We consider the problem of simultaneous variable selection and estimation in additive partially linear Cox’s proportional hazards models with high-dimensional or ultra-high-dimensional covariates in the linear part. Under the sparse model assumption, we apply the smoothly clipped absolute...

For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little justification that the effects of the covariates are actually...

For a standard tool in econometrics, matrix calculus, an approach is illustrated in this note that is unusual in that context, a coordinate-free approach. It can help to eliminate the persistent use of non-standard conventions. The Kronecker product and its use can be better understood. The...

Birnbaum and Saunders introduced in 1969 a two-parameter lifetime distribution which has been used quite successfully to model a wide variety of univariate positively skewed data. Diaz-Garcia and Leiva-Sanchez [8] proposed a generalized Birnbaum–Saunders distribution by using an elliptically...

Inference about the difference between two normal mean vectors when the covariance matrices are unknown and arbitrary is considered. Assuming that the incomplete data are of monotone pattern, a pivotal quantity, similar to the Hotelling T2 statistic, is proposed. A satisfactory moment...

The most common mode of inference for order restricted models is likelihood inference. See T. Robertson, F. T. Wright, and R. L. Dykstra (1988, "Order Restricted Statistical Inference," Wiley, New York) for an excellent treatment of inference in such models. In this paper we demonstrate that...

In this paper, functional models with not replications are investigated within the class of the elliptical distributions. Emphasis is placed on the special case of the Student-t distribution. Main results encompasses consistency and asymptotic normality of the maximum likelihood estimators. Due...

In this paper, the multilinear normal distribution is introduced as an extension of the matrix-variate normal distribution. Basic properties such as marginal and conditional distributions, moments, and the characteristic function, are also presented. A trilinear example is used to explain the...

In the context of the Fay–Herriot model, a mixed regression model routinely used to combine information from various sources in small area estimation, certain adjustments to a standard likelihood (e.g., profile, residual, etc.) have been recently proposed in order to produce strictly positive...

In this paper we consider partially linear varying coefficient models. We provide semiparametric efficient estimators of the parametric part as well as rate-optimal estimators of the nonparametric part. In our model, different nonparametric coefficients have different smoothing variables. This...