An inequality for Lp-norms with respect to the multivariate normal distribution

Screening for a Multivariate Mixture Normal Distribution

HYPOTHESIS TESTING FOR AN EXCHANGEABLE NORMAL DISTRIBUTION

Consider an exchangeable normal vector with parameters ????2, and ?. On the basis of a vector observation some tests about these parameters are found and their properties are discussed. A simulation study for these tests and a few nonparametric tests are presented. Some advantages and disadvantages of these tests are discussed and a few applications are given.

screening for a multivariate mixture normal distribution

An Accept-Reject Algorithm For the Positive Multivariate Normal Distribution

The need to simulate from a positive multivariate normal distribution arises in several settings, specifically in Bayesian analysis. A variety of algorithms can be used to sample from this distribution, but most of these algorithms involve Gibbs sampling. Since the sample is generated from a Markov chain, the user has to account for the fact that sequential draws in the sample depend on one ano...

Admissible Estimators in the General Multivariate Linear Model with Respect to Inequality Restricted Parameter Set

By using themethods of linear algebra andmatrix inequality theory, we obtain the characterization of admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. In the classes of homogeneous and general linear estimators, the necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are establi...