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Full-Text Articles in Physical Sciences and Mathematics
Accelerated Hazards Model: Method, Theory And Applications, Ying Qing Chen, Nicholas P. Jewell, Jingrong Yang
Accelerated Hazards Model: Method, Theory And Applications, Ying Qing Chen, Nicholas P. Jewell, Jingrong Yang
U.C. Berkeley Division of Biostatistics Working Paper Series
In an accelerated hazards model, the hazard functions of a failure time are related through the time scale-change, which is often a function of covariates and associated parameters. When the hazard functions have special properties, such as monotonicity in time, the parameters may be clinically meaningful in measuring a treatment effect. This paper reviews methodological and theoretical development of this model. Applications of the accelerated hazards model including sample size calculation in clinical trials, are also explored.
Generalized Moving Average Models And Applications In High Frequency Data, Shelton Peiris, David E. Allen, Aerambamoorthy Thavaneswaran
Generalized Moving Average Models And Applications In High Frequency Data, Shelton Peiris, David E. Allen, Aerambamoorthy Thavaneswaran
Research outputs pre 2011
This paper considers a new class of first order moving average type time series model with index δ (> 0) to describe some hidden features of a time series. It is shown that this class of models provides a valid, simple solution to a new direction of time series modelling. In particular, for suitably chosen parameters (coefficient β and index δ) this type of models could be used to describe data with low or high frequency components. Various new results associated with this class are given in a general form. A simulation study is carried out to justify the theory. …