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An Overview of ARMA-Like Models for Count and Binary Data
A comprehensive overview of the literature on models for discrete valued time series is provided, with a special focus on count and binary data....
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A Bayesian piecewise linear model for the detection of breakpoints in housing prices
Statistical thresholds occur when the changes in the relationships between a response and predictor variables are not linear but abrupt at some...
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Modeling Australian Twin Data Using Generalized Lindley Shared Frailty Models
A new class of shared frailty models based on generalized Lindley distribution is established. We propose shared frailty models based on reversed...
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Some practical and theoretical issues related to the quantile estimators
The paper contains the comparative analysis of the efficiency of different qunatile estimators for various distributions. Additionally, we show...
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Parameter Estimation for Some Discretely Observed Class of Stable Driven Stochastic Differential Equations
In this paper, we consider the problem of parameter estimation for a real stochastic model observed at some discrete times, that is a solution of a...
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Marginal Models: An Overview
Marginal models involve restrictions on the conditional and marginal association structure of a set of categorical variables. They generalize...
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Identifying the Effects of Observed and Unobserved Risk Factors Using Weighted Lindley Shared Regression Model
Traditional survival testing approaches have generally placed a premium on the frequency of failures over time. During the investigation of such...
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Weighted Lindley Shared Regression Model for Bivariate Left Censored Data
Due to the lack of complete data in biological, epidemiological, and medical studies, analysis of censored data is very common among researchers. But...
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Batch Solution for General State-Space Model
This chapter describes the batch estimation method for the case wherein a specific number of observations already exist in the general state-space...
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New Frontiers for Scan Statistics: Network, Trajectory, and Text Data
In this chapter we survey the new theoretical developments and the use of scan statistics in data represented as graphs, trajectories, and text....
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Mixture polarization in inter-rater agreement analysis: a Bayesian nonparametric index
In several observational contexts where different raters evaluate a set of items, it is common to assume that all raters draw their scores from the...
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A Metropolis-class sampler for targets with non-convex support
We aim to improve upon the exploration of the general-purpose random walk Metropolis algorithm when the target has non-convex support
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Selected Applications in Statistics
In this chapter, we consider some applications in statistics that use vectors and matrices. Vectors and matrices correspond naturally to the standard...
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Bayesian Computation
Suppose \(Y \sim p(y|\theta )\) and...
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Bayesian Latent Variable Co-kriging Model in Remote Sensing for Quality Flagged Observations
Remote sensing data products often include quality flags that inform users whether the associated observations are of good, acceptable or unreliable...
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Bayesian analysis of partially linear, single-index, spatial autoregressive models
The partially linear single-index spatial autoregressive models (PLSISARM) can be used to evaluate the linear and nonlinear effects of covariates on...
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Tail adversarial stability for regularly varying linear processes and their extensions
The notion of tail adversarial stability has been proven useful in obtaining limit theorems for tail dependent time series. Its implication and...
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Bayesian Methods
In classical likelihood, an important goal is to learn about a parameter...
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Demimartingale Approaches for ScanStatistics
Scan statistics are defined as random variables enumerating the moving windows in a sequence of binary outcome trials which contain a prescribed...
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Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stop** and Bond Pricing
This paper investigates the hitting time problems of sticky Brownian motion and their applications in optimal stop** and bond pricing. We study the...
