A general notion of trimmed regions for empirical distributions in d-space is introduced. The regions are called weighted-mean trimmed regions. They are continuous in the data as ...
The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
Let S be a p × p random matrix having a Wishart distribution Wp(n, n−1Σ). For testing a general covariance structure Σ = Σ(ξ), we consider a class of test statistics Th = n...
We consider the problem minx(x−t) A(x−t) subject to x Bx + 2b x = k where A is positive definite or positive semidefinite. Commonly occurring statistical variants of this pro...
This paper suggests a new technique to construct first order Markov processes using products of copula functions, in the spirit of Darsow et al. (1992). The approach requires the...