Exports are instrumental in the development of an economy, particularly developing nations. The Indian Financial System, through commercial bank offer financial resources for promoting exports by providing both pre and post shipment finances. LERMS and Full –convertibility on trade account of...

In this paper it is shown that the quadratic form in an elliptically contoured matrix variate has a constant rank and its nonzero eigenvalues are distinct with probability one if the matrix distribution satisfies certain conditions and the matrix defining the quadratic form is symmetric.

In this paper estimation of the probabilities of a multinomial distribution has been studied. The five estimators considered are: unrestricted estimator (UE), restricted estimator (RE) (under model ), preliminary test estimator (PTE) based on a test of the model , shrinkage estimator (SE) and...

A method is described to obtain the exact moments of ratios of quadratic forms x1 Ax/x1 x, where x is normally distributed with mean [mu] and covariance matrix [Sigma]. The moments of the serial correlation coefficient appear as a particular case.

In this paper some characterization results ofLp-norm spherical distributions are obtained. It is proved that ifX=(X1, ..., Xn)' has aLp-norm spherical distribution having certain independence properties, thenX1, X2, ..., Xnmust be i.i.d. with p.d.f.p(x)[is proportional to]e-xp/c....

A squared multiple correlation ratio of a random vector y on another random vector x is defined by [eta]2(y,x)=V(E(yx))/V(y). The advantages of the present multiple correlation ratio over the one defined by Sampson (1984) are pointed out.

In this paper, exact distribution of the product of independent beta random variables has been derived and its structural form is given together with recurrence relations for the coefficients of this representation. These recurrence relations yield a direct computational algorithm for computing...

We consider the problem of estimating the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution when the scale parameter is known. A decision theoretic approach is taken with squared error as the loss function. We propose two new estimators and show their superior...

In this paper, it is shown that two random matrices have a joint matrix variate normal distribution if, conditioning each one on the other, the resulting distributions satisfy certain conditions. A general result involving more than two matrices is also proved.

Phillips (J. Multivariate Anal. 16 (1985) 157) generalizes Cramer's (Mathematical Methods of Statistics, Princeton University Press, Princeton, NJ, 1946) inversion formula for the distribution of a quotient of two scalar random variables to the matrix quotient case. However, he gives the result...