This dissertation focuses on two topics in semiparametric statistical methods and their applications in medical science: (1) prediction of patients? lifetimes based on their risk profiles; (2) estimation of dynamic exposure effects on survival outcomes. In Chapter II, we develop multiple...

Purpose: The purpose of this paper is to provide an overview of the logistical transformation of British retailing over the last three decades and to discuss likely challenges that face logistics managers in the futureDesign/Approach: Reviews the key works on retail logistics, including the...

Purpose - To provide empirical evidence and explanation of the phenomenon that providers of home delivery of groceries are still of minor importance in highly concentrated retail markets.Design/methodology/approach - Based on a critical literature review three propositions were set up. A web...

Purpose: The purpose of this paper is to propose a model which structures and links different types of efficient consumer response (ECR) measures; it does so by considering the use of both quantitative or ‘hard’ and qualitative or ‘soft’ measures in ECR, emphasizing the importance and...

Purpose: The purpose of this paper is to develop a conceptual model that includes drivers of supply chain management (SCM) adoption and execution identified in the literature, provide a set of measurement scales that operationalise constructs within this model, empirically verify a hierarchical...

This paper introduces the idea that the variances or correlations in financial returns may all change conditionally and slowly over time. A multi-step local dynamic conditional correlation model is proposed for simultaneously modelling these components. In particular, the local and conditional...

A class of semiparametric fractional autoregressive GARCH models (SEMIFAR-GARCH), which includes deterministic trends, difference stationarity and stationarity with short- and long-range dependence, and heteroskedastic model errors, is very powerful for modelling financial time series. This...

A new multivariate random walk model with slowly changing parameters is introduced and investigated in detail. Nonparametric estimation of local covariance matrix is proposed. The asymptotic distributions, including asymptotic biases, variances and covariances of the proposed estimators are...

The distinction between stationarity, difference stationarity, deterministictrends as well as between short- and long-range dependence has a major impact onstatistical conclusions, such as confidence intervals for population quantities or point and interval forecasts. SEMIFAR models introduced...