The standard confidence regions based on the first-order approximation of quantile regression estimators can be inaccurate in small samples. We show that confidence regions based on the smoothed empirical likelihood ratio have coverage errors of order n^{-1} and may be Bartlett-corrected to...

This paper considers an empirical likelihood method to estimate the parameters of the quantile regression (QR) models and to construct confidence regions that are accurate in finite samples. To achieve the higher-order refinements, we smooth the estimating equations for the empirical likelihood....

We address the issue of performing testing inference in generalized linear models when the sample size is small. This class of models provides a straightforward way of modeling normal and non-normal data and has been widely used in several practical situations. The likelihood ratio, Wald and...

In this paper we compare Bartlett-corrected, bootstrap, and fast double bootstrap tests on maximum likelihood estimates of cointegration parameters. The key result is that both the bootstrap and the Bartlett-corrected tests must be based on the unrestricted estimates of the cointegrating...

The small-sample performance of alternatives to the usual likelihood ratio test in mixed linear models is investigated. Specifically, the following tests for fixed effects are considered: (i) a bootstrap-based test, (ii) the Bartlett-corrected usual test, and (iii) an adjusted profile likelihood...

With new tests being developed and marketed, the comparison of the diagnostic accuracy of two continuous-scale diagnostic tests are of great importance. Comparing the partial areas under the receiver operating characteristic curves (pAUC) is an effective method to evaluate the accuracy of two...

The correlation coefficient (CC) is a standard measure of the linear association between two random variables. The CC plays a significant role in many quantitative researches. In a bivariate normal distribution, there are many types of interval estimation for CC, such as z-transformation and...