partially supported by National Council of Science and Technology(CONACYT)-Mexico,research grant 81512;Research,Development and Innovation(IDI)-Spain,grant MTM2005-09209
In this paper, we give alternative proofs of some results in [15] (Li R.,1997) about the expected value of zonal polynomials.
Supported by the National Natural Science Foundation of China (No. 11171065 and NSFJSBK2011058)
The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors. The elliptical class includes several symmetric multivar...
In this paper, we propose a new approach to the test of elliptical symmetry based on theprojection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. Thelimiting null distributions of the ne...
Invariant polynomials with matrix arguments have been defined by the theory of group representation, generalizing the zonal polynomials. They have developed as a useful tool to evaluate certain integrals arising in mu...
In this paper, we consider the estimation of a scatter matrix under entropy loss, quadratic loss, when the samples x(1),…,x(n) are i.i.d. and x(1) ̄ECp(μ,Σ,f). With respect to entropy and quadratic losses, we obtai...
This research was supported by grant DA01070 from the U. S Public Health Servies. Production assistance of Jnlie Speckart is gratefully acknowledged. Requests for reprints should be sent to: P. M. Bentler. Department of Psychology, University of Californ
Mardia (1970) defined a measure of multivariate kurtosis and derived its asymptotic distributionfor samples from a multivariate normal population. Some new results on elliptical distributions areused to extend Mardia'...