Problems of specifying bivariate discrete distributions by a conditional distribution and a regression function are investigated. A review of the known results, together with new characterizations involving conditional power series laws, is given. Also some remarks on a method making use of...

In mixed linear models with two variance components, classes of estimators improving on ANOVA estimators for the variance components and the ratio of variances are constructed on the basis of the invariant statistics. Out of the classes, consistent, improved and positive estimators are singled...

We apply Bayesian approach, through noninformative priors, to analyze a Random Coefficient Regression (RCR) model. The Fisher information matrix, the Jeffreys prior and reference priors are derived for this model. Then, we prove that the corresponding posteriors are proper when the number of...

The purpose of this paper is to give an explicit estimator dominating the positive part of the UMVUE of a noncentrality parameter of a noncentral [chi]2n([mu]/2). Let Y ~ [chi]2n([mu]/2) with degree of freedom n and unknown parameter [mu], LOSS = ([delta] - [mu])2. In his (1974) paper de Waal...

Let {Xn, n = 1} be a stationary sequence of [rho]-mixing random variables satisfying EXn = [mu], EX2n < [infinity], Var Sn/n --> [sigma]2 0. This paper presents a class of estimators of [sigma] and investigates their weak consistency as well as their asymptotic normality. Applications to the self-normalizing central...</[infinity],>

A method is presented for constructing multivariate distributions with any specific set of univariate marginal distributions. This construction provides a rich class of distributions for modeling multivariate data as well as a basis for easily simulating correlated observations. The joint cdf...

We consider in this paper a set of kp-variates from which k unbiased estimates of a multidimensional parameter are obtained. Our goal is to propose an improvement of those estimates based on projections onto lower dimensional spaces. The quality of estimation is measured by the mean square error...

Suppose f is a probability density function in d dimensions, d = 2. A single linkage a-cluster on a sample of size n from the density f is a connected component of the union of balls of volume a, centred at the sample points. Let [lambda]c be the percolation threshold above which a d-dimensional...

The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified...

Several characterizations of multivariate stable distribution are given based on identically distributed random vectors and conditional multivariate stable distribution.