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03/18/2023
Complete Asymptotic Expansions and the High-Dimensional Bingham Distributions
Let X denote a random vector having a Bingham distribution on 𝒮^d-1, the...
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03/17/2023
Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
We consider the truncated multivariate normal distributions for which ev...
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06/21/2022
A Continuous-Time Markov Chain Model for the Spread of COVID-19
Since late 2019 the novel coronavirus, also known as COVID-19, has cause...
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06/21/2022
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices
We consider random walks on the cone of m × m positive definite matrices...
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06/21/2022
A Basic Treatment of the Distance Covariance
The distance covariance of Székely, et al. [23] and Székely and Rizzo [2...
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04/13/2022
Product Inequalities for Multivariate Gaussian, Gamma, and Positively Upper Orthant Dependent Distributions
The Gaussian product inequality is an important conjecture concerning th...
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10/15/2020
Mean Shrinkage Estimation for High-Dimensional Diagonal Natural Exponential Families
Shrinkage estimators have been studied widely in statistics and have pro...
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04/12/2019
Independence Properties of the Truncated Multivariate Elliptical Distributions
Truncated multivariate distributions arise extensively in econometric mo...
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03/06/2019
Integral Transform Methods in Goodness-of-Fit Testing, II: The Wishart Distributions
We initiate the study of goodness-of-fit testing when the data consist o...
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02/13/2019
Dependence Properties of B-Spline Copulas
We construct by using B-spline functions a class of copulas that include...
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10/16/2018
Integral Transform Methods in Goodness-of-Fit Testing, I: The Gamma Distributions
We apply the method of Hankel transforms to develop goodness-of-fit test...
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03/03/2018
