In some long-term studies, a series of dependent and possibly truncated lifetimes may be observed. Suppose that the lifetimes have a common marginal distribution function. Under some regularity conditions, we provide a strong representation of the product-limit estimator in the form of an...

In a longitudinal study, suppose that for each subject, repeated measurements of the response variable and covariates are collected at a set of distinct, irregularly spaced time points. In this paper, we consider a semiparametric model to analyse such panel data. The model specifies that the...

Basic Concepts -- Regular Performance Measures -- Irregular Performance Measures -- Stochastic Machine Breakdowns -- Optimal Stopping Problems -- Multi-armed Bandit Processes -- Dynamic Policies -- Stochastic Scheduling with Incomplete Information -- Optimal Policies in Time-varying Scheduling...

In this article, a class of transformed hazards models is proposed for recurrent gap time data, including both the proportional and additive hazards models as special cases. An estimating equation-based inference procedure is developed for the model parameters, and the asymptotic properties of...