For a sample of iid observations {(Xi, Yi)} from an absolutely continuous distribution, the multivariate dependence of concomitants Y[]=(Y[1], Y[2], ..., Y[n]) and the stochastic order of subsets of Y[] are studied. If (X, Y) is totally positive dependent of order 2, Y[] is...

The generalized multilinear model with the matrix-T error distribution is introduced in this paper. The sum of squares and products (SSP) matrix, as a counterpart of the Wishart matrix for the multinormal model, and the regression matrix for the errors and the observed as well as future...

The multivariate normal regression model, in which a vector y of responses is to be predicted by a vector x of explanatory variables, is considered. A hierarchical framework is used to express prior information on both x and y. An empirical Bayes estimator is developed which shrinks the maximum...

For the multivariate l1-norm symmetric distributions, which are generalizations of the n-dimensional exponential distribution with independent marginals, a geometric representation formula is given, together with some of its basic properties. This formula can especially be applied to a new...

It has been shown that (with complete data) empirical likelihood ratios can be used to form confidence intervals and test hypotheses about a linear functional of the distribution function just like the parametric case. We study here the empirical likelihood ratios for right censored data and...

The wavelet threshold estimator of a regression function for the random design is constructed. The optimal uniform convergence rate of the estimator in a ball of Besov Space Bsp, q is proved under general assumptions. The adaptive wavelet threshold estimator with near-optimal convergence rate...

In this paper we obtain based on an idea of M. Knott and C. S. Smith (1994, Linear Algebra Appl.199, 363-371) characterizations of solutions of three-coupling problems by reduction to the construction of optimal couplings of each of the variables to the sum. In the case of normal distributions...

We obtain an explicit representation for joint distribution of two-valued random variables with given marginals and for a copula corresponding to such random variables. The results are applied to prove a characterization of r-independent two-valued random variables in terms of their mixed first...

A straightforward proof of a result of R. P. Kertz (1986, J. Multivariate Anal.19, 88-112) is given, concerning the complete comparison of the values to a statistician, observing sequentially a sequence X1, ..., Xn of iid, [0, 1]-valued random variables, and the value to a prophet,...

We present and study a procedure for testing the null hypothesis of multivariate elliptical symmetry. The procedure is based on the averages of some spherical harmonics over the projections of the scaled residual (1978, N. J. H. Small, Biometrika65, 657-658) of the d-dimensional data on the unit...