In this article, we propose a novel robust data-analytic procedure, dynamic quantile regression (DQR), for model selection. It is robust in the sense that it can simultaneously estimate the coefficients and the distribution of errors over a large collection of error distributions even those that...

Eliciting expert knowledge about several uncertain quantities is a complex task when those quantities exhibit associations. A well-known example of such a problem is eliciting knowledge about a set of uncertain proportions which must sum to 1. The usual approach is to assume that the expert's...

The paper provides a procedure aimed at obtaining more interpretable second-order models estimated with the partial least squares-path modeling. Advantages in interpretation stem from the separation of the two sources of influence on the data. As a matter of fact, in hierarchical models effects...

We propose a method for assessing an individual patient's risk of a future clinical event using clinical trial or cohort data and Cox proportional hazards regression, combining the information from several studies using meta-analysis techniques. The method combines patient-specific estimates of...

In this paper the problem of statistical hypothesis testing under weighted sampling is considered for obtaining the most powerful test. Some simulated powers of tests, using the Monte Carlo method, are performed. Using a convenient sample of the specialist physicians of Social Security...

We consider a Bayesian deterministically trending dynamic time series model with heteroscedastic error variance, in which there exist multiple structural changes in level, trend and error variance, but the number of change-points and the timings are unknown. For a Bayesian analysis, a truncated...

Fault detection and Isolation takes a strategic position in modern industrial processes for which various approaches are proposed. These approaches are usually developed and based on a consistency test between an observed state of the process provided by sensors and an expected behaviour...

By running Monte Carlo simulations, we compare different estimation strategies of ordered response models in the presence of non-random unobserved heterogeneity. We find that very simple binary recoding schemes deliver parameter estimates with very low bias and high efficiency. Furthermore, if...

The aim of this study is to investigate the early development of body mass index (BMI), a standard tool for assessing the body shape and average level of adiposity for children and adults. The main aim of the study is to identify the primary trajectories of BMI development and to investigate the...

A Poisson geometric process (PGP) model is proposed to study individual blood donation patterns for a blood donor retention program. Extended from the geometric process (GP) model of Lam [16], the PGP model captures the rather pronounced trend patterns across clusters of donors via the ratio...