We consider a combination of heavily trimmed sums and sample quantiles which arises when examining properties of clustering criteria and prove limit theorems. The object of interest, which we call the Empirical Cross-over Function, is an L-statistic whose weights do not comply with the requisite...

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we provide a model selection machinery for the BaLasso by...

Analysis of variance is a standard statistical modeling approach for comparing populations. The functional analysis setting envisions that mean functions are associated with the populations, customarily modeled using basis representations, and seeks to compare them. Here, we adopt the modeling...

This paper considers the problem of estimation and inference in semiparametric varying coefficients partially linear models when the response variable is subject to random censoring. The paper proposes an estimator based on combining inverse probability of censoring weighting and profile least...

Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is introduced, followed by applications in random matrices,...

We propose two substantive extensions to the saddlepoint-based bootstrap (SPBB) methodology, whereby inference in parametric models is made through a monotone quadratic estimating equation (QEE). These are motivated through the first-order moving average model, where SPBB application is...

In this paper, we consider a scale adjusted-type distance-based classifier for high-dimensional data. We first give such a classifier that can ensure high accuracy in misclassification rates for two-class classification. We show that the classifier is not only consistent but also asymptotically...

Motivated by marine ecological data on species abundance, with the record of subsamples, two problems are investigated in this paper, assuming the Ewens–Pitman sampling formula: One is the prediction of the number of new species if the catch is continued, and the other is how the number of...

Asymptotic properties of the harmonic moment tail index Estimator are derived for distributions with regularly varying tails. The estimator shows good robustness properties and stands out for its simplicity. A tuning parameter allows for regulating the trade-off between robustness and...

In this paper, we consider the statistical inference for the partially liner varying coefficient model with measurement error in the nonparametric part when some prior information about the parametric part is available. The prior information is expressed in the form of exact linear restrictions....