Multivariate Statistics and Probability

Preface

Contributors

In Memoriam

Joint Asymptotic Distribution of Marginal Quantiles and Quantile Functions in Samples from a Multivariate Population

Kernel Estimators of Density Function of Directional Data

On Determination of the Order of an Autoregressive Model

Admissible Linear Estimation in a General Gauss-Markov Model with an Incorrectly Specified Dispersion Matrix

On Moment Conditions for Valid Formal Edgeworth Expansions

Ergodicity and Central Limit Theorems for a Class of Markov Processes

Conditionally Ordered Distributions

A Discounted Cost Relationship

Strong Consistency of M-Estimates in Linear Models

Minimal Complete Classes of Invariant Tests for Equality of Normal Covariance Matrices and Sphericity

Invariance Principles for Changepoint Problems

On the Area of the Circles Covered by a Random Walk

Normed Likelihood as Saddlepoint Approximation

Non-uniform Error Bounds for Asymptotic Expansions of Scale Mixtures of Distributions

Empirical and Hierarchical Bayes Competitors of Preliminary Test Estimators in Two Sample Problems

On Confidence Bands in Nonparametric Density Estimation and Regression

A Note on Generalized Gaussian Random Fields

Smoothness Properties of the Conditional Expectation in Finitely Additive White Noise Filtering

Equivariant Estimation of a Mean Vector μ of N(μ,Σ) with 'Σ-1=1 or Σ-1/2μ=c or Σ = σ2μ'μ1

A Generalized Cauchy—Binet Formula and Applications to Total Positivity and Majorization

Isotonic M-Estimation of Location: Union-Intersection Principle and Preliminary Test Versions

Some Asymptotic Inferential Problems Connected with Elliptical Distributions

Stochastic Integrals of Empirical-Type Processes with Applications to Censored Regression

Nonminimum Phase Non-Gaussian Deconvolution

Inference in a Model with at Most One Slope-Change Point

Maximum Likelihood Principle and Model Selection when the True Model is Unspecified

An Asymptotic Minimax Theorem of Order n-1/2

An Improved Estimation Method for Univariate Autoregressive Models

Paradoxes in Conditional Probability

Inference Properties of a One-Parameter Curved Exponential Family of Distributions with Given Marginals

Asymptotically Precise Estimate of the Accuracy of Gaussian Approximation in Hubert Space

The Estimation of the Bispectral Density Function and the Detection of Periodicities in a Signal

Analysis of Odds Ratios in 2xn Ordinal Contingency Tables

Asymptotic Expansions of the Distributions of Some Test Statistics for Gaussian ARMA Processes

Estimating Multiple Rater Agreement for a Rare Diagnosis

Author Index

Subject Index