This paper introduces and studies a class of multivariate survival functions with given univariate marginal G0, called min-stable multivariate G0-distributions, which includes min-stable multivariate exponential distributions as a special case. The representation of the form of Pickands (1981)...

T. Gneiting (1998, J. Multivariate Analysis64, 131-147) proved a relation between the primitives of the classes [Phi]d(2) and [Phi]d(1) of 2- and 1-symmetric characteristic functions on d, respectively. We will give a straightforward proof of his relation, answering a question of his. To do this...

This paper derives a class of first order probability matching priors and a complete catalog of the reference priors for the general multivariate linear calibration problem. In an important special case, a complete characterization of first order probability matching priors is given, and a...

The ISO* property of noncentrality parameters is derived for the expected value of an ISO* function of independent nonnegative two-parameter compound Poisson random variables and is then applied to unbiasedness of tests and monotonicity of power functions of tests in an order-restricted...

Consider two tectonic plates diverging at a mid-ocean ridge. Geophysicists are able to estimate the rotation of one plate relative to the other at a discrete sequence of times in the earth's history; also they usually have information as to the likely errors in these rotation estimates. We...

The most common mode of inference for order restricted models is likelihood inference. See T. Robertson, F. T. Wright, and R. L. Dykstra (1988, "Order Restricted Statistical Inference," Wiley, New York) for an excellent treatment of inference in such models. In this paper we demonstrate that...

If X:={Xv: v[set membership, variant]d} is a strictly stationary random field, with X0 bounded and expressible as a sum of indicator functions satisfying certain conditions, if the mixing coefficient [alpha](s) is summable over d (that, is, [summation operator]m md-1[alpha](m)[infinity]),...

Let ((Zt), Pz) be a Bessel process of dimension [alpha]0 started at z under Pz for z[greater-or-equal, slanted]0. Then the maximal inequalityis shown to be satisfied for all stopping times [tau] for (Zt) with Ez([tau]p/2)<[infinity], and all p>(2-[alpha])[logical or]0. The constants (p/(p-(2-[alpha])))p/(2-[alpha])...</[infinity],>

We study the estimation of the additive components in additive regression models, based on the weighted sample average of regression surface, for stationary [alpha]-mixing processes. Explicit expression of this method makes possible a fast computation and allows an asymptotic analysis. The...

In this paper a series representation of the joint density and the joint distribution of a quadratic form and a linear form in normal variables is developed. The expansion makes use of Laguerre polynomials. As an example the calculation of the joint distribution of the mean and the sample...