We consider switching regression models with independent or Markov-dependent regime. Based on the modified likelihood ratio test (LRT) statistic by Chen, Chen and Kalbfleisch (200...
A two component parametric mixture is proposed to model survival after an invasive treatment, when patients may experience different hazards regimes: a risk of early mortality dir...
Linear regression models for de facto exchange rate regime classification are complemented by inferential techniques for evaluating the stability of the regimes. To simultaneously...
Statistical clustering criteria with free scale parameters and unknown cluster sizes are inclined to create small, spurious clusters. To mitigate this tendency a statistical model ...
We propose a model for a point-referenced spatially correlated ordered categorical response and methodology for estimation of model parameters. Models and methods for spatially co...