The receiver operating characteristic (ROC) curve is one of the most commonly used methods to compare the diagnostic performances of two or more laboratory or diagnostic tests. In this thesis, we propose semi-empirical likelihood based confidence intervals for ROC curves of two populations, where one population is parametric while the other one is non-parametric and both populations have missin...

In the article the logistic regression modeling method was proposed to evaluate the innovativeness of 207 inquired enterprises of Lublin Region. Single and multiequation models describing the process of introduction in 2002 and the plans of introduction in 2003 of the technological, organizational and product innovations were built. Checked with many indicators (Pearson chi – squared statistic,...

The authors study the asymptotic behaviour of the likelihood ratio statistic for testing homogeneity in the finite mixture models of a general parametric distribution family. They prove that the limiting distribution of this statistic is the squared supremum of a truncated standard Gaussian process. The autocorrelation function of the Gaussian process is explicitly presented. A re-sampling proc...

Likelihood-based parentage inference depends on the distribution of a likelihood-ratio statistic, which, in most cases of interest, cannot be exactly determined, but only approximated by Monte Carlo simulation. We provide importance-sampling algorithms for efficiently approximating very small tail probabilities in the distribution of the likelihood-ratio statistic. These importance-sampling met...

Abstract: In this note, we establish an asymptotic expansion for the centering parameter appearing in the central limit theorems for linear spectral statistic of large-dimensional sample covariance matrices when the population has a spiked covariance structure. As an application, we provide an asymptotic power function for the corrected likelihood ratio statistic for testing the presence of spi...

T he objective of this study is using the Markov Switching Vector Autoregressive method and regime dependent impulse response functions to measure the pass-through of world food prices to consumer price index in Iran from 1990 to 2013. With respect to information criteria and the log-likelihood ratio statistic, MSIA(2)-VAR(1) model has a better fit to data than other models. The magn...

Two-level models are widely used for analysing clustered survey data with the design structure matching model hierarchy. Hypothesis testing on parameters is studied, using a weighted composite likelihood approach that takes account of features. In particular, asymptotic normality estimators established. Using this result, distributions generalised score test statistic and ratio type statistic, ...

The introduction of shape parameters into the statistical literature opened new areas of research and allowed statisticians to use models that produced better fits to experimental data. The Weibull and gamma families are prime examples wherein shape parameters produce more reliable statistical models than standard exponential models in lifetime studies. In the presence of many gamma-populations...

This paper is concerned with the goodness-of-fit of induced decision trees. Namely, we explore the possibility to measure the goodnessof-fit as it is classically done in statistical modeling. We show how Chisquare statistics and especially the Log-likelihood Ratio statistic that is abundantly used in the modeling of cross tables, can be adapted for induction trees. Not only is the Log-likelihoo...