This paper studies a class of models where full identification is not necessarily assumed. We term such models partially identified. It is argued that partially identified systems are of practical importance since empirical investigators frequently proceed under conditions that are best...

Under general conditions the sample covariance matrix of a vector martingale and its differences converges weakly to the matrix stochastic integral ∫₀¹ <italic>BdB′</italic>, where <italic>B</italic> is vector Brownian motion. For strictly stationary and ergodic sequences, rather than martingale differences, a similar result...

Nine leading journals that publish statistical theory are used to provide a data base of institutional and individual research activity in statistics over the period 1980–1986. From this data base, we construct both institutional and individual research rankings according to standardized page...

Using generalized functions of random variables and generalized Taylor series expansions, we provide quick demonstrations of the asymptotic theory for the LAD estimator in a regression model setting. The approach is justified by the smoothing that is delivered in the limit by the asymptotics,...