Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first...

In the framework of ARMA models, we consider testing the reliability of the standard asymptotic covariance matrix (ACM) of the least-squares estimator. The standard formula for this ACM is derived under the assumption that the errors are independent and identically distributed, and is in general...

For Wishart density functions, we study the risk dominance problems of the restricted maximum likelihood estimators of mean matrices with respect to the Kullback-Leibler loss function over restricted parameter space under the simple tree ordering set. The results are directly applied to the...

Multivariate statistical analysis relies heavily on moment assumptions of second order and higher. With increasing interest in heavy-tailed distributions, however, it is desirable to describe dispersion, skewness, and kurtosis under merely first order moment assumptions. Here, the univariate...

This paper explains the differences between the densities and the Jacobians of the transforms of the same singular random matrices treated by several authors. Some comments on the results proposed by Srivastava [Singular Wishart and multivariate beta distributions, Ann. Statist. 31 (2003)...

We provide sufficient conditions to establish posterior consistency in nonparametric regression problems with Gaussian errors when suitable prior distributions are used for the unknown regression function and the noise variance. When the prior under consideration satisfies certain properties,...

In this paper, the problem of variable selection in classification is considered. On the basis of recent developments in model selection theory, we provide a criterion based on penalized empirical risk, where the penalization explicitly takes into account the number of variables of the...

For a general class of unipolar, rotationally symmetric distributions on the multi-dimensional unit spherical surface, a characterization of locally best rotation-invariant test statistics is exploited in the construction of locally best rotation-invariant rank tests for modal location. Allied...

Let be a set of observations from a stationary jointly associated process and [theta](x) be the conditional median, that is, . We consider the problem of estimating [theta](x) based on the L1-norm kernel and establish asymptotic normality of the resulting estimator [theta]n(x).

Let Xn be nxN containing i.i.d. complex entries and unit variance (sum of variances of real and imaginary parts equals 1), [sigma]0 constant, and Rn an nxN random matrix independent of Xn. Assume, almost surely, as n--[infinity], the empirical distribution function (e.d.f.) of the eigenvalues of...