N. Cressie and T. R. C. Read (1984, J. Roy. Statist. Soc. B46, 440-464) introduced a class of multinomial goodness-of-fit statistics Ra based on power divergence. All Ra have the same chi-square limiting distribution under null hypothesis and have the same noncentral chi-square limiting...

In his somewhat informal derivation, Akaike (in "Proceedings of the 2nd International Symposium Information Theory" (C. B. Petrov and F. Csaki, Eds.), pp. 610-624, Academici Kiado, Budapest, 1973) obtained AIC's parameter-count adjustment to the log-likelihood as a bias correction: it yields an...

In this paper, the asymptotic optimality of the cross validation bandwidth selector for the local polynomial fitting under strongly mixing dependence is obtained. The asymptotic normality of the bandwidth selected by the cross-validation method is derived, which is an extension of W. Härdle, P....

We present a Bayesian theory of object identification. Here, identifying an object means selecting a particular observation from a group of observations (variants), this observation (the regular variant) being characterized by a distributional model. In this sense, object identification means...

In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we...

We consider deconvolving bivariate irregular densities supported on the circumference of the unit circle. The errors are bivariate, and the observations are available on the plane. Assuming that the estimated density is smooth on the circle, we compute exact asymptotics of the minimax risks and...

We propose a data-based procedure for combining a number of individual classifiers in order to construct more effective classification rules. Under some regularity conditions, the resulting combined classifier turns out to be almost surely superior to each of the individual classifiers. Here,...

If the convolution of natural exponential families on d is still a natural exponential family, then the families are all Poisson-Gaussian, up to affinity. This statement is a generalization of the one-dimensional versions proved by G. Letac (1992, "Lectures on Natural Exponential Functions and...

This paper shows a generalization of the linear dynamic model, which is practical and easy to compute. The generalization is made by assuming a continuous elliptical joint distribution for the parameters and errors. Updated distribution and probabilistic characteristics of the current and future...

Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component [beta] in the semiparametric regression model y=x[tau][beta]+g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such...