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...

In many longitudinal studies, it is of interest to characterize the relationship between a time-to-event (e.g. survival) and time-dependent and time-independent covariates. Time-dependent covariates are generally observed intermittently and with error.For a single time-dependent covariate, a...

Statistical models involving latent variables are widely used in many areas of applications, such as biomedical science and social science. When likelihood-based parametric inferential methods are used to make statistical inference, certain distributional assumptions on the latent variables are...

We propose a class of Bayesian cure rate models by incorporating a baseline density function as well as multiplicative and additive covariate structures. Our model naturally accommodates zero and non-zero cure rates, which provides an objective way to examine the existence of a survival fraction...

In this article, we consider the setting where the event of interest can occur repeatedly for the same subject (i.e., a recurrent event; e.g., hospitalization) and may be stopped permanently by a terminating event (e.g., death). Among the different ways to model recurrent/terminal event data,...

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in...

With the exception of holders of default-free instruments, a key risk run by investorsis credit risk. To meet the need of investors to hedge this risk, the market uses creditderivatives.The South African credit derivatives market is still in its infancy and only the verysimplistic instruments...

This research addresses labor market transformation in Russia. It elaborates on the theory of job search and focuses on the following issues: (1) evaluation of the re-employment probabilities (hazard rates) for different socio-economic groups; and (2) estimation of wage offer distribution for...