Control limits in traditional Multivariate Quality Control Charts (MQCC), such as Hotelling's T control chart, Multivariate Cumulative Sum (MCUSUM) and Multivariate Exponentially-Weighted Moving Average (MEWMA) control charts are based on multivariate normal assumption. This assumption is not usually satisfied, especially in real life applications. The purpose of a control chart based on suppor...

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to a fair range of different statistical estimation problems, including Cox regression, logistic and Poisson regression, least absolute deviation regression ou...

We propose a new GMM criterion for models defined by conditional moment restrictions based on local averaging. It resembles a statistic based on smoothing techniques used in specification testing. Depending on whether the smoothing parameter is fixed or decreases to zero with the sample size, our approach defines a whole class of estimators. We show that consistency and asymptotic normality fol...

The multivariate normality of stock returns is a crucial assumption in many tests of assets pricing models. While past Australian research has examined the univariate normality of returns, univariate test statistics are unreliable for testing multivariate normality since they ignore the contemporaneous correlation between asset returns. This paper utilises a multivariate test procedure, based o...

Abstract. The system of weak normality equations constitutes a part in the complete system of normality equations. Solutions of each of these two systems of equations are associated with some definite classes of Newtonian dynamical systems in Riemannian manifolds. In this paper for the case of simplest flat Riemannian manifold M = R with n> 3 we show that there exist solutions of weak normality...