In this paper, we investigate the empirical likelihood for constructing a confidence region of the parameter of interest in a multi-link semiparametric model when an infinite-dimensional nuisance parameter exists. The new model covers the commonly used varying coefficient, generalized linear,...

Let X1,X2,...,Xn be independent exponential random variables such that Xi has failure rate [lambda] for i=1,...,p and Xj has failure rate [lambda]* for j=p+1,...,n, where p=1 and q=n-p=1. Denote by Di:n(p,q)=Xi:n-Xi-1:n the ith spacing of the order statistics , where X0:n[reverse not...

Generalised varying-coefficient models (GVC) are very important models. There are a considerable number of literature addressing these models. However, most of the existing literature are devoted to the estimation procedure. In this paper, we systematically investigate the statistical inference...

Mixed effect models are fundamental tools for the analysis of longitudinal data, panel data and cross-sectional data. They are widely used by various fields of social sciences, medical and biological sciences. However, the complex nature of these models has made variable selection and parameter...

The varying coefficient partially linear model is considered in this paper. When the plug-in estimators of coefficient functions are used, the resulting smoothing score function becomes biased due to the slow convergence rate of nonparametric estimations. To reduce the bias of the resulting...

Inference for variance components in linear mixed models of ANOVA type, including estimation and testing, has been investigated when the number of fixed effects is fixed. However, for high-dimensional data, this number is large and would be regarded as a divergent value as the sample size goes...

To test heteroscedasticity in single index models, in this paper two test statistics are proposed via quadratic conditional moments. Without the use of dimension reduction structure, the first test has the usual convergence rate in nonparametric sense. Under the dimension reduction structure of...

In this paper, from the estimating equation-based sufficient dimension reduction method in the literature, its robust version is proposed to alleviate the impact from outliers. To achieve this, a robust nonparametric regression estimator is suggested. The estimator is plugged in the estimating...

Existing model-free tests of the conditional coordinate hypothesis in sufficient dimension reduction (Cook (1998) [3]) focused mainly on the first-order estimation methods such as the sliced inverse regression estimation (Li (1991) [14]). Such testing procedures based on quadratic inference...

In this paper, we consider subset deletion diagnostics for fixed effects (coefficient functions), random effects and one variance component in varying coefficient mixed models (VCMMs). Some simple updated formulas are obtained, and based on which, Cook's distance, joint influence and conditional...