Linear models in which the unobserved error constitutes a realization of some stationary ARMA process or, equivalently, ARMA processes with a linear regression trend, are considered under unspecified innovation densities. Due to serial dependence among the observations, the classical rank-based...

The asymptotic consistency of the bootstrap approximation of the vector of the marginal generalized quantiles of U-statistic structure (multivariate U-quantiles for short) is established. The asymptotic accuracy of the bootstrap approximation is also obtained. Extensions to smooth functions of...

Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted...

Consider a triangular array Xn1, ..., Xnn, n[set membership, variant] 1, of rowwise independent random elements with values in a measurable space. Suppose there exists [theta] [set membership, variant] [0, 1)such that Xn1, ..., Xn[n[theta] ] have distribution [nu]1 and Xn[n[theta]] + 1(n), ...,...

In this paper we derive almost sure convergence of kernel-type conditional U-statistics in pth mean under mild conditions on the smoothing parameter. An application to discrimination is discussed in detail.

In univariate calibration, two standard estimators are usually opposed: the classical estimator and the inverse regression estimator. Controversies have followed the use of both estimators and we consider them from a decision-theoretic perspective, establishing the inadmissibility of the...

Properties of conditional expectation and metric projection for multivariate symmetric stable distributions are studied. Linear filtering, smoothing, and prediction problems for a discrete time stable linear model with constant coefficients are solved.

The fundamentals of information theory and also their applications to testing statistical hypotheses have been known and available for some time. There is currently a new and heterogeneous development of statistical procedures, based on information measures, scattered through the literature. In...

A direct approach to derive dependence properties among the hitting times of two processes has been initiated by N. Ebrahimi (1987, J. Appl. Probab. 24 115-122) and explored further by N. Ebrahimi and T. Ramalingam (1988, J. Appl. Probab. 25 355-362; 1989, J. Appl Probab. 26 287-295). In this paper...

For a left elliptically contoured n - p random matrix Y LECn - p([mu], K, [phi]), the mth order moment E([circle times operator]mY) is obtained in terms of [mu], K, and [phi]. When K = B [circle times operator] C, LECn - p([mu], K, [phi]) is the conventional multivariate left elliptically...