In clinical and observational studies, recurrent event data (e.g., hospitalization) with a terminal event (e.g., death) are often encountered. In many instances, the terminal event is strongly correlated with the recurrent event process. In this article, we propose a semiparametric method to jointly model the recurrent and terminal event processes. The dependence is modeled by a shared gamma fr...

This paper introduces an index that facilitates the testing of differing matching theories based on the degree of overlap between a theoretically generated matching joint density and its empirical counterpart. The index is asymptotically Normal, consequently permitting inference. To demonstrate its use, the paper examines the effect the One Child Policy had on matching patterns in the marriage ...

This paper introduces an index that facilitates the testing of differing matching theories based on the degree of overlap between a theoretically generated matching joint density and it’s empirical counterpart. The index is asymptotically Normally distributed, consequently permitting inference. To demonstrate its use, the paper examined the effect the One Child Policy had on matching patterns i...

Mixture transition distribution (MTD) time series models build high-order dependence through a weighted combination of first-order densities for each one specified number lags. We present framework to construct stationary MTD that extend beyond linear, Gaussian dynamics. study conditions strict stationarity which allow different constructions with either continuous or discrete families the give...

Empirical studies show that there is stronger dependency between large losses than large profit in financial market, which undermine the performance of using symmetric distribution for modeling these asymmetric. That is why the assuming normal joint distribution of returns is not suitable because of considering the linier dependence, and can be lead to inappropriate estimate of VaR. Copula theo...

Over the last 20 to 30 years, there has been a significant amount of tools and statistical methods that have been proposed for analyzing crash data. Yet, the Poisson-gamma (PG) is still the most commonly used and widely acceptable model. This paper documents the application of the Poisson-Weibull (PW) generalized linear model (GLM) for modeling motor vehicle crashes. The objectives of this stud...