We study subsampling estimators for the limit variance σ2=V ar(X1)+2∑k=2∞Cov(X1,Xk) of partial sums of a stationary stochastic process (Xk)k≥1. We establish L2-consistency of a non-overlapping block resampling method. Our results apply to processes that can be represented as functionals...

Group-level variance estimates of zero often arise when fitting multilevel or hierarchical linear models, especially when the number of groups is small. For situations where zero variances are implausible a priori, we propose a maximum penalized likelihood approach to avoid such boundary...

Specifying the structural dimension is an important first step for the sufficient dimension reduction methodology. Based on the popular sequential test approach, we propose a novel test statistic via directional regression to determine the structural dimension in this paper.

In the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional lattice, for d ≥ 2, the achievement of asymptotic efficiency under Gaussianity, and asymptotic normality more generally, with standard convergence rate, faces two obstacles. One is the...

Statistical inference in censored quantile regression is challenging, partly due to the unsmoothness of the quantile score function. A new procedure is developed to estimate the variance of the Bang and Tsiatis inverse-censoring-probability weighted estimator for censored quantile regression by...

Measures of concentration (inequality) are often used in the analysis of income and wage size distributions. Among, them the Gini and Zenga coefficients are of greatest importance. It is well known that income inequality in Poland increased significantly in the period of transformation from a...