Informative sampling occurs when the probability of inclusion in sample depends onthe value of the survey response variable. Response or size biased sampling is aparticular case of informative sampling where the inclusion probability is proportionalto the value of this variable. In this paper we...

The shape of drift function in continuous time interest rate models has beeninvestigated by many authors during the past decade. The main concerns have beenwhether the drift function is linear or nonlinear, but no convincing conclusions havebeen seen. In this dissertation, we investigate the...

In this dissertation, the generalized score tests based on weighted estimating equationsare proposed for missing covariate data. Their properties, including the effectsof nuisance functions on the forms of the test statistics and efficiency of the tests,are investigated. Different versions of...

This dissertation consists of three projects in matched case-control studies. In the firstproject, we employ a general bias preventive approach developed by Firth (1993) to handlethe bias of an estimator of the log-odds ratio parameter in conditional logistic regression bysolving a modified...

We proposed new variance estimators for the poststratified estimator of the populationtotal in two-stage sampling. The linearization or Taylor series variance estimatorand the jackknife linearization variance estimator are popular for the poststratified estimator. The jackknife linearization...

In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A semiparametric estimation method based on the combination of the local linear smoothing and generalized estimation...

We propose a simple approach for approximating small sample distributions based on the method of minimum relative entropy density. Unlike previous studies that use this method as a curve-fitting tool, we focus on the 'small sample asymptotics' of the approximation to distributions of general...

Fan, Heckman and Wand (1995) proposed locally weighted kernel polynomial regression methods for generalized linear models and quasilikelihood functions. When the covariate variables are missing at random, we propose a weighted estimator based on the inverse selection probability weights....

This paper investigates whether top-tier M&A investment bankers (financial advisors) create value for acquirers with different financial conditions in both the short and long term via analyzing 3420 US deals during 1990–2012. In this paper, deals are divided into three groups based on acquirer...