We propose an improved Akaike information criterion (AICc) for generalized log-gamma regression models, which include the extreme-value and normal regression models as special cases. Moreover, we extend our proposed criterion to situations when the data contain censored observations. Monte Carlo...

We propose a data-based extremum formulation that extends theempirical-likelihood and information-theoretic methods of estimation andinference. It is demonstrated how this method may be used in a general linearmodel context to mitigate the problem of an ill-conditioned design matrix. Adual loss...

The efficiency of most known distribution-free goodness-of-fitt tests such as Kolmogorov - Smirnov, Cramér - von Mises and their numerous variants was studied mainly under the classical alternatives of location and scale. However it is interesting to compare the efficiencies of these tests...