A note on the Hájek-LeCam bound
A note on the IPF algorithm when the marginal problem is unsolvable
In this paper we analyze the asymptotic behavior of the IPF algorithm for the problem of finding a 2x2x2 contingency table whose pair marginals are all equal to a specified 2x2 table, depending on a parameter. When this parameter lies below a certain threshold the marginal problem has no solution. We show that in this case the IPF has a “period three limit cycle” attracting all positive initial tables, and a bifurcation occur when the parameter crosses the threshold.
A note on the k-th distance random variables
A note on the likelihood and moments of the skew-normal distribution.
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood...
A note on the limit behaviour of extremal order statistics.
A note on the matrix Haffian.
This note contains a transparent presentation of the matrix Haffian. A basic theorem links this matrix and the differential ofthe matrix function under investigation, viz ∇F(X) and dF(X).Frequent use is being made of matrix derivatives as developed by Magnus and Neudecker.
A Note on the Maximum Probability Property of MLE's in Multiparameter Exponential Families.
A Note on the Multiple Indicator-Multiple Cause Model with Sevweral Latent Variables
A Note on the Optimality of k-Stage Tests.
A Note on the PARETO Distribution.
A note on the Poisson disorder problem
A note on the properties of generalised separable spatial autoregressive process.
A note on the rate of convergence of local polynomial estimators in regression models
Local polynomials are used to construct estimators for the value of the regression function and the values of the derivatives in a general class of nonparametric regression models. The covariables are allowed to be random or non-random. Only asymptotic conditions on the average distribution of the covariables are used as smoothness of the experimental design. This smoothness condition is discussed in detail. The optimal stochastic rate of convergence of the estimators is established. The results...
A note on the relations between two ternary balanced block designs and chemical balance weighing designs
The paper studied the problem of estimating of the weights of p objects in n weighings using a chemical balance weighing design under the restriction on the number of objects which can be placed on the right and left pans, respectively. Conditions under which the estimated weights are uncorrelated are given. The incidence matrices of two ternary balanced block designs which are used to construct chemical balance weighing designs satisfying these conditions are considered.
A note on the strong consistency of least squares estimates
The strong consistency of least squares estimates in multiples regression models with i.i.d. errors is obtained under assumptions on the design matrix and moment restrictions on the errors.
A note on the tail accuracy of the univariate saddlepoint approximation
A note on the third-order moment structure of bilinear model with non-independent shocks.
A Note on the Uniform Distribution on the Arcsin Points.
A Note on Three-Stage Confidence Intervals for the Difference of Locations: The Exponential Case.
A Note On Two-Units Standby Systems