Murrayand Tsiatis (1996) described a weighted survival estimate thatincorporates prognostic time-dependent covariate informationto increase the efficiency of estimation. We propose a test statisticbased on the statistic of Pepe and Fleming (1989, 1991) thatincorporates these weighted survival...

We propose a profile conditional likelihood approach to handle missing covariates in the general semiparametric transformation regression model. The method estimates the marginal survival function by the Kaplan-Meier estimator, and then estimates the parameters of the survival model and the...

The Cox (1972) regression model is extended to include discrete and mixed continuous/discrete failure time data by retaining the multiplicative hazard rate form of the absolutely continuous model. Application of martingale arguments to the regression parameter estimating function show the...

This dissertation considers several modeling problems involvingclustered longitudinal data. Interest focuses on the associationstructure rather than the means and, in particular, on its change overtime. Concentration on this non-stationary, or ``dynamic'' aspect of theassociation structure is...

In order to construct fixed-width (2d) confidence intervals for the mean of an unknown distribution function F , a new purely sequential sampling strategy is proposed first. The approach is quite different from the more traditional methodology of Chow and Robbins (1965, Ann. Math. Statist. , 36...

The research presented here focuses on modeling machine-learning performance. The thesis introduces Seer, a system that generates empirical observations of classification-learning performance and then uses those observations to create statistical models. The models can be used to predict the...

The White information matrix (IM) test is applied to the linear regression model with autoregressive conditional heteroskedastic (ARCH) errors. ARCH models are used widely in analyzing economic and financial time series data. However, in practice, the models are not often thoroughly tested. We...

A statistical procedure is developed with the purpose of detecting internal bias occurring concurrently in several items in an ability test. Concurrent internal bias (CIB) is considered in a nonparametric multidimensional item response theory (IRT) model which models both an ability intended to...

The thesis consists of six chapters and focus on two topics: quantile regression and survival analysis. Firstly, direct use of regression quantiles to construct confidence intervals and confidence bands for conditional quantiles and prediction intervals for future response variables under...