A mixture model approach is developed that simultaneously estimates the posterior membership probabilities of observations to a number of unobservable groups or latent classes, and the parameters of a generalized linear model which relates the observations, distributed according to some member...

Background: The estimation of parameter values continues to be the bottleneck of thecomputational analysis of biological systems. It is therefore necessary to develop improvedmethods that are effective, fast, and scalable.Results: We show here that alternating regression (AR), applied to...

The normal distribution is a commonly seen distribution in nature, education, and business. Data that are mounded or bell shaped are easily found across various fields of study. Although there is high utility with the normal distribution; often the full range can not be observed. The truncated...

There has been an on-going debate about choices of the most suitable model amongst avariety of model specifications and parameterizations. The first dissertation essay investigateswhether asymmetric leptokurtic return distributions such as Hansen’s (1994) skewed tdistributioncombined with...

The recent paper by Ling and Tong (2005) considered a quasi-likelihood ratio test for the threshold in moving average models with errors. This article generalizes their results to the case with GARCH errors, and a new quasi-likelihood ratio test is derived. The generalization is not direct since...

This paper reports on the result of a Monte Carlo study. The latter investigates the performance of various versions of the Conformity test (CCT) for the existence and rank of cointegration, as given in Johansen (J) (1988), (1991), and the stochastic trends qf(k,m) test (SW), as given in Stock...

There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen's (1994) skewed tdistribution combined with...

Asset health prediction is imperative to optimal asset management. Online and offline inspections can provide useful information for predicting asset health. The information from an asset health inspection can be divided into two types. (1) Direct indicators which directly determine failures...

Zero-inflated data abound in ecological studies as well as in other scientific and quantitative fields. Nonparametric regression with zero-inflated response may be studied via the zero-inflated generalized additive model (ZIGAM). ZIGAM assumes that the conditional distribution of the response...

An important challenge in statistical modeling involves determining an appropriate structural form for a model to be used in making inferences and predictions. Missing data is a very common occurrence in most research settings and can easily complicate the model selection problem. Many useful...