Recently, we proposed variants as a statistical model for treating ambiguity. If data are extracted from an object with a machine then it might not be able to give a unique safe answer due to ambiguity about the correct interpretation of the object. On the other hand, the machine is often able...

Parallel to Cox's [JRSS B34 (1972) 187-230] proportional hazards model, generalized logistic models have been discussed by Anderson [Bull. Int. Statist. Inst. 48 (1979) 35-53] and others. The essential assumption is that the two densities ratio has a known parametric form. A nice property of...

This paper establishes a link between a generalized matrix Matsumoto-Yor (MY) property and the Wishart distribution. This link highlights certain conditional independence properties within blocks of the Wishart and leads to a new characterization of the Wishart distribution similar to the one...

One of the most difficult problems in applications of semi-parametric partially linear single-index models (PLSIM) is the choice of pilot estimators and complexity parameters which may result in radically different estimators. Pilot estimators are often assumed to be root-n consistent, although...

We consider the problem of deriving the asymptotic distribution of the three commonly used multivariate test statistics, namely likelihood ratio, Lawley-Hotelling and Bartlett-Nanda-Pillai statistics, for testing hypotheses on the various effects (main, nested or interaction) in multivariate...

The modified information criterion (MIC) is applied to detect multiple change points in a sequence of independent random variables. We find that the method is consistent in selecting the correct model, and the resulting test statistic has a simple limiting distribution. We show that the...

A random vector X=(X1,X2,...,Xn) with positive components has a Liouville distribution with parameter [theta]=([theta]1,[theta]2,...,[theta]n) if its joint probability density function is proportional to , [theta]i0 [R.D. Gupta, D.S.P. Richards, Multivariate Liouville distributions, J....

In a range of practical problems the boundary of the support of a bivariate distribution is of interest, for example where it describes a limit to efficiency or performance, or where it determines the physical extremities of a spatially distributed population in forestry, marine science,...

Fractal Gaussian models have been widely used to represent the singular behavior of phenomena arising in different applied fields; for example, fractional Brownian motion and fractional Gaussian noise are considered as monofractal models in subsurface hydrology and geophysical studies Mandelbrot...

The joint density for a particular trivariate chi-squared distribution given by the diagonal elements of a complex Wishart matrix is derived. This distribution has applications in the processing of multilook synthetic aperture radar data. The expression for the density is in the form of an...