The discrete dice model, previously introduced by the present authors, essentially amounts to the pairwise comparison of a collection of independent discrete random variables that are uniformly distributed on finite integer multisets. This pairwise comparison results in a probabilistic relation...

Pairwise linear discriminant analysis can be regarded as a process to generate rankings of the populations. But in general, not all rankings are generated. We give a characterization of generated rankings. We also derive some basic properties of this model.

In biostatistics applications interest often focuses on the estimation of the distribution of a time-variable T. If one only observes whether or not T exceeds an observed monitoring time C, then the data structure is called current status data, also known as interval censored data, case I. We...

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions,...

A regularized classifier is proposed for a two-population classification problem of mixed continuous and categorical variables in a general location model(GLOM). The limiting overall expected error for the classifier is given. It can be used in an optimization search for the regularization...

This paper presents a Bayesian decision theoretic foundation to the selection of a Bayesian network from data. We introduce the class of disintegrable loss functions to diversify the loss incurred in choosing different models. Disintegrable loss functions can iteratively be built from simple 0-L...

The shrinkage effect is studied in estimating the expectation vector by weighting of mean vector components in the system of coordinates in which sample covariance matrix is diagonal. The Kolmogorov asymptotic approach is applied, when sample size increases together with the dimension, so that...

This paper proposes a unified treatment of maximum likelihood estimates of angular Gaussian and multivariate Cauchy distributions in both the real and the complex case. The complex case is relevant in shape analysis. We describe in full generality the set of maxima of the corresponding...

Evaluation of reproducibility is important in assessing whether a new method or instrument can reproduce the results from a traditional gold standard approach. In this paper, we propose a measure to assess measurement agreement for functional data which are frequently encountered in medical...

In this paper, we consider the problem of testing for a parameter change in stochastic processes. In performing a test, we employ the cusum test considered in Lee et al. (Scand. J. Statist. 30 (2003) 651). The cusum test is based on the conditional least-squares estimator introduced by Klimko...