Structural equation models offer a valuable tool for delineating the complicated interrelationships among multiple variables, including observed and latent variables. Over the last few decades, structural equation models have successfully analyzed complete and right-censored survival data, exemplified by wide applications in psychological, social,…

To date, small sample problems with latent growth models (LGMs) have not received the amount of attention in the literature as related mixed-effect models (MEMs). Although many models can be interchangeably framed as a LGM or a MEM, LGMs uniquely provide criteria to assess global data-model fit. However, previous studies have demonstrated poor…

Extreme-value statistics is often used to estimate so-called return values (actually related to quantiles) for environmental quantities like wind speed or wave height. A basic method for estimation is the method of block maxima which consists in partitioning observations in blocks, where maxima from each block could be considered independent.…

An extension to the partial credit model, the linear partial credit model, is considered under the assumption of a certain linear decomposition of the item x category parameters into basic parameters. A conditional maximum likelihood algorithm for estimating basic parameters is presented and illustrated with simulation and an empirical study. (SLD)

The dynamic linear model or Kalman filtering model provides a useful methodology for predicting the past, present, and future states of a dynamic system, such as an object in motion or an economic or social indicator that is changing systematically with time. Recursive likelihood methods for adaptive Kalman filtering and smoothing are developed.…