This paper introduces a new nonparametric estimator based on penalized regression splines for linear operator equations when the data are noisy. A local roughness penalty that relies on local support properties of B-splines is introduced in order to deal with spatial heterogeneity of the...

We are interested in large deviations for consistent statistics which are quadratic forms of Gaussian locally stationary processes in the sense of Dahlhaus.

In this article, likelihood ratio tests (LRTs) are developed for detecting that stochastic trends of binary responses are ordered between 2xk contingency tables. We provide a simple iterative algorithm for the maximum likelihood estimators under the order restriction and construct the LRTs using...

We study the large-sample properties of a class of parametric mixture models with covariates for competing risks. The models allow general distributions for the survival times and incorporate the idea of long-term survivors. Asymptotic results are obtained under a commonly assumed independent...

Bayesian inference is considered for the seemingly unrelated regressions with an elliptically contoured error distribution. We show that the posterior distribution of the regression parameters and the predictive distribution of future observations under elliptical errors assumption are identical...

In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.

This paper considers principal component analysis (PCA) in familial models, where the number of siblings can differ among families. S. Konishi and C. R. Rao (1992, Biometrika79, 631-641) used the unified estimator of S. Konishi and C. G. Khatri (1990, Ann. Inst. Statist. Math.42, 561-580) to...

Let X1, ..., Xn be real, symmetric, mxm random matrices; denote by Im the mxm identity matrix; and let a1, ..., an be fixed real numbers such that aj(m-1)/2, j=1, ..., n. Motivated by the results of J. G. Mauldon (Ann. Math. Statist.30 (1959), 509-520) for the classical...

In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a...

We derive asymptotic expansions for the distributions of the normal theory maximum likelihood estimators of unique variances and uniquenesses (standardized unique variances) in the factor analysis model. Asymptotic expansions are given for the distributions of non-Studentized and also...