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Full-Text Articles in Physical Sciences and Mathematics
Inference And Estimation In Change Point Models For Censored Data, Kristine Gierz
Inference And Estimation In Change Point Models For Censored Data, Kristine Gierz
Mathematics & Statistics Theses & Dissertations
In general, the change point problem considers inference of a change in distribution for a set of time-ordered observations. This has applications in a large variety of fields and can also apply to survival data. With improvements to medical diagnoses and treatments, incidences and mortality rates have changed. However, the most commonly used analysis methods do not account for such distributional changes. In survival analysis, change point problems can concern a shift in a distribution for a set of time-ordered observations, potentially under censoring or truncation.
In this dissertation, we first propose a sequential testing approach for detecting multiple change …
D-Vine Pair-Copula Models For Longitudinal Binary Data, Huihui Lin
D-Vine Pair-Copula Models For Longitudinal Binary Data, Huihui Lin
Mathematics & Statistics Theses & Dissertations
Dependent longitudinal binary data are prevalent in a wide range of scientific disciplines, including healthcare and medicine. A popular method for analyzing such data is the multivariate probit (MP) model. The motivation for this dissertation stems from the fact that the MP model fails even the binary correlations are within the feasible range. The reason being the underlying correlation matrix of the latent variables in the MP model may not be positive definite. In this dissertation, we study alternatives that are based on D-vine pair-copula models. We consider both the serial dependence modeled by the first order autoregressive (AR(1)) and …