In this paper, we show that a vector of positively/negatively associated random variables is larger/smaller than the vector of their independent duplicates with respect to the supermodular order. In that way, we solve an open problem posed by Hu (Chinese J. Appl. Probab. Statist. 16 (2000) 133)...

Cressie and Read (J. Roy. Statist. Soc. B 46 (1984) 440-464) introduced the power divergence statistics, Ra, as multinomial goodness-of-fit statistics. Each Ra has a limiting noncentral chi-square distribution under a local alternative and has a limiting normal distribution under a nonlocal...

The asymptotic behavior of the least squares (LS) estimators of the parameters in threshold autoregressive models has been completely studied in the literature. It is well known that in some cases the least absolute deviation (LAD) estimators are superior to the LS-estimators. This paper is...

According to the celebrated Lukacs theorem, independence of quotient and sum of two independent positive random variables characterizes the gamma distribution. Rather unexpectedly, it appears that in the multivariate setting, the analogous independence condition does not characterize the...

We propose a spatial autoregressive random field of order p on the spatial domain for p[greater-or-equal, slanted]2 in this paper, whose univariate margins are the continuous-time autoregression of order p on the real line, and introduce a class of semiparametric spatio-temporal covariance...

Microarray experiments generate large datasets with expression values for thousands of genes, but not more than a few dozens of samples. A challenging task with these data is to reveal groups of genes which act together and whose collective expression is strongly associated with an outcome...

A class of test statistics are proposed for sparse tables with ordered categories. It is shown that for different testing situations these test statistics asymptotically more powerful tests than Pearson's chi-square.

The spherical deconvolution problem was first proposed by Rooij and Ruymgaart (in: G. Roussas (Ed.), Nonparametric Functional Estimation and Related Topics, Kluwer Academic Publishers, Dordrecht, 1991, pp. 679-690) and subsequently solved in Healy et al. (J. Multivariate Anal. 67 (1998) 1). Kim...

High-throughput quantification of gene expression using microarray technology has dramatically changed biological investigation into the roles of genes in normal cell functioning, as well as the mechanisms of disease. We discuss an analytic approach for framing biological questions in terms of...

The penalized least squares interpretation of the classical random effects estimator suggests a possible way forward for quantile regression models with a large number of "fixed effects". The introduction of a large number of individual fixed effects can significantly inflate the variability of...