Ranked-set sampling(RSS) often provides more efficient inference than simple random sampling(SRS).In this article,we propose a systematic nonparametric technique,RSS-EL,for hypoth-esis testing and interval estimation ...Ranked-set sampling(RSS) often provides more efficient inference than simple random sampling(SRS).In this article,we propose a systematic nonparametric technique,RSS-EL,for hypoth-esis testing and interval estimation with balanced RSS data using empirical likelihood(EL).We detail the approach for interval estimation and hypothesis testing in one-sample and two-sample problems and general estimating equations.In all three cases,RSS is shown to provide more efficient inference than SRS of the same size.Moreover,the RSS-EL method does not require any easily violated assumptions needed by existing rank-based nonparametric methods for RSS data,such as perfect ranking,identical ranking scheme in two groups,and location shift between two population distributions.The merit of the RSS-EL method is also demonstrated through simulation studies.展开更多
Most of the previous researches about portfolio analysis focus on short-selling. In fact, no short-selling is also important because short-selling is not allowed in stock markets of some coun-tries. This paper gives t...Most of the previous researches about portfolio analysis focus on short-selling. In fact, no short-selling is also important because short-selling is not allowed in stock markets of some coun-tries. This paper gives the suffcient and necessary conditions and proposes an optimal algorithm for Markowitz's mean-variance models and Sharpe's ratio with no short-selling. The optimal algorithm makes it easier to obtain the effcient frontiers with no short-selling.展开更多
In clinical and epidemiologic studies of time to event,the treatment effect is often of direct interest,and the treatment effect is not constant over time.In this paper,the authors propose an estimator for the cumulat...In clinical and epidemiologic studies of time to event,the treatment effect is often of direct interest,and the treatment effect is not constant over time.In this paper,the authors propose an estimator for the cumulative hazard difference under a stratified additive hazards model.The asymptotic properties of the resulting estimator are established,and the finite-sample properties are examined through simulation studies.An application to a liver cirrhosis data set from the Copenhagen Study Group for Liver Diseases is provided.展开更多
基金partially supported by NSFC(No.12171203)the Natural Science Foundation of Guangdong(No.2022A1515010045)+4 种基金the Fundamental Research Funds for the Central Universities(No.23JNQMX21)partially supported by NSFC(No.12171449)partially supported by NSFC(No.12271370)partially supported by NSFC(Nos.12231017,72171216,71921001,71991474)the National Key R&D Program of China(No.2022YFA1003803)。
基金supported by National Natural Science Foundation of China (Grant No. 10871037)
文摘Ranked-set sampling(RSS) often provides more efficient inference than simple random sampling(SRS).In this article,we propose a systematic nonparametric technique,RSS-EL,for hypoth-esis testing and interval estimation with balanced RSS data using empirical likelihood(EL).We detail the approach for interval estimation and hypothesis testing in one-sample and two-sample problems and general estimating equations.In all three cases,RSS is shown to provide more efficient inference than SRS of the same size.Moreover,the RSS-EL method does not require any easily violated assumptions needed by existing rank-based nonparametric methods for RSS data,such as perfect ranking,identical ranking scheme in two groups,and location shift between two population distributions.The merit of the RSS-EL method is also demonstrated through simulation studies.
基金the National Natural Science Foundation of China (Grant Nos. 10501005, 10701021)Northeast Normal University (Grant No. NENU-STC07001)
文摘Most of the previous researches about portfolio analysis focus on short-selling. In fact, no short-selling is also important because short-selling is not allowed in stock markets of some coun-tries. This paper gives the suffcient and necessary conditions and proposes an optimal algorithm for Markowitz's mean-variance models and Sharpe's ratio with no short-selling. The optimal algorithm makes it easier to obtain the effcient frontiers with no short-selling.
基金the National Natural Science Foundation of China under Grant Nos.11671268,11771431 and 11690015the Key Laboratory of RCSDS,CAS under Grant No.2008DP173182。
文摘In clinical and epidemiologic studies of time to event,the treatment effect is often of direct interest,and the treatment effect is not constant over time.In this paper,the authors propose an estimator for the cumulative hazard difference under a stratified additive hazards model.The asymptotic properties of the resulting estimator are established,and the finite-sample properties are examined through simulation studies.An application to a liver cirrhosis data set from the Copenhagen Study Group for Liver Diseases is provided.
