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Strong consistency of estimators in partially linear models for longitudinal data with mixingdepende
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Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Th
Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longi
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Testing for the shape parameter of generalized extreme value distribution based on the -likelihood r
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Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models
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An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random
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The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
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