This work is concerned with robust estimation in a semiparametric varying-coefficient partially linear model when the underlying error distribution deviates from a normal distribution. We develop a robust estimator by minimizing a locally Walsh-average-based loss function. We show theoretically...

A nonparametric method based on the empirical likelihood is proposed to detect the change-point from a sequence of independent random variables. The empirical likelihood ratio test statistic is proved to have the same limit null distribution as that with classical parametric likelihood. Under...

We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d=1) has been...

This paper deals with the necessary and sufficient conditions for non-interaction of the upper-sided and lower-sided EWMAs with reflecting boundaries, the average run length, the Laplace transform of the run length and some analysis under the condition of interaction.