This paper is concerned with the distributions of some test statistics for a multivariate linear hypothesis under nonnormality. The test statistics considered include the likelihood ratio statistic, the Lawley-Hotelling trace criterion and the BartlettNanda-Pillai trace criterion, under normality. We derive asymptotic expansions of the null distributions of these test statistics up to the order...

Case-cohort designs are widely used in large cohort studies to reduce the cost associated with covariate measurement. In many such studies the number of covariates is very large, so an efficient variable selection method is necessary. In this paper, we study the properties of a variable selection procedure using the smoothly clipped absolute deviation penalty in a case-cohort design with a dive...

We prove √ n-consistency and asymptotic normality of a generalized semiparametric regression estimator that includes as special cases Ichimura’s semiparametric least squares estimator for single index models, and the estimator of Klein and Spady for the binary choice regression model. Two function expansions reveal a type of U-process structure in the criterion function; then new U-process maxi...

We study the asymptotic behavior of the statistical estimators that maximize a not necessarily differentiable criterion function, possibly subject to side constraints (equalities and inequalities). The consistency results generalize those of Wald and Huber. Conditions are also given under which one is still able to obtain asymptotic normality. The analysis brings to the fore the relationship be...

We introduce a robust and asymptotically unbiased estimator for the tail index of Pareto-type distributions. The estimator is obtained by fitting the extended Pareto distribution to the relative excesses over a high threshold with the minimum density power divergence criterion. Consistency and asymptotic normality of the estimator is established under a second order condition on the distributio...

The Fetal Heart Rate interpretation based on Cardiotocographies (CTG) is the most common practice of obstetrician medical staffs. Computerized CTG Systems are used with the aim to reduce subjective aspects of these diagnostics. The Fetal Heart Rate Variability (FHRV) analysis using the CTG signal is an unusual approach. This work proposes a FHRV analysis based on the evaluation of time domain p...

A GENERAL time-independent constitutive framework is constructed for crystals capable of crystallographic shearing. No restrictions are placed on their elasticity or on the amounts of slip. In deriving properly-objective relations due account is taken of the separate motions of the material and lattice. A precise specification of the structure of the flow rule leads to conditions for the existe...

This paper deals with model selection for a general class of integer-valued time series. We propose penalized criterion based on the Poisson quasi-likelihood model. Under certain regularity conditions, consistency procedure as well and asymptotic normality estimator selected are established. Simulation experiments conducted some classical models such negative binomial linear nonlinear dynamics....

In this paper, quantile regression methods are suggested for a class of smooth coefficient time series models. We employ a local linear fitting scheme to estimate the smooth coefficients in the quantile framework. The programming involved in the local linear quantile estimation is relatively simple and it can be modified with few efforts from the existing programs for the linear quantile model....