It has been known since Phillips and Hansen (1990) that cointegrated systems can be consistently estimated using stochastic trend instruments that are independent of the system variables. A similar phenomenon occurs with deterministically trending instruments. The present work shows that such...

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...

A new sampling scheme for generating record-breaking data is introduced and called record ranked set sampling (RRSS). A distribution-free two-sided prediction interval for future order statistics based on RRSS is derived. Numerical computations are obtained for comparing the results with the...

Suppose that random samples are taken from <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>k</mi> </math> </EquationSource> </InlineEquation> treatment groups and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$l$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>l</mi> </math> </EquationSource> </InlineEquation> control groups, where the observations in each group have a two-parameter exponential distribution. We consider the problem of constructing simultaneous confidence intervals for the differences between...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

Confidence sets based on sparse estimators are shown to be large compared to more standard confidence sets, demonstrating that sparsity of an estimator comes at a substantial price in terms of the quality of the estimator. The results are set in a general parametric or semiparametric framework.