A robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic … to other robust correlation estimators by means of numerical simulations. …

. Nonparametric estimators, based on ranks, for the measures are derived. Their large-sample asymptotics are derived and their small …

derive from the rank and inertia formulas necessary and sufficient conditions for equalities and inequalities of BLUEs …’ covariance matrices to hold. We also give applications of the rank and inertia formulas to two sub-sample models of ℳ. …

, an empirical log-likelihood ratio statistic for the nonparametric part is defined and it is shown that its limiting distribution is … empirical log-likelihood ratio statistic for the nonparametric function. The resulting statistic is proved to follow a standard … is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach …

For the comparison of two diagnostic markers at a flexible specificity, people apply the difference of two correlated … paper, we employ the jackknife empirical likelihood (JEL) method to construct confidence intervals for the difference of two … which have to be estimated in the existing methods. We prove that the smoothed jackknife empirical log likelihood ratio is …

Nonparametric notions of multivariate "scatter measure" and "more scattered," based on statistical depth functions, are …