The problem of classifying trades as buys or sells is examined. I propose estimated quotes for midpoint and bid/ask tests and a modeling approach to classification. Prevailing quotes are estimated using flexible approximations to the distribution for delays of quotes relative to trade...

Identifying the generators of paratransit trips by persons with disabilities is important to comprehend the current demand patterns and forecast future demand. Only a handful of studies have been conducted so far to identify the generators of paratransit trips and most focused on the home end of...

Model selection is important for longitudinal data analysis. But up to date little work has been done on variable selection for generalized linear mixed models (GLMM). In this paper we propose and study a class of variable selection methods. Full likelihood (FL) approach is proposed for...

Value-added models have been widely used to assess the contributions of individual teachers and schools to students’ academic growth based on longitudinal student achievement outcomes. There is concern, however, that ignoring the presence of missing values, which are common in...

To improve the quality of prediction of radioactive contamination, geostatistical methods, and in particular multivariate geostatistical models, are increasingly being used. These methods, however, are optimal only in the case in which the data may be assumed Gaussian and do not properly cope...

This work proposes a class of hierarchical models for geostatistical count data that includes the model proposed by Diggle et al. (1998)  [13] as a particular case. For this class of models the main second-order properties of the count variables are derived, and three models within this class...