Median survival times and their associated confidence intervals are often used to summarize the survival outcome of a group of patients in clinical trials with failure-time endpoints. Although thereâ€¦ (More)

We develop a new approach to using estimating equations to estimate marginal regression models for longitudinal data with time-dependent covariates. Our approach classifies time-dependent covariatesâ€¦ (More)

This paper presents computational techniques that make a certain class of fully dynamic intensity-based models for portfolio credit risk, along the lines of Duffie and GÃ¢rleanu (2001) and Mortensenâ€¦ (More)

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p Ã€ n, the sampleâ€¦ (More)

Saddlepoint approximations are developed for Markov random walks Sn and are used to evaluate the probability that (j âˆ’ i)g((Sj âˆ’ Si)/(j âˆ’ i)) exceeds a threshold value for certain sets of (i, j). Theâ€¦ (More)

Conventional multiple hypothesis tests use step-up, step-down, or closed testing methods to control the overall error rates. We will discuss marrying these methods with adaptive multistage samplingâ€¦ (More)