For a distribution [mu] on the unit interval we define the associated perpetuity [Psi]([mu]) as the distribution of 1+X1+X1X2+X1X2X3+..., where (Xn)n[set membership, variant] is a sequence of independent random variables with distribution [mu]. Such quantities arise in insurance mathematics and...

Given a statistical model for data which take values in Rd and have elliptically distributed errors, and affine equivariant estimators [mu] and [mu] of a mean vector in Rd[circle times operator]Rn and a d - d scatter matrix, expressions are given for the covarances of the estimators in terms of...