This article is concerned with the estimation of the integral of a squared regression function using Latin hypercube sampling. A class of generalized nearest-neighbour estimators is proposed and their properties are investigated with respect to various smoothness classes of regression functions....

Let S1 and S2 be two independent p - p Wishart matrices with S1 ~ Wp([Sigma]1, n1) and S2 ~ Wp([Sigma]2, n2). We wish to estimate [zeta] = [Sigma]2[Sigma]1-1 under the loss function L1 = tr([zeta] - [zeta])' [Sigma]2-1([zeta] - [zeta]) [Sigma]1/tr [zeta]. By extending the techniques of Berger,...

This article considers the use of adaptive ridge classification rules for classifying an observation as coming from one of two multivariate normal distributionsN([mu](1), [Sigma]) andN([mu](2), [Sigma]). In particular, the asymptotic expected error rates for a general class of these rules...

This article proposes a method of moments technique for estimating the sparsity of signals in a random sample. This involves estimating the largest eigenvalue of a large Hermitian trigonometric matrix under mild conditions. As illustration, the method is applied to two well-known problems. The...