Archibald and Knopfmacher recently considered the largest missing value in a composition of an integer and established mean and variance. Our alternative, probabilistic approach p...
Let W be a finite reflection group. For a given w ∈ W, the following assertion may or may not be satisfied: (∗) The principal Bruhat order ideal of w contains as many elemen...
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...
An operational framework is developed for testing stationarity relatively to an observation scale. The proposed method makes use of a family of stationary surrogates for defining ...