We present a new method for constructing exact distribution-free tests (and confidence intervals) for variables that can generate more than two possible outcomes. This method separates the search for an exact test from the goal to create a non- randomized test. Randomization is used to extend...

Small sample properties are of fundamental interest when only limited data is avail- able. Exact inference is limited by constraints imposed by speci.c nonrandomized tests and of course also by lack of more data. These e¤ects can be separated as we propose to evaluate a test by comparing its...

We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regression models with errors--in--variables, in the case where various data sets are merged into a single analysis and the observable variables deviate possibly from normality....

We consider adaptive sequential lossy coding of bounded individual sequences when the performance is measured by the sequentially accumulated mean squared distortion. The encoder and the decoder are connected via a noiseless channel of capacity $R$ and both are assumed to have zero delay. No...

Customer choice behavior, such as 'buy-up' and 'buy-down', is an important phe-nomenon in a wide range of industries. Yet there are few models or methodologies available to exploit this phenomenon within yield management systems. We make some progress on filling this void. Specifically, we...

A class of composite estimators of small area quantities that exploit spatial (distancerelated) similarity is derived. It is based on a distribution-free model for the areas, but the estimators are aimed to have optimal design-based properties. Composition is applied also to estimate some of the...

We obtain minimax lower and upper bounds for the expected distortion redundancy of empirically designed vector quantizers. We show that the mean squared distortion of a vector quantizer designed from $n$ i.i.d. data points using any design algorithm is at least $\Omega (n^{-1/2})$ away from the...

We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the...