Supplement to the paper:“Two-step semiparametric empirical likelihood inference”. The supplement contains four appendices: Appendix A gathers all the proofs for the examples …
This paper considers the efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one …
Suppose that X1,…, Xn is a sequence of independent random vectors, identically distributed as ad‐dimensional random vector X. Let be a parameter of interest and be some nuisance …
Y Gong, L Peng, Y Qi - Journal of Multivariate Analysis, 2010 - Elsevier
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 …
Z Zhang, Y Zhao - Journal of Multivariate Analysis, 2013 - Elsevier
For regression analysis of interval-censored failure time data, Zhang et al.(2005)[40] proposed an estimating equation approach to fit linear transformation models. In this paper …
Y Cheng, Y Zhao - Biometrika, 2019 - academic.oup.com
Empirical likelihood is a very powerful nonparametric tool that does not require any distributional assumptions. showed that in Bayesian inference, if one replaces the usual …
H Yang, Y Zhao - Journal of Multivariate Analysis, 2015 - Elsevier
In this paper, we apply smoothed jackknife empirical likelihood (JEL) method to construct confidence intervals for the receiver operating characteristic (ROC) curve with missing data …
H Yang, Y Zhao - Journal of Multivariate Analysis, 2013 - Elsevier
For the comparison of two diagnostic markers at a flexible specificity, people apply the difference of two correlated receiver operating characteristic (ROC) curves to identify the …
Copulas are becoming a quite flexible tool in modeling dependence among the components of a multivariate vector. In order to predict extreme losses in insurance and finance, extreme …