On Testing the Dimensionality of Regression Coefficients.
On the asymptotic distributions of certain functional of eigenvalues of correlation matrices
On the Bayes approach in general multiple autoregressive series
On the construction of points estimates for the Mahalanobis distance in discriminant analysis
On the convergence of the Bhattacharyya bounds in the multiparametric case
Shanbhag (1972, 1979) showed that the diagonality of the Bhattacharyya matrix characterizes the set of normal, Poisson, binomial, negative binomial, gamma or Meixner hypergeometric distributions. In this note, using Shanbhag's techniques, we show that if a certain generalized version of the Bhattacharyya matrix is diagonal, then the bivariate distribution is either normal, Poisson, binomial, negative binomial, gamma or Meixner hypergeometric. Bartoszewicz (1980) extended the result of Blight and...
On the distribution of a nonnegative difference between two -distributed second degree polynomial statistics
On the exact distribution of L1(vc) of Votaw.
This paper deals with the exact distribution of L1(vc) of Votaw. The results are given in terms of Meijer's G-function as well as in series form suitable for computation of percentage points.
On the noncentral distribution of the ratio of the extreme roots of the Wishart matrix.
On the properties of the Generalized Normal Distribution
The target of this paper is to provide a critical review and to enlarge the theory related to the Generalized Normal Distributions (GND). This three term (position, scale shape) distribution is based in a strong theoretical background due to Logarithm Sobolev Inequalities. Moreover, the GND is the appropriate one to support the Generalized entropy type Fisher's information measure.
On two matrix derivatives by Kollo and von Rosen.
The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both X and F have the same dimension.
On weak convergence of sequences of measures
Orbital semilinear copulas
We introduce four families of semilinear copulas (i.e. copulas that are linear in at least one coordinate of any point of the unit square) of which the diagonal and opposite diagonal sections are given functions. For each of these families, we provide necessary and sufficient conditions under which given diagonal and opposite diagonal functions can be the diagonal and opposite diagonal sections of a semilinear copula belonging to that family. We focus particular attention on the family of orbital...
Principal Components Analysis in the Complex Case.
Probability distribution of the multivariate nonlinear least squares estimates
Projective shape manifolds and coplanarity of landmark configurations. A nonparametric approach.
Rank statistics for two-sample location and scale problem for rounded-off data
Recurrence Formulas for Zonal Polynomials.
Reliability for some bivariate gamma distributions.
Robust estimation in the multivariate normal model
Robust estimation presented in the following paper is based on Fisher consistent and Fréchet differentiable statistical functionals. The method has been used in the multivariate normal model with variance components [5]. To transfer the method to estimate vector of expectations and positive definite covariance matrix of the multivariate normal model it is required to express the covariance matrix as a linear combination of basic elements of the vector space of real, square and symmetric matrices....
Section of Euler summability method.