An algorithm and error analysis are presented for finding the maximum likelihood estimator of the noncentrality parameter of the [chi]2 and F distributions.

We give the asymptotic statistical theory (strong consistency and asymptotic normality) of a modified least-square-estimator for the parameters of a linear time discrete Kalman-filter-system. The method of proof uses a strong law of large numbers for martingale difference and ergodic sequences...

We propose a class of procedures for choosing the bandwidth, or smoothing parameter, for linear nonparametric estimates of the rth derivative of a smooth function observed with error on a discrete set of points. These procedures are based on minimizing a nearly unbiased estimate of the...

Let X be distributed independent of a nonnegative definite symmetric random matrix T, where X = [x1,...,xn]: p - n and x1,...,xn is a sample from an isotropic population and the second moments of the norm xi (i = 1,2,...,n) exist. In this paper, the authors prove that the limit of the spectral...

Several general results are presented whereby various properties of independence or conditional independence between certain random variables may be deduced from the symmetries enjoyed by their joint distributions. These are applied to the distributions of sample correlation and canonical...

"Kriging" is the name of a parametric regression method used by hydrologists and mining engineers, among others. Features of the kriging approach are that it also provides an error estimate and that it can conveniently be employed also to estimate the integral of the regression function. In the...

This paper deals with two criteria for selection of variables for the discriminant analysis in the case of two multivariate normal populations with different means and a common covariance matrix. One is based on the estimated error rate of misclassification. The other uses Akaike's information...

A complete solution is provided to a problem posed by [5] and reformulated by [1] regarding a characterization of (positive and negative) multinomial distributions based, among other things, on the properties of regression in power series distributions.

First, the second-order bias of the estimator of the autoregressive parameter based on the ordinary least squares residuals in a linear model with serial correlation is given. Second, the second-order expansion of the risk matrix of a generalized least squares estimator with the above estimated...

Given i.i.d. point processes N1, N2,..., let the observations be p-thinnings N'1, N'2,..., where p is a function from the underlying space E (a compact metric space) to [0, 1], whose interpretation is that a point of Ni at x is retained with probability p(x) and deleted with probability 1-p(x)....