When a rectangular multivariate data set contains missing values, missing data imputation using the multivariate t distribution appears potentially useful, especially for robust inferences. An efficient technique, called the monotone data augmentation algorithm, for implementing missing data...

Rohlf (1975, Biometrics31, 93-101) proposed a method of detecting outliers in multivariate data by testing the largest edge of the minimum spanning tree. It is shown here that tests against the gamma distribution are extremely liberal. Furthermore, results depend on the correlation structure of...

The paper discusses weak convergence results for an estimate of the conditional survival function F(t z) = Pr(T t Z = z) where T is a multivariate response variable and Z is a vector of covariates. It is assumed that both T and Z are subject to right censoring. The estimate is obtained by kernel...

We define a class of distributions, containing the classical Dirichlet and Liouville distributions, in which the random variables take values in a locally compact Abelian group or semigroup. These generalizations retain many properties of the Dirichlet and Liouville distributions, including...

The Mahalanobis distance is extended to the case where the variables are a mixture of discrete and continuous variables. The distributional properties are studied for the location model and asymptotical results are obtained for the general parametric case. The rate of convergence is evaluated...

The problems of estimating parameters of statistical models for categorical data, and testing hypotheses about these models are studied. Asymptotic properties of estimators minimizing [phi]-divergence between theoretical and empirical vectors of means are established. Asymptotic distributions of...

Many connections between geometric and exponential distributions are known. Characterizations and derivations of these distributions often run parallel. Moreover, one kind of distribution can be derived from the other: exponential distributions are limits of sequences of rescaled geometric...

Let X be n - N containing i.i.d. complex entries with E X11 - EX112 = 1, and T an n - n random Hermitian nonnegative definite, independent of X. Assume, almost surely, as n -- [infinity], the empirical distribution function (e.d.f.) of the eigenvalues of T converges in distribution, and the...

A robust hierarchical Bayes method is developed to smooth small area means when a number of covariates are available. The method is particularly suited when one or more outliers are present in the data. It is well known that the regular Bayes estimators of small. area means, under normal prior...

Sufficient conditions are given to illustrate how the various possible separately exchangeable continuous processes on [0, 1]2 may arise as the weak limit of the partial sum processes of a sequence of row and column exchangeable arrays.