Motivated by applications to goodness of fit testing, the empirical likelihood approach is
generalized to allow for the number of constraints to grow with the sample size and for the …

In this paper, we obtain the strong consistency and asymptotic distribution of the Theil–Sen
estimator in simple linear regression models with arbitrary error distributions. We show that …

In this article, we propose the Theil-Sen estimators of parameters in a multiple linear regression
model based on a multivariate median, generalizing the Theil-Sen estimator in a simple …

Statistical depth functions provide from the “deepest†point a “center-outward
ordering†of multidimensional data. In this sense, depth functions can measure the  

In this article, we give the analytic formulas of the first order biases of the Z-estimators of
parameters in GEE, and prove the rate O (p9/2n− 3/2) for the remainder as the dimension p and …

This article develops a theory of maximum empirical likelihood estimation and empirical
likelihood ratio testing with irregular and estimated constraint functions that parallels the theory …

… The notation is introduced and the theorems and examples are proved in the
Supplement found in Peng and Tan [16]. … orem 7.4 of Peng and Schick [14], we have the …

This paper provides sufficient conditions for the asymptotic normality of quadratic forms of
averages of random vectors of increasing dimension and improves on conditions found in the …

Background Mean-based clustering algorithms such as bisecting k-means generally lack
robustness. Although componentwise median is a more robust alternative, it can be a poor …

In this paper, we characterize and construct efficient estimators of linear functionals of a
bivariate distribution with equal marginals. An efficient estimator equals the empirical estimator …