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1. Nonparametric estimation of the cumulative incidences of competing risks under double truncation: (Publication); Registry data typically report incident cases within a certain calendar time interval. Such interval sampling induces double truncation on the incidence times, which may result in an observational bias. ...; Created on 21 January 2020
2. Testing for superiority between two variance functions: (Publication); This paper focuses on the problem of testing the null hypothesis that the variance functions of two populations are equal versus one-sided alternatives under a general nonparametric heteroscedastic regression ...; Created on 16 September 2019
3. CLT for integrated square error of density estimators with censoring indicators missing at random: (Publication); ... established the asymptotic normality of the ISE and HD for the proposed estimators. In addition, the uniformly strongly consistency of the new kernel estimator of the density is discussed. Also, a simulation ...; Created on 25 September 2019
4. <span class="highlight">Asymptotic normality</span> of conditional density estimation under truncated, censored and dependent data ...: (Publication); ... the asymptotic normality of the proposed estimators when the observations are assumed to be a stationary α-mixing sequence. Finite sample behavior of the estimators is investigated via simulations too. ...; Created on 25 September 2019
5. A two-sample test for the equality of univariate marginal distributions for high-dimensional data: (Publication); ... the empirical characteristic functions computed from the two samples. The asymptotic normality of the test statistic is derived under mixing conditions. In our asymptotic analysis the number of variables ...; Created on 23 September 2019
6. Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models: (Publication); We consider a goodness-of-fit test for certain parametrizations of conditionally heteroscedastic time series with unobserved components. Our test is quite general in that it can be employed to validate ...; Created on 17 September 2019
7. Testing equality of a large number of densities under mixing conditions: (Publication); In certain settings, such as microarray data, the sampling information is formed by a large number of possibly dependent small data sets. In special applications, for example in order to perform clustering, ...; Created on 12 December 2018
8. A quantile regression model for bounded responses based on the exponential-geometric distribution: (Publication); The paper first introduces a new two-parameter continuous probability distribution with bounded support from the extended exponential-geometric distribution. Closed- form expressions are given for the ...; Created on 09 October 2018
9. A model specification test for the variance function in nonparametric regression: (Publication); The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted L2-distance between the empirical ...; Created on 09 October 2018
10. A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function: (Publication); We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function to the multivariate setting, thus obtaining a class of affine invariant, consistent ...; Created on 09 October 2018
11. Characterization of multinormality and corresponding tests of fit, including for GARCH models: (Publication); We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to construct a class of affine ...; Created on 09 October 2018
12. A two-sample test for the error distribution in nonparametric regression based on the characteristic function: (Publication); A test for the equality of error distributions in two nonparametric regression models is proposed. The test statistic is based on comparing the empirical characteristic functions of the residuals calculated ...; Created on 09 October 2018
13. Estimation of the finite population distribution function using a global Estimation of the finite population distribution function using a global penalized calibration method: (Publication); Auxiliary information x is commonly used in survey sampling at the estimation stage. We propose an estimator of the finite population distribution function Fy(t) when x is available for all units in ...; Created on 09 October 2018
14. Weighted estimation of conditional mean function with truncated, censored and dependent data: (Publication); ... stationary α-mixing sequence, we derive weak convergence with a certain rate and prove asymptotic normality of the weighted estimator. The asymptotic normality shows that the weighted estimator preserves ...; Created on 11 October 2018
15. Comments on "One-tailed asymptotic inferences for the difference of proportions: analysis of 97 methods of inference" by Alvarez Hernandez M, Martin Andres A and Herranz Tejedor I. (2018): (Publication); Two-tailed asymptotic inferences for the difference d = p2 − p1 with independent proportions have been widely studied in the literature. Nevertheless, the case of one tail has received less attention, ...; Created on 03 October 2018
16. Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models: (Publication); The purpose of this paper is two fold. First, we investigate estimation for varying coefficient partially linear models in which covariates in the nonparametric part are measured with errors. As there ...; Created on 01 October 2018
