A novel smoothed empirical likelihood (EL) approach that incorporates kernel estimation of the area under the receiver operating characteristic curve (AUC) to construct nonparametric confidence intervals of AUC based on the best linear combination (BLC) of biomarkers is proposed. The method has...

In this article, we study the power properties of quadratic-distance-based goodness-of-fit tests. First, we introduce the concept of a <italic>root kernel</italic> and discuss the considerations that enter the selection of this kernel. We derive an easy to use normal approximation to the power of quadratic...

A new estimator of the scale parameter [sigma] of an absolutely continuous distribution F[(x - [mu])/[sigma]] in a location-scale family is described. The estimator is based on the empirical characteristic function of the data. It is affine equivariant, strongly consistent, asymptotically normal...

Linear models with error components are widely used to analyze panel data. Some applications of these models require knowledge of the probability densities of the error components. Existing methods handle this requirement by assuming that the densities belong to known parametric families of...

Linear models with error components are widely used to analyze panel data. Some applications of these models require knowledge of the probability densities of the error components. Existing methods handle this requirement by assuming that the densities belong to known parametric families of...

In a number of problems, interest is centered on only a few of the coefficients of the multiple linear regression model, while the remaining parameters are treated as nuisance parameters. At the same time, the experimenter is interested in estimating the parameters robustly. We propose a new...