In this note, a family of multivariate extremal distributions proposed by Gumbel (1960) is characterized among those whose dependence function is an Archimedean copula. The domains of attraction of Gumbel's distributions are also determined within this class.

The product-limit estimator calculated from data subject to random left-truncation relies on the testable assumption of quasi-independence between the failure time and the truncation time. In this paper, we propose a model for a truncated sample of pairs (X-sub-i,Y-sub-i) satisfying Y-sub-i ...

We investigate the nonparametric estimation of Kendall's coefficient of concordance, τ, for measuring the association between two variables under bivariate censoring. The proposed estimator is a modification of the estimator introduced by Oakes (1982), using a Horvitz-Thompson-type correction...

The limiting null distribution of Kent's (1982) statistic, to test whether a sample comes from the Fisher distribution is derived when ?, the concentration parameter, goes to [infinity]. A modification is suggested, the limiting null distribution of which is [xi]22 when either ? or n, the sample...

This note provides a new expression for the variance of the trimmed mean in terms of product moments of order statistics. An exact expression for the bias of the estimator of the variance of trimmed mean is also provided. As an illustration, exact calculations are carried out for small samples...

This article introduces Rcapture, an R package for capture-recapture experiments. The data for analysis consists of the frequencies of the observable capture histories over the t capture occasions of the experiment. A capture history is a vector of zeros and ones where one stands for a capture...

The product limit estimator is arguably the most popular method of estimating survival probabilities in homogeneous samples. When the survival time and the censoring time are dependent, the product-limit estimator is an inconsistent estimator of the marginal survival function. Recently M. Zheng...