Edsel A. Peña

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Procedures for estimating the parameters of the general class of semiparametric models for recurrent events proposed by Peña and Hollander (2004) are developed. This class of models incorporates an effective age function encoding the effect of changes after each event occurrence such as the impact of an intervention, it models the impact of accumulating(More)
An easy-to-implement global procedure for testing the four assumptions of the linear model is proposed. The test can be viewed as a Neyman smooth test and it only relies on the standardized residual vector. If the global procedure indicates a violation of at least one of the assumptions, the components of the global test statistic can be utilized to gain(More)
An estimator for the load share parameters in an equal load-share model is derived based on observing k-component parallel systems of identical components that have a continuous distribution function F (.) and failure rate r(.). In an equal load share model, after the first of k components fails, failure rates for the remaining components change from r(t)(More)
Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied. The improvement over existing procedures such as the Šidák procedure for FWER control and the Benjamini-Hochberg (BH)(More)
A joint model for a longitudinal biomarker and recurrent events is proposed. This general model accommodates the effects of covariates on the biomarker and event processes, the effects of accumulating event occurrences, and effects caused by interventions after each event occurrence. Association between the biomarker and recurrent event processes is(More)
Probabilistic and statistical models for the occurrence of a recurrent event over time are described. These models have applicability in the reliability, engineering, biomedical and other areas where a series of events occurs for an experimental unit as time progresses. Nonparametric inference methods, in particular, the estimation of a relevant(More)
Imperfect repair models are a class of stochastic models that deal with recurrent phenomena. This article focuses on the Block, Borges, and Savits (1985) age-dependent minimal repair model (the BBS model) in which a system that fails at time t undergoes one of two types of repair: with probability p(t), a perfect repair is performed, or with probability(More)
This paper considers the problem of estimating the dispersion parameter in a Gaussian model which is intermediate between a model where the mean parameter is fully known (fixed) and a model where the mean parameter is completely unknown. One of the goals is to understand the implications of the two-step process of first selecting a model among a finite(More)