We propose a nonparametric estimator for the rate of spread of an introduced population. We prove that the limit distribution of the estimator is normal or stable, depending on the behavior of the moment generating function. We show that resampling methods can also be used to approximate the...

Consider a general linear model Y=X[beta]+Z where Cov Z may be known only partially. We investigate carefully the notions of sufficiency, ancillarity, invariance, and equivariance and related notions for projectors in a general linear model. In this way we can prove a Basu type theorem. This...

Let the kp-variate random vector X be partitioned into k subvectors Xi of dimension p each, and let the covariance matrix [Psi] of X be partitioned analogously into submatrices [Psi]ij. The common principal component (CPC) model for dependent random vectors assumes the existence of an orthogonal...

We prove the weak convergence of the empirical process of a(n) close pairs. The limit process is always Gaussian but its form depends on how fast the sequence a(n) goes to zero.

This paper develops a posterior simulation method for a dynamic Tobit model. The major obstacle rooted in such a problem lies in high dimensional integrals, induced by dependence among censored observations, in the likelihood function. The primary contribution of this study is to develop a...

This paper uses the empirical characteristic function (ECF) procedure to estimate the parameters of mixtures of normal distributions. Since the characteristic function is uniformly bounded, the procedure gives estimates that are numerically stable. It is shown that, using Monte Carlo simulation,...