This article proposes a method of moments technique for estimating the sparsity of signals in a random sample. This involves estimating the largest eigenvalue of a large Hermitian trigonometric matrix under mild conditions. As illustration, the method is applied to two well-known problems. The...

This article is concerned with the estimation of the integral of a squared regression function using Latin hypercube sampling. A class of generalized nearest-neighbour estimators is proposed and their properties are investigated with respect to various smoothness classes of regression functions....

This article considers the use of adaptive ridge classification rules for classifying an observation as coming from one of two multivariate normal distributionsN([mu](1), [Sigma]) andN([mu](2), [Sigma]). In particular, the asymptotic expected error rates for a general class of these rules...

Let S1 and S2 be two independent p - p Wishart matrices with S1 ~ Wp([Sigma]1, n1) and S2 ~ Wp([Sigma]2, n2). We wish to estimate [zeta] = [Sigma]2[Sigma]1-1 under the loss function L1 = tr([zeta] - [zeta])' [Sigma]2-1([zeta] - [zeta]) [Sigma]1/tr [zeta]. By extending the techniques of Berger,...