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...