Covariate Dependent Markov Models for Analysis of Repeated Binary Outcomes

Covariate Dependent Markov Models for Analysis of Repeated Binary Outcomes

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...

Missing binary outcomes under covariate‐dependent missingness in cluster randomised trials

Missing outcomes are a commonly occurring problem for cluster randomised trials, which can lead to biased and inefficient inference if ignored or handled inappropriately. Two approaches for analysing such trials are cluster-level analysis and individual-level analysis. In this study, we assessed the performance of unadjusted cluster-level analysis, baseline covariate-adjusted cluster-level anal...

Multilevel Models for Meta-analysis of Studies with Binary Outcomes

Heteroskedastic Transformation Models with Covariate Dependent Censoring

In this paper we propose an inferential procedure for transformation models with conditional heteroskedasticity in the error terms. The proposed method is robust to covariate dependent censoring of arbitrary form. We provide sufficient conditions for point identification. We then propose a consistent estimator and show that it is asymptoticaly √ n normal. We conduct a simulation study that reve...