type="main" xml:id="insr12047-abs-0001" <title type="main">Summary</title>One-sample and multi-sample tests on the concentration parameter of Fisher-von Mises-Langevin distributions on (hyper-)spheres have been well studied in the literature. However, only little is known about their behaviour under local alternatives,...

We propose rank-based estimators of principal components, both in the one-sample and, under the assumption of <italic>common principal components</italic>, in the <italic>m</italic>-sample cases. Those estimators are obtained via a rank-based version of Le Cam's one-step method, combined with an estimation of <italic>cross-information...</italic>

Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under α-stable error densities; most of them are not even rate-optimal. In this paper, we propose an original one-step R-estimation method and investigate its asymptotic performances under...

The standard efficient testing procedures in the Generalized Inverse Gaussian (GIG) family (also known as Halphen Type A family) are likelihood ratio tests, and hence rely on Maximum Likelihood (ML) estimation of the three parameters of the GIG. The particular form of GIG densities, involving...

In recent years, the skew-normal models introduced by Azzalini (1985) [1]-and their multivariate generalizations from Azzalini and Dalla Valle (1996) [4]-have enjoyed an amazing success, although an important literature has reported that they exhibit, in the vicinity of symmetry, singular Fisher...

In recent years, models for (possibly multivariate) skewed distributions have become more and more popular. In the univariate case, Ferreira and Steel (2006) [Ferreira, J.T.A.S., Steel, M.F.J., 2006. A constructive representation of univariate skewed distributions. J. Amer. Statist. Assoc. 101,...