Survival analysis is a branch of statistics that examines the expected duration until one or more events occur, such as death or failure. Traditionally applied in medical research and reliability ...

This paper is concerned with the analysis of clustered data from developmental toxicity studies with mixed responses, i.e., where each member of the cluster has binary and continuous outcomes. A ...

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and ...

We build a class of copula models that captures time-varying dependence across large panels of financial assets. Our models nest Gaussian, Student's t, grouped Student's t, and generalized hyperbolic ...

This paper investigates optimal futures hedge ratios in stock markets. We use univariate skewed t stochastic volatility (SV) models to capture the time-varying (TV) volatility of our data and set up ...