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Article
Local Dependence Test Between Random Vectors Based on the Robust Conditional Spearman’s ρ and Kendall’s τ
This paper introduces two local conditional dependence matrices based on Spearman’s ρ and Kendall’s τ given the condition that the underlying random variables belong to the intervals determined by their quantiles...
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Article
Variance Variation Criterion and Consistency in Estimating the Number of Significant Signals of High-dimensional PCA
In this paper, we propose a criterion based on the variance variation of the sample eigenvalues to correctly estimate the number of significant components in high-dimensional principal component analysis (PCA)...
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Article
Robust Error Density Estimation in Ultrahigh Dimensional Sparse Linear Model
This paper focuses on error density estimation in ultrahigh dimensional sparse linear model, where the error term may have a heavy-tailed distribution. First, an improved two-stage refitted cross-validation me...
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Article
Efficient Distributed Estimation of High-dimensional Sparse Precision Matrix for Transelliptical Graphical Models
In this paper, distributed estimation of high-dimensional sparse precision matrix is proposed based on the debiased D-trace loss penalized lasso and the hard threshold method when samples are distributed into ...
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Article
Robust Nonparametric Function Estimation for Errors-in-variables Models
This paper discusses robust nonparametric estimators of location regression function for errors-in-variables model with de-convolution kernel. The local constant smoother is used for the estimation of the nonp...
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Article
Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
While the random errors are a function of Gaussian random variables that are stationary and long dependent, we investigate a partially linear errors-in-variables (EV) model by the wavelet method. Under general...
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Article
Parameter estimation of varying coefficients structural EV model with time series
In this paper, the parameters of a p-dimensional linear structural EV (error-in-variable) model are estimated when the coefficients vary with a real variable and the model error is time series. The adjust weighte...
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Article
Partial penalized empirical likelihood ratio test under sparse case
A consistent test via the partial penalized empirical likelihood approach for the parametric hypothesis testing under the sparse case, called the partial penalized empirical likelihood ratio (PPELR) test, is p...
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Article
Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random
The authors study the empirical likelihood method for partially linear errors-in-variablesmodel with covariate data missing at random. Empirical likelihood ratios for the regression coefficients and the baseli...
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Article
Hypothesis test for the parameters of linear part in the partial linear EV model
Hypothesis testing for the parametric component in the partial linear errors-in-variables (EV) regression models is discussed in this paper. Based on the corrected profile least square estimator, five test sta...
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Article
Numerical discretization-based kernel type estimation methods for ordinary differential equation models
We consider the problem of parameter estimation in both linear and nonlinear ordinary differential equation (ODE) models. Nonlinear ODE models are widely used in applications. But their analytic solutions are ...
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Article
Trimmed and Winsorized transformed means based on a scaled deviation
This paper introduces the Tukey trimmed and Winsorized means for the transformed data based on a scaled deviation. The trimmed and Winsorized means and scale based on a scaled deviation are as special cases. M...
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Article
Efficient estimation of a varying-coefficient partially linear binary regression model
This article considers a semiparametric varying-coefficient partially linear binary regression model. The semiparametric varying-coefficient partially linear regression binary model which is a generalization o...
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Article
Empirical likelihood for mixed-effects error-in-variables model
This paper mainly introduces the method of empirical likelihood and its applications on two different models. We discuss the empirical likelihood inference on fixed-effect parameter in mixed-effects model with...
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Article
Efficient estimation for semiparametric varying- coefficient partially linear regression models with current status data
This article considers a semiparametric varying-coefficient partially linear regression model with current status data. The semiparametric varying-coefficient partially linear regression model which is a gener...
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Article
Testing for additivity with B-splines
Regression splines are often used for fitting nonparametric functions, and they work especially well for additivity models. In this paper, we consider two simple tests of additivity: an adaptation of Tukey’s o...
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Article
Asymptotics of Huber-Dutter Estimators for Partial Linear Model with Nonstochastic Designs
For partial linear model Y = X τ β 0 + g 0(T) + ε with unknown β 0 ∈¸ R ...
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Article
Some Properties of A Lack-of-Fit Test for a Linear Errors in Variables Model
The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a n...
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Article
Testing Lack-of-fit for a Polynomial Errors-in-variables Model
When a regression model is applied as an approximation of underlying model of data, the model checking is important and relevant. In this paper, we investigate the lack-of-fit test for a polynomial errorin-var...
