Lindsay (2006). One is the FixEM. It is just the regular EM but we no longer update the weights πs used in the ancestral mixture...

The R statistical environment and language has demonstrated particular strengths for interactive development of statistical algorithms, as well as data modelling and visualisation. Its current implementation has an interpreter at its core which may result in a performance penalty in comparison...

Misperceptions about extreme dependencies between different financial assets have been an important element of the recent financial crisis, which is why regulating entities do now require financial institutions to account for different behavior under market stress. Such sudden switches in...