On optimality of the LR tests in the sense of exact slopes. II. Application to individual distributions
On optimality of the LR tests in the sense of exact slopes. I. General case
On periodic autoregression with unknown mean
If the parameters of an autoregressive model are periodic functions we get a periodic autoregression. In the paper the case is investigated when the expectation can also be a periodic function. The innovations have either constant or periodically changing variances.
On robust estimation in the simplest exponential model
On second order efficiency of a robust test and approximations of its error probabilities
On Seifert's ANOVA-like test for variance components
On Selecting the Best of k Lognormal Distributions.
On small sample inference for common mean in heteroscedastic one-way model
In this paper we consider and compare several approximate methods for making small-sample statistical inference on the common mean in the heteroscedastic one-way random effects model. The topic of the paper was motivated by the problem of interlaboratory comparisons and is also known as the (traditional) common mean problem. It is also closely related to the problem of multicenter clinical trials and meta-analysis. Based on our simulation study we suggest to use the approach proposed by Kenward...
On some asymptotic results in statistics by way of contiguity
On some distributiions involving general functions
On some general distributions in terms of generalized functions
On some properties of ML and REML estimators in mixed normal models with two variance components
In the paper, the problem of estimation of variance components σ₁² and σ₂² by using the ML-method and REML-method in a normal mixed linear model 𝒩 {Y,E(Y) = Xβ, Cov(Y) = σ₁²V + σ₂²Iₙ} is considered. This paper deal with properties of estimators of variance components, particularly when an explicit form of these estimators is unknown. The conditions when the ML and REML estimators can be expressed in explicit forms are given, too. The simulation study for one-way classification unbalanced random...
On Special Case of Multiple Hypotheses Optimal Testing for Three Differently Distributed Random Variables
2000 Mathematics Subject Classification: 62P30.In this paper by using theory of large deviation techniques (LDT), the problem of hypotheses testing for three random variables having different distributions from three possible distributions is solved. Hypotheses identification for two objects having different distributions from two given probability distributions was examined by Ahlswewde and Haroutunian. We noticed Sanov's theorem and its applications in hypotheses testing.
On testing hypotheses approximable by cones
On Testing the Correlation Coefficient of a Bivariate Normal Distribution.
On testing variance components in unbalanced mixed linear model
The paper presents some approximate and exact tests for testing variance components in general unbalanced mixed linear model. It extends the results presented by Seifert (1992) with emphasis on the computational aspects of the problem.
On the admissibility of tests for extended hypotheses of fit
On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean.
On the Bayes approach in general multiple autoregressive series
On the Bayes estimators of the parameters of inflated modified power series distributions
In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of support points. This class includes among others the generalized Poisson,the generalized negative binomial and the lost games distributions. We derive the Bayes estimators of parameters for these distributions when a parameter of inflation is known. First, we take as the prior distribution the uniform, Beta and Gamma distribution. In the second part of this paper, the prior...