The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

Hidden Markov models—most often abbreviated to the acronym “HMMs”—are one of the
most successful statistical modelling ideas that have came up in the last forty years: the use …

Doubt over the trustworthiness of published empirical results is not unwarranted and is often
a result of statistical mis-specification: invalid probabilistic assumptions imposed on data …

The standard Bayesian inference scenario involves data\rm X whose distribution is
governed by a family of densities\left {f\left (\underline x;\underline θ\right):\underline θ ∈ …

We all like to know how reliable and how risky certain situations are, and our increasing
reliance on technology has led to the need for more precise assessments than ever before …

The construction of multivariate distributions is an active field of research in theoretical and
applied statistics. In this paper some recent developments in this field are reviewed …

This second edition of Models for Repeated Measurements has been comprehensively
revised and updated, taking into account the huge amount of research that has been carried …

Chain graphs are a natural generalization of directed acyclic graphs and undirected graphs.
However, the apparent simplicity of chain graphs belies the subtlety of the conditional …

Confidence bands for regression curves and their first p derivatives are obtained via local
pth order polynomial estimation. The method allows for multiparameter local likelihood …

A general method for building parametric-functional families of Lorenz curves, generated
from an initial Lorenz curve (which satisfies some regularity conditions) is presented. It is …