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Recurrent event data frequently arise in longitudinal studies when study subjects possibly experience more than one event during the observation period. Often, such recurrent events can be categorized. However, part of the categorization may be missing due to technical difficulties. If the event...
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We consider an extension of the temporal epidemic-type aftershock sequence (ETAS) model with random effects as a special case of a well-known doubly stochastic self-exciting point process. The new model arises from a deterministic function that is randomly scaled by a nonnegative random...
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Let (X, B, Y) denote a random vector such thatBandYare real-valued, andX[set membership, variant]2. Local linear estimates are used in the partial regression method for estimating the regression functionE(Y|X, B)=[alpha]B+m(X), where[alpha]is an unknown parameter, andm(·) is a smooth...
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Consider a stationary time series (Xt, Yt), t = 0, ±1, ... with Xt being d-valued and Yt real-valued. Let [psi](·) denote a monotone function and let [theta](·) denote the robust conditional location functional so that E[[psi](Y0 - [theta](X0))X0] = 0. Given a finite realization (X1,...
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