Empirical likelihood (EL) ratio tests are developed for testing for or against the hypothesis that k-population means [mu]1,[mu]2,...,[mu]k are isotonic with respect to some quasi-order [not precedes, equals] on {1,2,...,k}. The null asymptotic distributions are derived and are shown to be of...

De Haan and Pereira (2006) [6] provided models for spatial extremes in the case of stationarity, which depend on just one parameter [beta]0 measuring tail dependence, and they proposed different estimators for this parameter. We supplement this framework by establishing local asymptotic...

Convolutions of independent random variables often arise in a natural way in many applied areas. In this paper, we study various stochastic orderings of convolutions of heterogeneous gamma random variables in terms of the majorization order [p-larger order, reciprocal majorization order] of...

Consistent procedures are constructed for testing independence between the regressor and the error in non-parametric regression models. The tests are based on the Fourier formulation of independence, and utilize the joint and the marginal empirical characteristic functions of the regressor and...

We derive for the first time the limiting distribution of maxima of skew-t random vectors and we show that its limiting case, as the degree of freedom goes to infinity, is the skewed version of the well-known Hüsler-Reiss model. The advantage of the new families of models is that they are...

The varying coefficient partially linear model is considered in this paper. When the plug-in estimators of coefficient functions are used, the resulting smoothing score function becomes biased due to the slow convergence rate of nonparametric estimations. To reduce the bias of the resulting...

This paper provides an asymptotics look at the generalized inference through showing connections between the generalized inference and two widely used asymptotic methods, the bootstrap and plug-in method. A generalized bootstrap method and a generalized plug-in method are introduced. The...

The problem of nonparametric estimation of the joint probability density of a vector of continuous and ordinal/nominal categorical random variables with bounded support is considered. There are numerous publications devoted to the cases of either continuous or categorical variables, and the...

Sufficient Dimension Reduction (SDR) in regression comprises the estimation of the dimension of the smallest (central) dimension reduction subspace and its basis elements. For SDR methods based on a kernel matrix, such as SIR and SAVE, the dimension estimation is equivalent to the estimation of...

The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression for this extension as a difference of weighted means of the structure function values. We...