Modified estimators for the contribution rates of population eigenvalues are given under an elliptically contoured distribution. These estimators decrease the bias of the classical estimator, i.e. the sample contribution rates. The improvement of the modified estimators over the classical...

For the comparison of two diagnostic markers at a flexible specificity, people apply the difference of two correlated receiver operating characteristic (ROC) curves to identify the diagnostic test with stronger discrimination ability. In this paper, we employ the jackknife empirical likelihood...

In this paper, we consider variable selection for general transformation models with right censored data via nonconcave penalties. We will conduct the variable selection by maximizing the penalized log-marginal likelihood function. In the proposed variable selection procedures, we not only can...

The problem of classifying a new observation vector into one of the two known groups distributed as multivariate normal with common covariance matrix is considered. In this paper, we handle the situation that the dimension, p, of the observation vectors is less than the total number, N, of...

We discuss a type of confounder dimension reduction summary which retains all of the information in the covariates about both an outcome variable and an intervention or grouping variable. These sufficient dimension reduction summaries share much with sufficient statistics for parameters indexing...

A comparison of some binary discrimination methods is done in the high dimension low sample size context for Gaussian data with common diagonal covariance matrix. In particular we obtain results about the asymptotic behavior of the methods Support Vector Machine, Mean Difference (i.e. Centroid...

For a coherent system the Barlow–Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) [3] extended this concept to the more general case when the component...

If covariates are measured with errors, failure to account for that errors may result in a biased estimator of the parameters and consequently the test based on the corresponding estimator may turn out to be biased under the non-zero null hypothesis. In this paper we derive score tests for...

The cluster bootstrap resamples clusters or subjects instead of individual observations in order to preserve the dependence within each cluster or subject. In this paper, we provide a theoretical justification of using the cluster bootstrap for the inferences of the generalized estimating...

In this paper, we provide a nonparametric estimator of the distribution of bivariate censored lifetimes, in a model where the two censoring variables differ only through an additional observed variable. This situation is motivated by a particular application to insurance, where the supplementary...