Browsing Statistics and Actuarial Science by Type "Article"
Now showing items 41-60 of 71
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On a 2-class polling model with reneging and ki -limited service
(Springer, 2018-06-18)This paper analyzes a 2-class, single-server polling model operating under a ki-limited service discipline with class-dependent switchover times. Arrivals to each class are assumed to follow a Poisson process with phase-type ... -
On a general mixed priority queue with server discretion
(Taylor & Francis, 2016-10-01)We consider a single-server queueing system which attends to N priority classes that are classified into two distinct types: (i) urgent: classes which have preemptive resume priority over at least one lower priority class, ... -
On estimands arising from misspecified semiparametric rate-based analysis of recurrent episodic conditions
(Wiley, 2019-11-10)Marginal rate-based analyses are widely used for the analysis of recurrent events in clinical trials. In many areas of application, the events are not instantaneous but rather signal the onset of a symptomatic episode ... -
On the Number of Trials Needed to Obtain k Consecutive Successes
(Elsevier, 2021-04-30)A sequence of independent Bernoulli trials, each of which is a success with probability p, is conducted. For k ∈ Z+, let Xk be the number of trials required to obtain k consecutive successes. Using techniques from elementary ... -
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
(Elsevier, 2019-03)In this paper, we investigate the optimal time-consistent investment–reinsurance strategies for an insurer with state dependent risk aversion and Value-at-Risk (VaR) constraints. The insurer can purchase proportional ... -
Penalized Regression for Interval-Censored Times of Disease Progression: Selection of HLA Markers in Psoriatic Arthritis
(Wiley, 2015-09)Times of disease progression are interval-censored when progression status is only known at a series of assessment times. This situation arises routinely in clinical trials and cohort studies when events of interest are ... -
Poissonian potential measures for Lévy risk models
(Elsevier, 2018-09-01)This paper studies the potential (or resolvent) measures of spectrally negative Lévy processes killed on exiting (bounded or unbounded) intervals, when the underlying process is observed at the arrival epochs of an independent ... -
Random locations of periodic stationary processes
(Elsevier, 2019-03)We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. ... -
Recognizing Structural Nonidentifiability: When Experiments Do Not Provide Information About Important Parameters and Misleading Models Can Still Have Great Fit
(Wiley, 2020-02)In the quest to model various phenomena, the foundational importance of parameter identifiability to sound statistical modeling may be less well appreciated than goodness of fit. Identifiability concerns the quality of ... -
Regression with incomplete covariates and left-truncated time-to-event data
(Wiley, 2013)Studies of chronic diseases routinely sample individuals subject to conditions on an event time of interest. In epidemiology, for example, prevalent cohort studies aiming to evaluate risk factors for survival following ... -
Regression with incomplete multivariate surrogate responses for a latent covariate
(Taylor & Francis, 2020-07-29)We consider the setting in which a categorical exposure variable of interest can only be measured subject to misclassification via surrogate variables. These surrogate variables may represent the classification of an ... -
Response-dependent two-phase sampling designs for biomarker studies
(Wiley, 2014)Two-phase sampling designs are developed and investigated for use in the context of a rheumatology study where interest lies in the association between a biomarker with an expensive assay and disease progression. We ... -
Robust and Powerful Tests for Rare Variants Using Fishers Method to Combine Evidence of Association From Two or More Complementary Tests
(Wiley, 2012)Many association tests have been proposed for rare variants, but the choice of a powerful test is uncertain when there is limited information on the underlying genetic model. Proposed methods use either linear statistics, ... -
Robust Estimation of Mean Functions and Treatment Effects for Recurrent Events Under Event-Dependent Censoring and Termination: Application to Skeletal Complications in Cancer Metastatic to Bone
(Taylor & Francis, 2009)In clinical trials featuring recurrent clinical events, the definition and estimation of treatment effects involves a number of interesting issues, especially when loss to follow-up may be eventrelated and when terminal ... -
Sample size and robust marginal methods for cluster-randomized trials with censored event times
(Wiley, 2015-03-15)In cluster-randomized trials, intervention effects are often formulated by specifying marginal models, fitting them under a working independence assumption, and using robust variance estimates to address the association ... -
Score tests based on a finite mixture model of Markov processes under intermittent observation
(Wiley, 2019-07-20)A mixture model is described, which accommodates different Markov processes governing disease progression in a finite set of latent classes. We give special attention to the setting in which individuals are examined ... -
Score Tests for Association Under Response-dependent Sampling Designs for Expensive Covariates
(Oxford Journals, 2015-11-27)Response-dependent sampling is widely used in settings where certain variables are expensive to obtain. Estimation has been thoroughly investigated but recent applications have emphasized tests of association for expensive ... -
Selection models for efficient two-phase design of family studies
(John Wiley & Sons, Ltd., 2021-01-30)Family studies routinely employ biased sampling schemes in which individuals are randomly chosen from a disease registry and genetic and phenotypic data are obtained from their consenting relatives. We view this as a ... -
Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
(Elsevier, 2018-07-01)A non-standard, but not uncommon, situation is to observe multiple samples of nonnegative data which have a high proportion of zeros. This is the so-called excess of zeros situation and this paper looks at the problem of ... -
Semiparametric recurrent event vs time-to-first-event analyses in randomized trials: Estimands and model misspecification
(John Wiley & Sons Ltd., 2021-04-20)Insights regarding the merits of recurrent event and time-to-first-event analyses are needed to provide guidance on strategies for analyzing intervention effects in randomized trials involving recurrent event responses. ...