MAM
2011
13 years 6 months ago
2011
MA
2011
Springer
13 years 6 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
13 years 6 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
13 years 6 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
13 years 6 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
13 years 6 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
13 years 6 months ago
2011
Springer
MA
2011
Springer
13 years 6 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
13 years 6 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...
MA
2011
Springer
13 years 6 months ago
2011
Springer
Since the initial work on spatial statistical models developed in Bhattacharyya, Khalil and Richardson (1996), Basu and Reinsel (1993), Güyon (1995), Martin (1979, 1990, 1996), Ja...