The Chi-square calibration for the empirical loglikelihood ratio refers to the method of approximating quantiles of the finite sample distribution of the empirical loglikelihood ratio with that of the limiting Chi-square distribution. Empirical likelihood ratio confidence regions are usually...

We present a calibration method for improving the coverage accuracy of the empirical likelihood ratio confidence interval for the mean. The method is made possible by a linear transformation invariance property of its coverage level. Simulation results show that, for non-normal distributions,...

Recent advances in median regression model have made it possible to use this model for analyzing a variety of censored survival data. For inference on the model parameter vector, there are now semiparametric procedures based on normal approximation that are valid without strong conditions on the...

We introduce an empirical depth function for multivariate data based on the empirical likelihood ratio for the mean. This empirical depth function is defined through the empirical distribution of a sample. It is centred on the sample mean and has continuous, smooth and convex contours which...

For purposes such as rate setting and long-term capacity planning, electrical utility companies are interested in dividing their customers into homogeneous groups or clusters in terms of the customers' electricity demand profiles. Such demand profiles are typically represented by load series,...