Restricted maximum likelihood (REML) estimation is a method employed to estimate variance-covariance parameters from data that follow a Gaussian linear model. In applications, it has either been conjectured or assumed that REML estimators are asymptotically Gaussian with zero mean and variance...

Assuming a general linear model with known covariance matrix, several linear and nonlinear predictors are presented and their properties are discussed. In the context of simultaneous multiple prediction, a total sum of squared errors is suggested as a loss function for comparing predictors....

The polling network considered here consists of a finite collection of stations visited successively by a single server who is following a Markovian routing scheme. At every visit of a station a positive random number of the customers present at the start of the visit are served, whereupon the...

In an M/G/1 environment with finite waiting room, the server, for each new customer to be served, may choose any of k different service modes. Under a certain cost structure and certain assumptions about the different "speeds" of service it is shown that the search for an optimal policy can be...

Generalized semi-Markov schemes were introduced by Matthes in 1962 under the designation 'Bedienungsschemata' (service schemes). They include a large variety of familiar stochastic models. It is shown in this paper that under appropriate regularity conditions the associated stochastic process...