This paper compares the shape of the level sets for two multivariate densities. The densities are positive and continuous, and have the same dependence structure. The density f is heavy-tailed. It decreases at the same rate-up to a positive constant-along all rays. The level sets {fc} for...

This paper focuses on the problem of the estimation of a distribution on an arbitrary complete separable metric space when the data points are subject to censoring by a general class of random sets. If the censoring mechanism is either totally observable or totally ordered, a reverse probability...

For normally distributed data from the k populations with mxm covariance matrices [Sigma]1,...,[Sigma]k, we test the hypothesis H:[Sigma]1=...=[Sigma]k vs the alternative A[not equal to]H when the number of observations Ni, i=1,...,k from each population are less than or equal to the dimension...

In this paper we propose a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve. By applying the standard empirical likelihood method for a mean to the jackknife sample, the empirical likelihood ratio statistic can...

We introduce a special Hankel transform for probability distributions on the nonnegative half-line and discuss some of its properties. Due to the uniqueness of the transform we suggest an integral type test statistic based on the empirical Hankel transform to treat simple and composite...

We study the structure of tensorial products for the autoregressive and moving average processes (Xn), with values in a Hilbert space H and with innovations that are martingale differences. The obtained models are ARMA(H[circle times operator]H) processes, possibly non standard. We provide...

In this paper, we consider the regression function or its [nu]th derivative in generalized linear models which may have a change/discontinuity point at an unknown location. The location and its jump size are estimated with the local polynomial fits based on one-sided kernel weighted...

In this paper we develop an efficient analytical expansion of the cumulative distribution function (cdf) where with n=2, follows a multivariate power exponential distribution (MPE). Our approach provides a sharp estimate of the cumulative distribution function of a quadratic form of MPE,...

Let , where is a random symmetric matrix, a random symmetric matrix, and with being independent real random variables. Suppose that , and are independent. It is proved that the empirical spectral distribution of the eigenvalues of random symmetric matrices converges almost surely to a non-random...

This paper focuses on the variable selections for semiparametric varying coefficient partially linear models when the covariates in the parametric and nonparametric components are all measured with errors. A bias-corrected variable selection procedure is proposed by combining basis function...