Birnbaum and Saunders introduced in 1969 a two-parameter lifetime distribution which has been used quite successfully to model a wide variety of univariate positively skewed data. Diaz-Garcia and Leiva-Sanchez [8] proposed a generalized Birnbaum–Saunders distribution by using an elliptically...

Validity of Wagle’s multivariate extension of the Durbin randomization device is directly proved and some vague points of the original paper are clarified. The device is then used in a non-standard way to obtain asymptotic distributions of some functions of the multivariate Gaussian sample...

Let the kp-variate random vector X be partitioned into k subvectors Xi of dimension p each, and let the covariance matrix [Psi] of X be partitioned analogously into submatrices [Psi]ij. The common principal component (CPC) model for dependent random vectors assumes the existence of an orthogonal...

Chirp signals play an important role in the statistical signal processing. Recently Kundu and Nandi (2008) [8] derived the asymptotic properties of the least squares estimators of the unknown parameters of the chirp signals model in the presence of stationary noise. Unfortunately they did not...