17. Quantile regression and its empirical likelihood with missing response at random: (Publication); ... estimator of the unknown parameter. Under suitable assumptions, we investigate the asymptotic normality of the proposed estimators and prove the EL ratio statistics has a standard chi-squared limiting ...; Created on 01 October 2018
18. Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information: (Publication); ... time, the asymptotic normality of the maximum EL and PEL estimators of the parameter is established. Also, the variable selection of the model in the presence and absence of auxiliary information, respectively, ...; Created on 01 October 2018
19. Minimum Penalized phi-Divergence Estimation under Model Misspecification: (Publication); This paper focuses on the consequences of assuming a wrong model for multinomial data when using minimum penalized phi-divergence, also known as minimum penalized disparity estimators, to estimate the ...; Created on 01 October 2018
20. Asymptotic distribution-free tests for semiparametric regressions with dependent data: (Publication); This article proposes a new general methodology for constructing nonparametric and semiparametric Asymptotically Distribution-Free (ADF) tests for semiparametric hypotheses in regression models for possibly ...; Created on 22 May 2018
21. Nonparametric Estimation of Transition Probabilities for a General Progressive Multi-State Model Under CrossSectional Sampling: (Publication); Nonparametric estimation of the transition probability matrix of a progressive multi-state model is consideredunder cross-sectional sampling. Two diﬀerent estimators adapted to possibly right-censored ...; Created on 20 February 2018
22. Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random: (Publication); ... the variable selection of the covariates in the linear part by adopting adaptive LASSO penalty. Under appropriate assumptions, the asymptotic normality of the proposed estimators is established, and the ...; Created on 24 January 2018
23. A weighted estimator of conditional hazard rate with left-truncated and dependent data: (Publication); ... further, we define a plug-in weighted estimator of the conditional hazard rate. Under strong mixing assumptions, we derive asymptotic normality of the proposed estimators which permit to built a confidence ...; Created on 24 January 2018
24. Hypothesis test on response mean with inequality constraints under data missing when covariables are present: (Publication); This paper addresses the problem of hypothesis test on response mean with various inequality constraints in the presence of covariates when response data are missing at random. The various hypotheses include ...; Created on 22 May 2018
25. Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models: (Publication); ... -mixing sequence, we prove that the proposed estimators and Jackknife empirical likelihood statistic are asymptotic normality and asymptotic distribution, respectively. Numerical simulations are carried ...; Created on 22 May 2018
26. Wavelet estimation of density for censored data with censoring indicator missing at random: (Publication); ... squared error (MISE). Unlike for kernel estimator, the MISE expression of the estimator is not affected by the presence of discontinuities in the curve. Meanwhile, asymptotic normality of the estimator ...; Created on 22 May 2018
27. Copula-graphic estimation with left-truncated and right-censored data: (Publication); In Survival Analysis and related fields of research right-censored and left-truncated data often appear. Usually, it is assumed that the right-censoring variable is independent of the lifetime of ultimate ...; Created on 23 January 2018
28. Empirical characteristic function tests for GARCH innovation distribution using multipliers: (Publication); Goodness-of-fit tests for the innovation distribution in GARCH models based on measuring deviations between the empirical characteristic function of the residuals and the characteristic function under ...; Created on 23 January 2018
29. Receiver operating characteristic curve generalization for non-monotone relationships: (Publication); The receiver operating characteristic curve is a popular graphical method frequently used in order to study the diagnostic capacity of continuous markers. It represents in a plot true-positive rates against ...; Created on 18 September 2017
30. Fast tests for the two-sample problem based on the empirical characteristic function: (Publication); A class of tests for the two-sample problem whose test statistic is an L2 norm of the difference of the empirical characteristic functions of the samples is considered. The null distribution can be estimated ...; Created on 18 September 2017
31. New asymptotic inferences about the difference, ratio, and linear combination of two independent proportions: (Publication); In statistics it is customary to realize asymptotic inferences about the difference d, the ratio R or a linear combination L of two independent proportions. In this article the authors evaluate ten inference ...; Created on 18 September 2017
32. Semiparametric estimation of risk-return relationships: (Publication); ... factors. A distinctive feature of our estimator is that it does not require a fully parametric model for the conditional mean and variance. We establish consistency and asymptotic normality of the estimates. ...; Created on 01 September 2017
