Second-order Chebyshev–Edgeworth expansions are derived for various statistics from samples with random sample sizes, where the asymptotic laws are scale mixtures of the standard normal or chi-square distributions with scale mixing gamma or inverse e...
This article completes our studies on the formal construction of asymptotic approximations for statistics based on a random number of observations. Second order Chebyshev–Edgeworth expansions of asymptotically normally or chi-squared distribute...
Control charts have been widely used for monitoring process quality in manufacturing and have played an important role in triggering a signal in time when detecting a change in process quality. Many control charts in literature assume that the in-con...
The asymptotic distribution is presented for the linear instrumental variables model estimated with a ridge penalty and a prior where the tuning parameter is selected with a holdout sample. The structural parameters and the tuning parameter are estim...
In this paper, the statistical inference of the partially linear varying coefficient quantile regression model is studied under random missing responses. A two-stage estimation procedure is developed to estimate the parametric and nonparametric compo...
The empirical likelihood ratio test (ELRT) statistic is constructed for testing the homogeneity of several nonparametric populations in the presence of some auxiliary information. It is shown—under some regularity conditions and under the null...
Estimation results obtained by parametric models may be seriously misleading when the model is misspecified or poorly approximates the true model. This study proposes a test that jointly tests the specifications of multiple response probabilities in...
In this study, we propose a novel model-free feature screening method for ultrahigh dimensional binary features of binary classification, called weighted mean squared deviation (WMSD). Compared to Chi-square statistic and mutual information, WMSD pro...
In this study, we propose a novel penalized empirical likelihood approach that simultaneously performs parameter estimation and variable selection in heteroscedastic partially linear single-index models with a diverging number of parameters. It is ri...
This paper presents a simplified and computationally feasible multivariate extension. A correlation matrix is constructed using pairwise Spearman’s footrule correlation coefficients, and these coefficients are shown to jointly converge to a mul...
Combining information (p-values) obtained from individual studies to test whether there is an overall effect is an important task in statistical data analysis. Many classical statistical tests, such as chi-square tests, can be viewed as being a p-val...
The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Most of the known statistical inferential methods devoted to the Sharpe ratio are based on the assumption that the data are normally distributed. In thi...
This article provides a bivariate binary logit model and statistical inference procedures for parameter estimation and hypothesis testing. The bivariate binary logit (BBL) model is an extension of the binary logit model that has two correlated binary...
Practical problems often drive the development of new statistical methods by presenting real-world challenges. Testing the homogeneity of n independent Poisson means when only one observation per population is available is considered in this paper. T...
This paper discusses a non-parametric resampling technique in the context of multidimensional or multiparameter hypothesis testing of assumptions of the Rasch model. It is based on conditional distributions and it is suggested in small sample size sc...
In this work, we derived new asymptotic results for multinomial models. To obtain these results, we started by studying limit distributions in models with a compact parameter space. This restriction holds since the key parameter whose components are...
This study aimed to investigate the differences between the number of yeast-like fungi and molds in the coastal air of five coastal towns of the Gulf of Gdańsk in 2014–2017 vs. 2018, which saw an emergency discharge of sewage. In 2014–2017, a total o...
As the field of big data continues to evolve, there is an increasing necessity to evaluate the equality of multiple high-dimensional covariance matrices. Many existing methods rely on approximations to the null distribution of the test statistic or i...
Logistic regression is one of statistical methods that used to analyze the correlation between categorical response variables and predictor variables which are categorical or continuous. Many studies on logistic regression have been carried out by as...
In capture–recapture experiments, the presence of overdispersion and heterogeneity necessitates the use of the negative binomial regression model for inferring population sizes. However, within this model, existing methods based on likelihood a...
This study addresses the challenges of estimating decay times for chemical components, focusing on hydroxylated fullerene
Information theory explains how systems encode and transmit information. This article examines the neuronal system, which processes information via neurons that react to stimuli and transmit electrical signals. Specifically, we focus on transfer entr...
The length-biased lognormal distribution is a length-biased version of lognormal distribution, which is developed to model the length-biased lifetime data from, for example, biological investigation, medical research, and engineering fields. Owing to...