This article presents some theoretical results on the maximum of several functions, and its use to define the joint distance of k probability densities, which, in turn, serves to derive new algorithms for clustering densities. Numerical examples are presented to illustrate the theory.

Diagnostic tests are used in a wide range of behavioral, medical, psychosocial, and healthcare-related research. Test sensitivity and specificity are the most popular measures of accuracy for diagnostic tests. Available methods for analyzing longitudinal study designs assume fixed gold or...

In the conventional linear mixed-effects model, four structures can be distinguished: fixed effects, random effects, measurement error and serial correlation. The latter captures the phenomenon that the correlation structure within a subject depends on the time lag between two measurements....

In this paper, we propose a new augmented Dickey-Fuller-type test for unit roots which accounts for two structural breaks. We consider two different specifications: (a) two breaks in the level of a trending data series and (b) two breaks in the level and slope of a trending data series. The...

In the social science disciplines, the assumption that the data stem from a single homogeneous population is often unrealistic in respect of empirical research. When applying a causal modeling approach, such as partial least squares path modeling, segmentation is a key issue in coping with the...

In many cases of modeling bivariate count data, the interest lies on studying the association rather than the marginal properties. We form a flexible regression copula-based model where covariates are used not only for the marginal but also for the copula parameters. Since copula measures the...

A Bayesian approach is considered for identifying sources of nonstationarity for models with a unit root and breaks. Different types of multiple breaks are allowed through crash models, changing growth models, and mixed models. All possible nonstationary models are represented by combinations of...

This study examines the dynamics of the interrelation between option and stock markets using the Markov-switching vector error correction model. Specifically, we calculate the implied stock prices from the Black-Scholes 6 model and establish a statistic framework in which the parameter of the...

We propose Bayesian methods with five types of priors to estimate cell probabilities in an incomplete multi-way contingency table under nonignorable nonresponse. In this situation, the maximum likelihood (ML) estimates often fall in the boundary solution, causing the ML estimates to become...

The logistic sigmoid curve is widely used in nonlinear regression and in binary response modeling. There are problems corresponding to a double sigmoid behavior which consists of the first increase to an early saturation at an intermediate level, and the second sigmoid with the eventual plateau...