On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models

On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models

a study on thermodynamic models for simulation of 1,3 butadiene purification columns

attempts have been made to study the thermodynamic behavior of 1,3 butadiene purification columns with the aim of retrofitting those columns to more energy efficient separation schemes. 1,3 butadiene is purified in two columns in series through being separated from methyl acetylene and 1,2 butadiene in the first and second column respectively. comparisons have been made among different therm...

On Empirical Likelihood in Semiparametric Two- Sample Density Ratio Models

We consider estimation and test problems for some semiparametric two-sample density ratio models. The profile empirical likelihood (EL) poses an irregularity problem under the null hypothesis that the laws of the two samples are equal. We show that a “dual” form of the profile EL is well defined even under the null hypothesis. A statistical test, based on the dual form of the EL ratio statistic...

Estimating Semiparametric Arch (∞) Models by Kernel Smoothing Methods

We investigate a class of semiparametric ARCH(∞) models that includes as a special case the partially nonparametric (PNP) model introduced by Engle and Ng (1993) and which allows for both flexible dynamics and flexible function form with regard to the 'news impact' function. We propose an estimation method that is based on kernel smoothing and profiled likelihood. We establish the distribution ...

Smoothing spline-based score tests for proportional hazards models.

We propose "score-type" tests for the proportional hazards assumption and for covariate effects in the Cox model using the natural smoothing spline representation of the corresponding nonparametric functions of time or covariate. The tests are based on the penalized partial likelihood and are derived by viewing the inverse of the smoothing parameter as a variance component and testing an equiva...