Showing 151 - 160 of 160
This paper establishes some equivalent relationships for the first three orders of the almost stochastic dominance (ASD). Using these results, we first prove formally that the ASD definition modified by Tzeng et al. (2012) does not possess any hierarchy property. Thereafter, we conclude that...
Persistent link: https://www.econbiz.de/10011113097
Inference for variance components in linear mixed models of ANOVA type, including estimation and testing, has been investigated when the number of fixed effects is fixed. However, for high-dimensional data, this number is large and would be regarded as a divergent value as the sample size goes...
Persistent link: https://www.econbiz.de/10011116228
A semiparametric regression model for longitudinal data is considered. The empirical likelihood method is used to estimate the regression coefficients and the baseline function, and to construct confidence regions and intervals. It is proved that the maximum empirical likelihood estimator of the...
Persistent link: https://www.econbiz.de/10005559395
The empirical likelihood method is especially useful for constructing confidence intervals or regions of the parameter of interest. This method has been extensively applied to linear regression and generalized linear regression models. In this paper, the empirical likelihood method for...
Persistent link: https://www.econbiz.de/10005221593
The problem of testing for the equality of k distribution functions under Case 2 interval censoring is studied and a supremum-type test statistic is proposed based on the differences between the nonparametric maximum likelihood estimator and the so-called leveraged bootstrap estimator of the k...
Persistent link: https://www.econbiz.de/10005569436
In this paper, from the estimating equation-based sufficient dimension reduction method in the literature, its robust version is proposed to alleviate the impact from outliers. To achieve this, a robust nonparametric regression estimator is suggested. The estimator is plugged in the estimating...
Persistent link: https://www.econbiz.de/10011189583
<Para ID="Par1">This paper is concerned about robust comparison of two regression curves. Most of the procedures in the literature are least-squares-based methods with local polynomial approximation to nonparametric regression. However, the efficiency of these methods is adversely affected by outlying...</para>
Persistent link: https://www.econbiz.de/10011240917
This paper aims at investigating model checking for parametric models with response missing at random which is a more general missing mechanism than missing completely at random. Different from existing approaches, two tests have normal distributions as the limiting null distributions no matter...
Persistent link: https://www.econbiz.de/10011241464
In this paper, we investigate checking the adequacy of varying coefficient models with response missing at random. In doing so, we first construct two completed data sets based on imputation and marginal inverse probability weighted methods, respectively. The empirical process-based tests by...
Persistent link: https://www.econbiz.de/10010634335
Although generalized cross-validation (GCV) has been frequently applied to select bandwidth when kernel methods are used to estimate non-parametric mixed-effect models in which non-parametric mean functions are used to model covariate effects, and additive random effects are applied to account...
Persistent link: https://www.econbiz.de/10004992408