We consider the problem of testing bivariate symmetry in matched pair experiments where (X1, X2) are time measurements such as failure or survival times. The observations are subject to random right censoring so that what is observed is Yj = min(Xj, Zj) and [delta]j = I(Xj = Yj), j = 1, 2, where...

A multivariate extension of Cohen's (1972, J. Amer. Statist. Assoc. 67 382-387) result on interval estimation of normal variance is made in this article. Based on independent random matrices X : p - m and S : p - p distributed, respectively, as Npm([mu], [Sigma] [circle times operator] Im) and...

A canonical decomposition of two factor spaces obtained from the same variables observed on two populations is considered to obtain statistics of use in the comparison of these spaces. In particular, statistics are derived to test for a common factor space. The asymptotic distributions of these...

It has been proved (Sklar, 1959, Publ. Inst. Statist. Univ. Paris 8 229-231) that any multivariate distribution function depends on its arguments only through its marginal distributions. An analogous result will be proved in the general framework of probability measures on (Polish) product...

We consider estimation of the bivariate survival function F(s,t) under bivariate random right censoring. It is shown that the bivariate product integral estimator can be written as , where is a sum of mean zero iid processes and is a remainder term of order O((n-1logn)1/2 (n-1log logn)1/8) a.s....

Suppose a random vector X has a multinormal distribution with covariance matrix [Sigma] of the form [Sigma] = [Sigma]i=1k [theta]iMi, where Mi's form a known complete orthogonal set and [theta]i's are the distinct unknown eigenvalues of [Sigma]. The problem of estimation of [Sigma] is considered...

Let [mu] be an infinitely divisible measure on a finite dimensional vector space. The problem of the existence and the uniqueness of independent martingals for [mu] is studied. A more detailed description is given for operator semi-stable measures. The results obtained generalize those proved...

A unified approach of treating multivariate linear normal models is presented. The results of the paper are based on a useful extension of the growth curve model. In particular, the finding of maximum likelihood estimators when linear restrictions exist on the parameters describing the mean in...

We prove a functional law of the iterated logarithm (FLIL) for m-variate von-Mies-functionals and U-statistics, thereby extending the bounded LIL, recently established by Dehling, Denker and Philipp. Using an almost sure invariance principle for von-Mises-functionals this result also implies the...

Stochastic convergence and almost sure convergence are studied for weighted sums Sn = [Sigma]k = 1kn ankXk of random variables taking values in a Banach space B. These convergence properties are obtained under various regularity assumptions on the sequence (Xn). For instance, the following set...