Recent advances in the transformation model have made it possible to use this model for analyzing a variety of censored survival data. For inference on the regression parameters, there are semiparametric procedures based on the normal approximation. However, the accuracy of such procedures can...

For the comparison of two diagnostic markers at a flexible specificity, people apply the difference of two correlated receiver operating characteristic (ROC) curves to identify the diagnostic test with stronger discrimination ability. In this paper, we employ the jackknife empirical likelihood...

We consider the (profile) empirical likelihood inferences for the regression parameter (and its any sub-component) in the semiparametric additive isotonic regression model where each additive nonparametric component is assumed to be a monotone function. In theory, we show that the empirical...

The receiver operating characteristic (ROC) curve is an attractive basis for the comparison of distribution functions between two populations. In this paper, we apply the censored empirical likelihood method with kernel smoothing to investigate the ROC curve. It is shown that the smoothed...

For regression analysis of interval-censored failure time data, Zhang et al. (2005) [40] proposed an estimating equation approach to fit linear transformation models. In this paper, we develop two empirical likelihood (EL) inference approaches for the regression parameters based on the...

An alternative to the accelerated failure time model is to regress the median of the failure time on the covariates. In the recent years, censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. Based on...

This paper studies improvements of multivariate local linear regression. Two intuitively appealing variance reduction techniques are proposed. They both yield estimators that retain the same asymptotic conditional bias as the multivariate local linear estimator and have smaller asymptotic...

Parametric models for tail copulas are being used for modeling tail dependence and maximum likelihood estimation is employed to estimate unknown parameters. However, two important questions seem unanswered in the literature: (1) What is the asymptotic distribution of the MLE and (2) how does one...

Empirical likelihood for general estimating equations is a method for testing hypothesis or constructing confidence regions on parameters of interest. If the number of parameters of interest is smaller than that of estimating equations, a profile empirical likelihood has to be employed. In case...

In this paper we derive the asymptotic normality and a Berry-Esseen type bound for the kernel conditional density estimator proposed in Ould-Saïd and Cai (2005) [26] when the censored observations with multivariate covariates form a stationary [alpha]-mixing sequence.