In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These models are developed to facilitate statistical analysis frequently encountered in medical research or reliability studies. In analyzing real data sets, checking the validity of...

Stochastic di®erential equations (SDEs) are　central to much of modern finance theory and have been widely used to model the behaviour of key variables such as the　instantaneous short-term interest rate, asset prices, asset returns and their volatility.　The explanatory and/or predictive...

The lognormal distribution is useful in modeling continuous random variables which are greater than or equal to zero. Example scenarios in which the lognormal distribution is used include, among many others: in medicine, latent periods of infectious diseases; in environmental science, the...

Highly structured generalised response models, such as generalised linear mixed models and generalised linear models for time series regression, have become an indispensable vehicle for data analysis and inference in many areas of application. However, their use in practice is hindered by...

The study of intraindividual variability pervades empirical inquiry in virtually all subdisciplines of psychology. The statistical analysis of multivariate time-series data - a central product of intraindividual investigations - requires special modeling techniques. The dynamic factor model...

UNiversity of Minnesota Ph.D. dissertation. August 2010. Major: Statistics. Advisors: Gary W. Oehlert, Hui Zou. 1 computer file (PDF); xiii, 175 pages, appendices A-D.

We propose a scaled linear mixed model to assess the effects of exposure and other covariates on multiple continuous outcomes. The most general form of the model allows a different exposure effect for each outcome. An important special case is a model that represents the exposure effects using a...

Thoroughbred racehorses are commonly characterized as unprofitable investments. Previous studies, grouping all racehorses together, estimate that over 80% of all racehorses in training fail to earn enough to recover the variable costs of training. However, these studies are not truly...