We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in Giraitis et al. [L. Giraitis, R. Leipus, A. Philippe, A test for stationarity versus trends and unit roots for a wide class of dependent errors,...

The usual confidence set for a multivariate mean vector can be improved upon by recentering the set at a Stein-type estimator: this fact is known to be true under many different distributional assumptions. Thus far, however, the case of unknown variance has not been dealt with analytically. In...

The estimation of the location parameter of a spherically symmetric distribution was greatly improved by Berger and Brandwein. But the authors conditions on the shrinkage estimators depend upon the complete knowledge, up to the location parameter, of the distribution of the observations. We give...