New results in matrix algebra applied to the fundamental bordered matrix of linear estimation theory pave the way towards obtaining additional and informative closed-form expressions for the best linear unbiased estimator (BLUE). The results prove significant in several respects. Indeed, more...

This paper considers the generalized growth curve model subject to R(Xm)[subset, double equals]R(Xm-1)[subset, double equals]...[subset, double equals]R(X1), where Bi are the matrices of unknown regression coefficients, Xi,Zi and U are known covariate matrices, i=1,2,...,m, and splits into a...

We introduce a class of robust estimates for multivariate linear models. The regression coefficients and the covariance matrix of the errors are estimated simultaneously by minimizing the determinant of the covariance matrix estimate, subject to a constraint on a robust scale of the Mahalanobis...

The estimation of a real parameter [theta] in a linear stochastic differential equation of the simple type is investigated, based on noisy, time continuous observations of Xt. Sufficient conditions on the continuous functions [beta] and [sigma] are given such that the (conditionally normal)...

Estimation of the memory parameter, d, by fitting a fractionally differenced autoregression of order p, where p approaches infinity simultaneously with the observed series length, n, is examined. Under some conditions on growth of p with respect to n and on the short-memory component, which...

Cronbach's alpha is a popular method to measure reliability, e.g. in quantifying the reliability of a score to summarize the information of several items in questionnaires. The alpha coefficient is known to be non-robust. We study the behavior of this coefficient in different settings to...

In this paper, we consider simultaneous confidence intervals for all contrasts in the means when the observations are missing at random in the intraclass correlation model. An exact test statistic for the equality of the means and Scheffe, Bonferroni and Tukey types of simultaneous confidence...

The problem of bivariate (multivariate) dependence has enjoyed the attention of researchers for over a century, since independence in the data is often a desired property. There exists a vast literature on measures of dependence, based mostly on the distance of the joint distribution of the data...

In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions. General formulas for limiting variances and covariances of the canonical...

In logistic case-control studies, Prentice and Pyke (Biometrika 66 (1979) 403-411) showed that valid point estimators of the odds-ratio parameters and their standard errors may be obtained by fitting the prospective logistic regression model to case-control data. Wang and Carroll (Biometrika 80...