Mean-preserving and covariance preserving matchings are introduced that can be obtained with conditional, randomized matching on sub-populations of a large control group. Under moment conditions it is shown that these matchings are, respectively, equal percent bias reducing (EPBR) and variance...

For a Markov chain, both the detailed balance condition and the cycle Kolmogorov condition are algebraic binomials. This remark suggests to study reversible Markov chains with the tool of Algebraic Statistics, such as toric statistical models. One of the results of this study is an algebraic...

The adaptive lasso is a model selection method shown to be both consistent in variable selection and asymptotically normal in coefficient estimation. The actual variable selection performance of the adaptive lasso depends on the weight used. It turns out that the weight assignment using the OLS...

We study partial linear single index models when the response and the covariates in the parametric part are measured with errors and distorted by unknown functions of commonly observable confounding variables, and propose a semiparametric covariate-adjusted estimation procedure. We apply the...

In this paper, we discuss empirical likelihood-based inferences for the Lorenz curve. The profile empirical likelihood ratio statistics for the Lorenz ordinate are defined under the simple random sampling and the stratified random sampling designs. It is shown that the limiting distributions of...

We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design. We estimate the conditional qth quantile by local linear regression and investigate...

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...

Consider a linear regression model subject to an error distribution which is symmetric about 0 and varies regularly at 0 with exponent ζ. We propose two estimators of ζ, which characterizes the central shape of the error distribution. Both methods are motivated by the well-known Hill...

We derive the asymptotic distributions of degenerate <InlineEquation ID="IEq7"> <EquationSource Format="TEX">$$U$$</EquationSource> </InlineEquation>- and <InlineEquation ID="IEq8"> <EquationSource Format="TEX">$$V$$</EquationSource> </InlineEquation>-statistics of stationary and ergodic random variables. Statistics of these types naturally appear as approximations of test statistics. Since the limit variables are of complicated structure, typically depending on unknown...</equationsource></inlineequation></equationsource></inlineequation>

We consider the problem of comparing sojourn time distributions of a transient state in a general multistate system in two samples (groups) when the transition times are right censored. Using the reweighting principle, a two-sample Mann–Whitney type of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$U$$</EquationSource> </InlineEquation>-statistic is constructed that...</equationsource></inlineequation>