Exact n-point designs are given which are D-optimum for a simple multiresponse model, where the individual response variables can be represented by first-order and second-order models. The present results complement recent findings by Krafft and Schaefer, who obtained D-optimum n-point designs...

This paper is concerned with an extended growth curve model with two within-individual design matrices which are hierarchically related. For the model some random-coefficient covariance structures are reduced. LR tests for testing the adequacy of each of these random-coefficient structures and...

A new class of bivariate distributions is introduced and studied, which encompasses Archimedean copulas and extreme value distributions as special cases. Its dependence structure is described, its maximum and minimum attractors are determined, and an algorithm is given for generating...

The construction of a distance function between probability distributions is of importance in mathematical statistics and its applications. The distance function based on the Fisher information metric has been studied by a number of statisticians, especially in the case of the multivariate...

In this paper it is shown how a generalized form of canonical analysis can be useful to reveal which parametric functions of a MANOVA model, for instance treatment contrasts or combinations of observed variables, are responsible for rejection of a general linear hypothesis on these functions....

We introduce a class of multivariate dispersion models suitable as error distributions for generalized linear models with multivariate non-normal responses. The models preserve some of the main properties of the multivariate normal distribution, and include the elliptically contoured...

Suppose that a nonnegative statistic T is asymptotically distributed as a chi-squared distribution with f degrees of freedom, [chi]2f, as a positive number n tends to infinity. Bartlett correction T was originally proposed so that its mean is coincident with the one of [chi]2f up to the order...

In this paper we consider the classical problem of testing whether two samples of observations are from the same distribution. Since in many situations the data are multivariate or even of functional type, classical methodology is not applicable. In our approach we conceive a difference in...

For a scale mixture of normal vector, X=A1/2G, where X, G[set membership, variant]n and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X2 | X1), is always finite a.s. for m[greater-or-equal, slanted]2, where X1[set...

In Giraitis, Robinson, and Samarov (1997), we have shown that the optimal rate for memory parameter estimators in semiparametric long memory models with degree of "local smoothness" [beta] is n-r([beta]), r([beta])=[beta]/(2[beta]+1), and that a log-periodogram regression estimator (a modified...