The proportional subdistribution hazards (PSH) model is popularly used to deal with competing risks data. Censored quantile regression provides an important supplement as well as variable selection methods, due to large numbers of irrelevant covariates in practice. In this paper, we study...

This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence. We propose a unified test procedure and its power enhancement version, which show robustness for a wide class of panel model contexts. Specifically, the two procedures are applicable...

The proportional subdistribution hazards (PSH) model is popularly used to deal with competing risks data. Censored quantile regression provides an important supplement as well as variable selection methods, due to large numbers of irrelevant covariates in practice. In this paper, we study...

In this article, we propose a novel robust data-analytic procedure, dynamic quantile regression (DQR), for model selection. It is robust in the sense that it can simultaneously estimate the coefficients and the distribution of errors over a large collection of error distributions even those that...

An effective data-analytic tool, sliced inverse regression(SIR), for the analysis of multivariate data was developed by Li (Technical Report, Department of Mathematics, UCLA, 1989) and Duan and Li (J. Amer. Statist. Assoc. 86 (1991) 316). It is a method for dimension reduction. Let (Y,X) be a...

A new estimation procedure based on the composite quantile regression is proposed for the semiparametric additive partial linear models, of which the nonparametric components are approximated by polynomial splines. The proposed estimation method can simultaneously estimate both the parametric...

In spatio-temporal epidemiological analysis, it is of critical importance to identify the significant covariates and estimate the associated time-varying effects on the health outcome. Due to the heterogeneity of spatio-temporal data, the subsets of important covariates may vary across space and...

Risk difference (RD) has played an important role in a lot of biological and epidemiological investigations to compare the risks of developing certain disease or tumor for two drugs or treatments. When the disease is rare and acute, inverse sampling (rather than binomial sampling) is usually...