<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>

The varying coefficient model is widely used as an extension of the linear regression model. Many procedures have been developed for the model estimation, and recently efficient variable selection procedures for the varying coefficient model have been proposed as well. However, those variable...

Local polynomial regression is widely used for nonparametric regression. However, the efficiency of least squares (LS) based methods is adversely affected by outlying observations and heavy tailed distributions. On the other hand, the least absolute deviation (LAD) estimator is more robust, but...

High-dimensional data are becoming prevalent, and many new methodologies and accompanying theories for high-dimensional data analysis have emerged in response. Empirical likelihood, as a classical nonparametric method of statistical inference, has proved to possess many good features. In this...

This article is concerned with the calibration of the empirical likelihood (EL) for high-dimensional data where the data dimension may increase as the sample size increases. We analyze the asymptotic behavior of the EL under a general multivariate model and provide weak conditions under which...

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...

Many applications involve monitoring incidence rates of the Poisson distribution when the sample size varies over time. Recently, a couple of cumulative sum and exponentially weighted moving average (EWMA) control charts have been proposed to tackle this problem by taking the varying sample size...

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...