MA
2011
Springer
12 years 11 months ago
2011
Springer
MA
2011
Springer
12 years 11 months ago
2011
Springer
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 ...
MA
2011
Springer
12 years 11 months ago
2011
Springer
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...
MA
2011
Springer
12 years 11 months ago
2011
Springer
: By combining the findings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals Fn ...
MA
2011
Springer
12 years 11 months ago
2011
Springer
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...
MA
2011
Springer
12 years 11 months ago
2011
Springer
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...
MA
2011
Springer
12 years 11 months ago
2011
Springer
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 ...
MA
2011
Springer
12 years 11 months ago
2011
Springer
MA
2011
Springer
12 years 11 months ago
2011
Springer
The class of dual φ-divergence estimators (introduced in Broniatowski and Keziou (2009) [6]) is explored with respect to robustness through the influence function approach. For ...
MA
2011
Springer
12 years 11 months ago
2011
Springer
The ratio of the largest eigenvalue divided by the trace of a p×p random Wishart matrix with n degrees of freedom and identity covariance matrix plays an important role in variou...