In this paper, we focus on the variable selection for semiparametric varying coefficient partially linear models with longitudinal data. A new variable selection procedure is proposed based on the combination of the basis function approximations and quadratic inference functions. The proposed...

Visualisations of two-way arrays are well-understood. Here, a procedure, with geometric underpinning, is given for visualising rank-two three-way arrays in two-dimensions.

Principal Components are usually hard to interpret. Sparseness is considered as one way to improve interpretability, and thus a trade-off between variance explained by the components and sparseness is frequently sought. In this note we address the problem of simultaneous maximization of variance...

We obtain two characterizations of the Gaussian distribution on a Hilbert space from samples of random size.

This paper proposes two model selection criteria for identifying relevant predictors in the high-dimensional multivariate linear regression analysis. The proposed criteria are based on a Lasso type penalized likelihood function to allow the high-dimensionality. Under the asymptotic framework...

For competing risks data, it is of interest to estimate the sub-distribution function of a particular failure event, which is the failure probability in the presence of competing risks. However, if multiple failure events per subject are available, estimation procedures become challenging even...

The need to establish the relative superiority of each treatment/group when compared to all the others, that is ordering the effects with respect to the underlying populations, often occurs in many multivariate studies especially in the bio-medical field. Within the framework of multivariate...

Several fascinating examples of non-Gaussian bivariate distributions which have marginal distribution functions to be Gaussian have been proposed in the literature. These examples often clarify several properties associated with the normal distribution. In this paper, we generalize this result...

When two survival functions belong to a location–scale family of distributions, and the available two-sample data are each right censored, the location and scale parameters can be estimated using a minimum distance criterion combined with Kaplan–Meier quantiles. In this paper, it is shown...

Diaconis and Ylvisaker (1979) give necessary conditions for conjugate priors for distributions from the natural exponential family to be proper as well as to have the property of linear posterior expectation of the mean parameter of the family. Their conditions for propriety and linear posterior...