Suppose a population contains individuals who may be subject to failure with exponentially distributed failure times, or else are "immune" to failure. We do not know which individuals are immune but we can infer their presence in a data set if many of the largest failure times are censored. We...

An S-estimator of regression is obtained by minimizing an M-estimator of scale applied to the residuals ri. On the other hand, a generalized S-estimator (or GS-estimator) minimizes an M-estimator of scale based on all pairwise differences ri - rj. Generalized S-estimators have similar robustness...

Suppose that pn(· ; [theta]) is the joint probability density of n observations which are not necessarily i.i.d. In this paper we discuss the estimation of an unknown parameter u of a family of "curved probability densities" defined by M = {pn(· ; [theta](u)), dim u dim [theta]} embedded...

This paper generalizes an identity for the Wishart distribution (derived independently by C. Stein and L. Haff) to the noncentral Wishart distribution. As an application of this noncentral Wishart identity, we consider the problem of estimating the noncentrality matrix of a noncentral Wishart...

We investigate the dense and sparse regions of a d-dimensional Poisson process and establish strong laws for both the maximal and the minimal number of points in families of sets of a certain volume.

It is shown, under fairly general conditions, that Efron's bootstrap procedure captures the limit distribution of weighted empirical processes based on M-estimated residuals in multiple linear regression models. As an application, we construct bootstrap confidence bands for the error...

Let [mu] be a probability measure on R2 and let u [set membership, variant] (0, 1). A bivariate u-trimmed region D(u), defined as the intersection of all halfplanes whose [mu]-probability measure is at least equal to u, is studied. It is shown that D(u) is not empty for u sufficiently close to 1...

The problem of finding admissible and asymptotically optimal (in the sense of Robbins) compound and empirical Bayes rules is investigated, when the component problem is estimation of the mean of a Gaussian distribution (with a known one-to-one covariance C) on a real separable infinite...

A weak convergence of the weighted empirical U-statistic with respect to the Skorohod topology is obtained for absolutely regular random variables. It is a generalization of the results of F. H, Ruymgaart and M. C. A. van Zuijlen (1991, J. Statist. Plann. Inference) for i.i.d. random variables.

We consider a stationary time series {Xt} given by Xt = [Sigma]k[psi]kZt - k, where the driving stream {Zt} consists of independent and identically distributed random variables with mean zero and finite variance. Under the assumption that the filtering weights [psi]k are squared summable and...