Consider the linear models of the form Y=X[tau][beta]+[var epsilon] with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector [beta] with the...

It is assumed that observations among an iid sample falling into certain subsets of the sample space cannot be observed directly, but only through their frequencies. Bounds for the corresponding loss of information are established, which are based on the Hellinger distance between the empirical...

For a p-dimensional normal distribution with mean vector [theta] and covariance matrix Ip, it is known that the maximum likelihood estimator [theta] of [theta] with p[greater-or-equal, slanted]3 is inadmissible under the squared loss. The present paper considers possible extensions of the result...

In this paper, we consider the application of the empirical likelihood method to partially linear model. Unlike the usual cases, we first propose an approximation to the residual of the model to deal with the nonparametric part so that Owen's (1990) empirical likelihood approach can be applied....

Let (Xi, Yi) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous bivariate distribution. If X(r) denotes the rth ordered X-variate then the Y-variate, Y[r], paired with X(r) is called the concomitant of the rth order statistic. In this...

In statistical analyses the complexity of a chosen model is often related to the size of available data. One important question is whether the asymptotic distribution of the parameter estimates normally derived by taking the sample size to infinity for a fixed number of parameters would remain...

In this paper a characterization is presented for Pearson's Type II and VII multivariate distributions by means of the maximum entropy principle. It is shown that within the class of multivariate distributions, that satisfy appropriate constraints expressed by mean values, the Pearson Type II...

Consider the partial linear models of the formY=X[tau][beta]+g(T)+e, where thep-variate explanatoryXis erroneously measured, and bothTand the responseYare measured exactly. LetXbe the surrogate variable forXwith measurement error. Let the primary data set be that containing independent...

This paper considers the problem of screeningkmultivariate normal populations (secondary data) with respect to a control population (primary data) in terms of covariance structure. A screening procedure, developed based upon statistical ranking and selection theory, is designed to include in the...

A new class of bivariate survival distributions is constructed from a given family of survival distributions. The properties of these distributions are analyzed. It is shown that the same bivariate survival function can be derived using two radically different concepts: one involves...