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Beta-binomial/Poisson models have been used by many authors to model multivariate count data. Lora and Singer (Statistics in Medicine, 2008) extended such models to accommodate repeated multivariate count data with overdipersion in the…
Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…
In this paper a new lifetime distribution which is obtained by compounding Lindley and geometric distributions, named Lindley-geometric (LG) distribution, is introduced. Several properties of the new distribution such as density, failure…
Measurement error in observational datasets can lead to systematic bias in inferences based on these datasets. As studies based on observational data are increasingly used to inform decisions with real-world impact, it is critical that we…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
Shape constraints enable us to reflect prior knowledge in regression settings. A unimodality constraint, for example, can describe the frequent case of a first increasing and then decreasing intensity. Yet, data shapes often exhibit…
To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…
In this paper, we propose a novel factor-augmented forecasting regression model with a binary response variable. We develop a maximum likelihood estimation method for the regression parameters and establish the asymptotic properties of the…
A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models must be used. In this paper, we propose a tobit model based on…
Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…
Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model…
Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0,1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error.…
A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…
We develop a maximum likelihood estimating approach for time-to-event Weibull regression models with outcome-dependent sampling, where sampling of subjects is dependent on the residual fraction of the time left to developing the event of…
In behavioral and psychiatric research, data consisting of a per-subject proportion of "successes" and "failures" over a finite number of trials often arise. This kind of clustered binary data are usually non-normally distributed, which can…
Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does…
We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…
We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…
In this work, we explore the theoretical properties of conditional deep generative models under the statistical framework of distribution regression where the response variable lies in a high-dimensional ambient space but concentrates…
This study develops a statistical conditional approach to evaluate climate model performance in wind speed and direction and to project their future changes under the representative concentration pathway 8.5 scenario over inland and…