<Para ID="Par1">This paper is concerned about robust comparison of two regression curves. Most of the procedures in the literature are least-squares-based methods with local polynomial approximation to nonparametric regression. However, the efficiency of these methods is adversely affected by outlying...</para>

Conventional Phase II statistical process control (SPC) charts are designed using control limits; a chart gives a signal of process distributional shift when its charting statistic exceeds a properly chosen control limit. To do so, we only know whether a chart is out-of-control at a given time....

Local polynomial regression is widely used for nonparametric regression. However, the efficiency of least squares (LS) based methods is adversely affected by outlying observations and heavy tailed distributions. On the other hand, the least absolute deviation (LAD) estimator is more robust, but...

This article is concerned with the calibration of the empirical likelihood (EL) for high-dimensional data where the data dimension may increase as the sample size increases. We analyze the asymptotic behavior of the EL under a general multivariate model and provide weak conditions under which...

The varying coefficient model is widely used as an extension of the linear regression model. Many procedures have been developed for the model estimation, and recently efficient variable selection procedures for the varying coefficient model have been proposed as well. However, those variable...

High-dimensional data are becoming prevalent, and many new methodologies and accompanying theories for high-dimensional data analysis have emerged in response. Empirical likelihood, as a classical nonparametric method of statistical inference, has proved to possess many good features. In this...

This paper deals with the necessary and sufficient conditions for non-interaction of the upper-sided and lower-sided EWMAs with reflecting boundaries, the average run length, the Laplace transform of the run length and some analysis under the condition of interaction.

A nonparametric method based on the empirical likelihood is proposed to detect the change-point from a sequence of independent random variables. The empirical likelihood ratio test statistic is proved to have the same limit null distribution as that with classical parametric likelihood. Under...

The standard cumulative sum chart (CUSUM) is widely used for detecting small and moderate process mean shifts, and its optimal detection ability for any pre-specified mean shift has been demonstrated by its equivalence to continuous sequential tests. In real practice, the assumption of knowing...