33. Tests for conditional ellipticity in multivariate GARCH models: (Publication); Tests are proposed for the assumption that the conditional distribution of a multivariate GARCH process is elliptic. These tests are of Kolmogorov–Smirnov and Cramér–von Mises-type and make use of the ...; Created on 18 January 2017
34. Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors: (Publication); For the high-dimensional partially linear varying coefficient models where covariates in the nonparametric part are measured with additive errors, we, in this paper, study asymptotic distributions of a ...; Created on 08 September 2017
35. Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions: (Publication); In order to investigate the convergence rate of the asymptotic normality for the estimator of the conditional mode function for the left-truncation model, we derive a Berry–Esseen type bound of the estimator ...; Created on 04 November 2016
36. <span class="highlight">Asymptotic normality</span> of conditional density estimation with left-truncated and dependent data ...: (Publication); Based on the idea of the local polynomial smoother, we construct the Nadaraya–Watson type and local linear estimators of conditional density function for a left-truncation model. Asymptotic normality of ...; Created on 04 November 2016
37. Fourier methods for model selection: (Publication); A test approach to the model selection problem based on characteristic functions (CFs) is proposed. The scheme is close to that proposed by Vuong (Econometrica 57:257–306, 1989), which is based on comparing ...; Created on 04 November 2016
38. One-sided asymptotic inferences for a proportion: (Publication); Two-sided asymptotic confidence intervals for an unknown proportion p have been the subject of a great deal of literature. Surprisingly, there are very few papers devoted, like this article, to the case ...; Created on 04 November 2016
39. Comment on ‘An improved score interval with a modified midpoint for a binomial proportion: (Publication); Yu et al. [An improved score interval with a modified midpoint for a binomial proportion. J Stat Comput Simul. 2014;84:1022–1038] propose a novel confidence interval (CI) for a binomial proportion by modifying ...; Created on 04 November 2016
40. Robust testing for superiority between two regression curves: (Publication); The problem of testing the null hypothesis that the regression functions of two populations are equal versus one-sided alternatives under a general nonparametric homoscedastic regression model is considered. ...; Created on 04 November 2016
41. Asymptotic representation of presmoothed Kaplan-Meier integrals with covariates in a semiparametric censorship model: (Publication); Presmoothed Kaplan–Meier integrals have been proposed as suitable estimators in semiparametric censorship models. They are based on a modification of Kaplan–Meier weights which replaces the censoring indicators ...; Created on 24 October 2016
42. Nonparametric regression with doubly truncated data: (Publication); Nonparametric regression with a doubly truncated response is introduced. Local constant and local linear kernel-type estimators are proposed. Asymptotic expressions for the bias and the variance of the ...; Created on 23 October 2016
43. A Central Limit Theorem in Nonparametric Regression with Truncated, Censored and Dependent Data: (Publication); ... the lifetime observations with covariates form a stationary ˛-mixing sequence. Asymptotic normality of the estimators is established. Finite sample behaviour of the estimators is investigated via simulations. ...; Created on 04 September 2017
44. Nonparametric estimation of transition probabilities in the non-Markov illness-death model: a comparative study: (Publication); Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions ...; Created on 01 September 2017
45. An approximation to the null distribution of a class of Cramer-von Mises statistics: (Publication); A class of goodness-of-fit tests of the Cramer-von Mises type is considered. More specifically, the test statistic of each test is an L-2-norm of the difference between the empirical characteristic function ...; Created on 01 September 2017
46. Tests for the equality of conditional variance functions in nonparametric regression: (Publication); In this paper we are interested in checking whether the conditional variances are equal in k >= 2 location-scale regression models. Our procedure is fully nonparametric and is based on the comparison of ...; Created on 31 August 2017
47. A nonparametric ANOVA-type test for regression curves based on characteristic functions: (Publication); This article studies a new procedure to test for the equality of k regression curves in a fully non-parametric context. The test is based on the comparison of empirical estimators of the characteristic ...; Created on 31 August 2017
48. Fast goodness-of-t tests based on the characteristic function: (Publication); A class of goodness-of-fit tests whose test statistic is an L-2 norm of the difference of the empirical characteristic function of the sample and a parametric estimate of the characteristic function in ...; Created on 31 August 2017
49. Generalized copula-graphic estimator with left-truncated and right-censored data: (Publication); In this paper a copula-graphic estimator is proposed for left-truncated and right-censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest, which ...; Created on 03 December 2016
50. Generalized copula-graphic estimator: (Publication); In this paper, a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest that may come from an existing ...; Created on 14 January 2019