In this paper, the likelihood ratio approach is applied for measuring evidence provided by record data in favor of a hypothesis against an alternative under a random sampling scheme. Explicit expressions for probabilities of observing strong and weak evidences are derived. Asymptotic behaviors...

The multisample version of the Cucconi rank test for the two-sample location-scale problem is proposed. Even though little known, the Cucconi test is of interest for several reasons. The test is compared with some Lepage-type tests. It is shown that the multisample Cucconi test is slightly more...

The paper deals with the matter of producing geographical domains estimates for a variable with a spatial pattern in presence of incomplete information about the population units location. The spatial distribution of the study variable and its eventual relations with other covariates are modeled...

The stable distribution, in its many parametrizations, is central to many stochastic processes. Many random variables that occur in the study of Lévy processes are related to it. Good progress has been made recently for simulating various quantities related to the stable law. In this note, we...

Conventional, parametric multinomial logit models are in general not sufficient for capturing the complex structures of electorates. In this paper, we use a semiparametric multinomial logit model to give an analysis of party preferences along individuals’ characteristics using a sample of the...

Effect size is a concept that can be especially useful in bioequivalence and studies designed to find important and not just statistically significant differences among responses to treatments based on independent random samples. We develop and explore a new effect size related to a maximal...

This paper deals with the topic of revisions in macroeconomic Italian data with the aim of investigating whether consecutive vintages published by the National Statistical Institute contain useful information for economic analysis and forecasting. The rationality of the revisions process is...

We contribute to the discussion of the paper by Devroye and James, by reviewing some of the most meaningful results that relate the unilateral stable distribution with the asymptotic behavior of the so-called Ewens-Pitman sampling model. Our focus is then on how these results have been exploited...

In this paper, we propose a data-driven model selection approach for the nonparametric estimation of covariance functions under very general moments assumptions on the stochastic process. Observing i.i.d replications of the process at fixed observation points, we select the best estimator among...

Given a stationary multidimensional spatial process <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\left\{ Z_{\mathbf{i}}=\left( X_{\mathbf{i}},\ Y_{\mathbf{i}}\right) \in \mathbb R ^d\right. \left. \times \mathbb R ,\mathbf{i}\in \mathbb Z ^{N}\right\} $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mfenced close="" open="{" separators=""> <msub> <mi>Z</mi> <mi mathvariant="bold">i</mi> </msub> <mo>=</mo> <mfenced close=")" open="(" separators=""> <msub> <mi>X</mi> <mi mathvariant="bold">i</mi> </msub> <mo>,</mo> <mspace width="4pt"/> <msub> <mi>Y</mi> <mi mathvariant="bold">i</mi> </msub> </mfenced> <mo>∈</mo> <msup> <mi mathvariant="double-struck">R</mi> <mi>d</mi> </msup> </mfenced> <mfenced close="}" open="" separators=""> <mo>×</mo> <mi mathvariant="double-struck">R</mi> <mo>,</mo> <mi mathvariant="bold">i</mi> <mo>∈</mo> <msup> <mi mathvariant="double-struck">Z</mi> <mi>N</mi> </msup> </mfenced> </mrow> </math> </EquationSource> </InlineEquation>, we investigate a...</equationsource></equationsource></inlineequation>