Randomly left or right truncated observations occur when one is concerned with estimation of the distribution of time between two events and when one only observes the time if one of the two events falls in a fixed time-window, so that longer survivial times have higher probability to be part of...

IfX1, ...,Xnare random variables we denote byX(1)[less-than-or-equals, slant]X(2)[less-than-or-equals, slant]...[less-than-or-equals, slant]X(n)their respective order statistics. In the case where the random variables are independent and identically distributed, one may demonstrate very strong...

We consider a stationary time series {Xt} given byXt=[summation operator][infinity]k=-[infinity] [psi]kZt-k, where {Zt} is a strictly stationary martingale difference white noise. Under assumptions that the spectral densityf([lambda]) of {Xt} is squared integrable andm[tau] [summation...

In this paper, the Bayesian local influence approach is employed to diagnose the adequacy of the growth curve model with Rao's simple covariance structure, based on the Kullback-Leibler divergence. The Bayesian Hessian matrices of the model are investigated in detail under an abstract...

For given real and monotone functionshi's, we obtain the necessary and sufficient conditions in order that any n-valuated function[Psi](x) be the conditional expectationE(h(X)/X>x) of a discrete random vectorX, whereh(X) denotes the random vector (h1(X1), ..., hn(Xn)).

Edgeworth expansions which are local in one coordinate and global in the rest of the coordinates are obtained for sums of independent but not identically distributed random vectors. Expansions for conditional probabilities are deduced from these. Both lattice and continuous conditioning...

By means of the Malliavin calculus, we present an expansion formula for the distribution of a random variableFhaving a stochastic expansionF=F0+R, whereF0is an easily tractable random variable andRis the remainder term. From this result, we derive an expansion of the distribution of the scale...

Suppose that {z(t)} is a non-Gaussian vector stationary process with spectral density matrixf([lambda]). In this paper we consider the testing problemH: [integral operator][pi]-[pi] K{f([lambda])} d[lambda]=cagainstA: [integral operator][pi]-[pi] K{f([lambda])} d[lambda][not...

In the present article, we are interested in the identification of canonical ARMA echelon form models represented in a "refined" form. An identification procedure for such models is given by Tsay (J. Time Ser. Anal.10(1989), 357-372). This procedure is based on the theory of canonical analysis....