An asymptotically most powerful test of the null hypothesis H0: [mu] = [mu]0, [sigma] = [sigma]0 versus the alternative hypothesis H1: [mu] = [mu]1, [sigma] = [sigma]1 using a few selected order statistics is derived in this paper. The order statistics are chosen from a large complete or...

In this paper a simple and efficient algorithm for obtaining the critical values of t, [chi]2 and F distributions is proposed. They depend only on a direct iterative rational function. The differences between the proposed algorithm and others are discussed.

Efficient inference for regression models requires that heteroscedasticity be taken into account if it exists. For partially linear regression models, however, the problem of detecting heteroscedasticity has received very little attention. The aim of this paper is to propose a test of...

Weak convergence results are obtained in this paper for the residual empirical processes in linear models, when the normal error assumption is replaced by a number of other error assumptions such as the Gamma family and the inverse Gaussian family. Application to asymptotic power calculations...

This paper studies the estimation of a varying-coefficient partially linear regression model which is a generalization of the partially linear regression model and varying-coefficient regression model [Fan and Huang, Manuscript, University of North Carolina, Chapel Hill, USA, 2002]. We focus on...