In a sequence ofn independent random variables the pdf changes fromf(x, 0) tof(x, 0 + [delta]vn-1) after the firstn[lambda] variables. The problem is to estimate[lambda] [set membership, variant] (0, 1 ), where 0 and [delta] are unknownd-dim parameters andvn -- [infinity] slower thann1/2. Letn...

It is often proposed (R. P. W. Duin, I.E.E.E. Trans. Comput.25 (1976), 1175-1179; J. D. F. Habbema, J. Hermans, and J. Remme, "Compstat 1978" (Corsten and Hermans, Eds.), pp. 178-185, "Compstat 1974" (G. Bruckman, Ed.), pp. 101-110;[16] and [17]) that Kullback-Leibler loss or likelihood...

Applying the non-singular affine transformations AZ + [mu] to a spherically symmetrically distributed variate Z generates the covariance-location model, indexed by the parameters AAT and [mu], consisting of so-called elliptical distributions. We develop an algebraic machinery that simplifies the...

A recursive kernel estimate [summation operator]i = 1n YiK[+45 degree rule](x - Xi)hi)[+45 degree rule][summation operator]j = 1n K((x - Xj)[+45 degree rule]hj) of a regression m(x) = E{YX = x} calculated from independent observations (X1, Y1),..., (Xn, Yn) of a pair (X, Y) of random variables...

In this paper, the set of all bivariate positive quadrant dependent distributions with fixed marginals is shown to be compact and convex. Extreme points of this convex set are enumerated in some specific examples. Applications are given in testing the hypothesis of independence against strict...

Sufficient conditions for asymptotic normality for quadratic forms in {nt - npt} are given, where {nt} are the observed counts with expected cell means {npt}. The main result is used to derive asymptotic distributions of many statistics including the Pearson's chi-square.

A particular class of multivariate negative binomial distributions has probability generating functions of the form I-Q[alpha]I-QS-[alpha], where [alpha]>0 and S=diag(s1, ..., sn). The main results of this paper concern characterizations of the infinitely divisible distributions of this class.

The authors consider various procedures for testing the hypotheses of independence of two sets of variables and certain regression coefficients are zero under multivariate regression model. Various properties of these procedures and the asymptotic distributions associated with these procedures...

When n = 3 using methods similar to the author's (1984, J. Multivariate Anal.15, 261-276), an analog of the central limit theorem is obtained for rotation-invariant random variables on the space[Weierstrass p]n of positive n - n real matrices (the symmetric space of the general linear group...

This paper contains three main results: In the first result a correspondence principle between semistable measures on Lp, 1 = p [infinity], and Banach space valued semistable processes is established. In the second result it is shown that the paths of a Banach space valued semistable process...