Intermediate quantiles play an important role in the statistics of extremes with particular applications in risk management. For interval estimation of quantiles, Chen and Hall (1993) proposed the so-called smoothed empirical likelihood method. In this paper, we apply the method in Chen and Hall...

In this paper we propose a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve. By applying the standard empirical likelihood method for a mean to the jackknife sample, the empirical likelihood ratio statistic can...

Multiplicative regression models are useful for analyzing data with positive responses, such as wages, stock prices and lifetimes, that are particularly common in economic, financial, epidemiological and social studies. Recently, the least absolute relative error (LARE) estimation was proposed...

This paper provides theoretical arguments and simulation evidence regarding how a differential equation-based diffusion model (DE) can be used to improve the efficiency of an agent-based model (ABM) fitting market-level diffusion data. Using computational experiments, we observe that the DE fits...