Jump points in curves arise when the conditions under which data are generated change suddenly, for example because of an unplanned change in a treatment. If the size of the jump in the treatment effect exceeds the range of the error distribution then the design interval within which the jump...

There are serious reasons to assume that logarithmic stock returns are normally distributed, however, it is frequently denoted that the empirical distribution of stock returns characteristically deviates from a normal distribution : It is leptokurtic, it is peaked and it has thick tails.

An encompassing test between two models is based on the idea that the fist model is able to explain the inference obtained by the second model. In a Bayesian framework, the posterior distribution of the second model will then be compared to the posterior distribution built in the first model t...

This paper provides a test of monotonicity of a regression function. The test is based on the size of a "critical" bandwidth, the amount of smooting necessary to force a nonparametric regression estimate to be monotone. It is analogous to Silverman's test of multimodality in density estimation.

In this paper, it is shown, in the general case, that a multiple causes death model is equivalent to a competing independent risks model.

Some classical inference procedures can be shown to be completely robust in theses classes of multivariate distributions. These findings are used in the practically relevant context of regression models. We present a robust bayesian analysis and indicate the links between classical and Bayesian...

The paper is about the economic modelling of aggregate consumption expenditure with particular emphasis on the distribution effect of income. Under certain assumptions on the evolution over time of the population of households ("structural stability") we shall derive a first order approximation...

This paper presents recent econometric models of individual mobility on the labor market. The general framework is given by the theory of point processes which are continuous time finite state space processes. The first part of the paper is devoted to specification problems and the inference of...

This article is a review of nonparametric Bayesian Survival Analysis and is a part of a contribution of the Encyclopedia of Biostatistics to be published by John Wiley and Sons Ltd. Most of the prior specifications proposed in the literature since Ferguson's seminal paper are presented witha...

Left truncated and right censored data can naturally arise in survival analysis besides others fields such as insurance and economics. In this paper we consider the sitaution of bivariate observations where one of the components is subject to left truncation and right censoring.