For a stationary autoregressive process of order p and disturbance variance [sigma]2 it is shown that the determinant of the covariance of T (=p) consecutive random variables of the process is ([sigma]2)T [Pi]i,j=1p (1 - wiwj)-1, where w1, ..., wp are the roots of the associated polynomial...

In the balanced multivariate components of variance the likelihood ratio criterion depends on the roots of a determinantal equation involving the "between" and "within" matric sums of squares. The limiting distribution of -2 times the logarithm of the criterion is characterized; it is not a...

The asymptotic distribution of the sample canonical correlations and coefficients of the canonical variates is obtained when the nonzero population canonical correlations are distinct and sampling is from the normal distribution. The asymptotic distributions are also obtained for reduced rank...

A new proof of admissibility of tests in MANOVA is given using Stein's theorem [7]. The convexity condition of Stein's theorem is proved directly by means of majorization rather than by the supporting hyperplane approach. This makes the geometrical meaning of the admissibility result clearer.

In this paper a form of the Lindeberg condition appropriate for martingale differences is used to obtain asymptotic normality of statistics for regression and autoregression. The regression model is yt = Bzt + vt. The unobserved error sequence {vt} is a sequence of martingale differences with...