Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper...

A new mixture representation is given for a generalized multivariate t distribution. It is used to derive expressions for characteristic function and distribution of quadratic forms.

An estimator is said to be of orders0 if its bias has magnitude n−s, where n is the sample size. We give delta estimators and jackknife estimators of order four for smooth functions of the parameters of a multinomial distribution. An unbiased estimator is given for its density function. We...

The recent paper by Alshabani et al. [Partial size-and-shape distributions, J. Multivariate Anal. (2006), in press] derived the partial size-and-shape distributions motivated by a study in human movement analysis. The paper contained three main results (referred to as Results 1-3), each deriving...

Mehler gave an expansion for the standard bivariate normal density. Kibble extended it to a multivariate normal density whose covariance is a correlation matrix. We give extensions of these expansions for general covariances.

The distributions of the ratio X/Y are derived when (X,Y) has the elliptically symmetric Pearson-type II distribution, elliptically symmetric Pearson-type VII distribution and the elliptically symmetric Kotz-type distribution.

Edgeworth-type expansions are given for the distribution of (normalized versions of) the amplitude and phase of the mean of a sample of complex random variables. These expansions are transformed to polar forms with applications to modeling signals from a cell-phone. Limiting distributions of...