This work aims to predict exponentials of mixed effects under a multivariate linear regression model with one random factor. Such quantities are of particular interest in prediction problems where the dependent variable is the logarithm of the variable that is the object of inference....

A robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distributions. Finite sample and robustness properties are studied and compared to other robust correlation estimators by...

We derive the asymptotical distributions of two-sample U-statistics and two-sample empirical U-quantiles in the case of weakly dependent data. Our results apply to observations that can be represented as functionals of absolutely regular processes, including e.g. many classical time series...