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....