When missing data are either missing completely at random (MCAR) or missing at random (MAR), the maximum likelihood (ML) estimation procedure preserves many of its properties. However, in any statistical modeling, the distribution specification for the likelihood function is at best only an...

The traditional Bayesian factor analysis method is extended. In contrast to the case for previous studies, the matrix variate t-distribution is utilized to provide a prior density on the latent factors. This is a natural extension of the traditional model and yields many advantages. The crucial...

This paper examines the estimation of an indirect signal embedded in white noise on vector bundles. It is found that the sharp asymptotic minimax bound is determined by the degree to which the indirect signal is embedded in the linear operator. Thus when the linear operator has polynomial decay,...

We present a new method for estimating the frontier of a sample. The estimator is based on a local polynomial regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the bandwidth goes to zero. We give conditions on these two parameters...

Classes of shape mixtures of independent and dependent multivariate skew-normal distributions are considered and some of their main properties are studied. If interpreted from a Bayesian point of view, the results obtained in this paper bring tractability to the problem of inference for the...

We consider a class of matrices of the form , where Xn is an nxN matrix consisting of i.i.d. standardized complex entries, is a nonnegative definite square root of the nonnegative definite Hermitian matrix An, and Bn is diagonal with nonnegative diagonal entries. Under the assumption that the...

We consider the numerical evaluation of one-dimensional projections of general multivariate stable densities introduced by Abdul-Hamid and Nolan [H. Abdul-Hamid, J.P. Nolan, Multivariate stable densities as functions of one dimensional projections, J. Multivariate Anal. 67 (1998) 80-89]. In...

In this paper some identities and inequalities which involve the joint distribution of order statistics in a set of dependent and nonidentically distributed random variables are derived. These identities and inequalities provide a unified way to handle the joint distribution of order statistics...

In this paper we consider the space of those probability distributions which maximize the q-Rényi entropy. These distributions have the same parameter space for every q, and in the q=1 case these are the normal distributions. Some methods to endow this parameter space with a Riemannian metric...

A class of discriminant rules which includes Fisher's linear discriminant function and the likelihood ratio criterion is defined. Using asymptotic expansions of the distributions of the discriminant functions in this class, we derive a formula for cut-off points which satisfy some conditions on...