Abstract: The conditional independence assumption for nonparametric multivariate finite mixture models, a weaker form of the well-known conditional independence assumption for random effects models for longitudinal data, is the subject of an increasing number of theoretical and algorithmic developments in the statistical literature. After presenting a survey of this literature, including an in-...

H. Ratiney, E. Capobianco, R. de Beer, D. van Ormondt, D. Graveron-Demilly Laboratoire de RMN, CNRS UMR 5012, Université Claude Bernard, Lyon I CPE, Villeurbanne, France, Biomedical Engineering, University of Boston, Boston, MA, United States, Applied Physics, Delft University of Technology, Delft, Netherlands Introduction The theory of Cramér-Rao lower Bounds (CRBs) on errors in parameter esti...

A semi-parametric mixed eeects regression model is proposed for the analysis of clustered or longitudinal data with continuous, ordinal or binary outcome. The commonly used Gaussian assumption on the random eeects distribution is relaxed as the partial predictive recursion method (Newton and Zhang, 1996) is used to estimate the random eeects density function. The parameter estimates are obtaine...

This paper contrasts the discovered preference hypothesis against the theory of coherent arbitrariness in a split-sample stated choice experiment on flood risk exposure in the Netherlands. A semi-parametric local multinomial logit model (L-MNL) is developed as an alternative to the Swait and Louviere (1993) procedure to control for preference dynamics within and between samples. The L-MNL model...

The receiver operating characteristic (ROC) curve has been a popular statistical tool for characterizing the discriminating power of a classifier, such as a biomarker or an imaging modality for disease screening or diagnosis. It has been recognized that the accuracy of a given procedure may depend on some underlying factors, such as subject's demographic characteristics or disease risk factors,...

In this paper we propose a copula-based technique to recover the distribution of actively managed funds. The copula is meant to represent the dependence structure between the market return (or in general the benchmark) and the investment strategy of the asset manager. The analysis is carried out in a rational investor economy with managed funds, such as that in Merton (1981) and Berk and Green ...

In this paper, the fuzzy logic and trapezoidal intuitionistic number were presented, as well some properties of semi- parametric logistic regression model when using number. The output variable represents dependent sometimes cannot be determined in only two cases (response, non-response)or (success, failure) more than responses, especially medical studies; therefore so, use a semi with (depende...

We investigate a model in which we connect slowly time varying unconditional long-run volatility with short-run conditional volatility whose representation is given as a semi-strong GARCH (1,1) process with heavy tailed errors. We focus on robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility is totally unspecified whereas ...

Over the past few decades, earthquake engineering research mainly focused on the effects of strong seismic shaking. After the 1999 earthquakes in Turkey and Taiwan, and thanks to numerous cases where fault rupture caused substantial damage to structures, the importance of faulting-induced deformation has re-emerged. This paper, along with its companion (Part II), exploits parametric results of ...