We characterize uniform distributions on spheres in n-dimensional spacesL[alpha]by certain Cauchy-like (n-1)-dimensional distributions of the quotients and derive some properties of mixtures of uniform distributions on such spheres, i.e.,[alpha]-spherical distributions. We feel that a simple...

Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the correspondingw-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.

The density of a generald-dimensional stable random vectorXis expressed as an integral over the sphere in dof a function of the parameters of the one dimensional projections ofX. These formulas give insight into the form of multivariate stable densities and are useful for numerical calculations....

We consider confidence sets for the mean of a multivariate normal distribution with unknown covariance matrix of the form[sigma]2I. The coverage probability of the usual confidence set is shown to be improved asymptotically by centering at a shrinkage estimator.

The paper presents a permutation procedure for testing reflected (or diagonal) symmetry of the distribution of a multivariate variable. The test statistics are based in empirical characteristic functions. The resulting permutation tests are strictly distribution free under the null hypothesis...

This paper considers the nonparametric estimation of the densities of the latent variable and the error term in the standard measurement error model when two or more measurements are available. Using an identification result due to Kotlarski we propose a two-step nonparametric procedure for...

This paper presents results showing that the error involved in using the double saddlepoint distribution function approximations of Skovgaard (1987,J. Appl. Probab.24875-887) are uniformly bounded. Particular attention is paid to distributions of sufficient statistics arising from generalized...

The decision on dimensionality of the space spanned by general linear functions of the parameter matrix of a MANOVA model is considered. This problem is related to the investigation, whether graphically or analytically, of significant empirical departures from the overall null hypothesis on...

The problem of constructing fixed-width simultaneous confidence intervals for comparing mean vectors ofk([greater-or-equal, slanted]2) independent multivariate normal distributions is considered when those covariance matrices have the intraclass correlation structures. Two-stage procedures are...

In this paper, functional models with not replications are investigated within the class of the elliptical distributions. Emphasis is placed on the special case of the Student-t distribution. Main results encompasses consistency and asymptotic normality of the maximum likelihood estimators. Due...