We prove a central limit theorem for the asymptotic joint distribution of non-linear statistics of the form [summation operator]l = 1N XNltItlIt+1,l, 1 [less-than-or-equals, slant] t [less-than-or-equals, slant] r - 1, and linear statistics of the form [summation operator]l = 1N XNltItl, 1...

Missing data often arise in practice. The commonly employed approach to handle the missing data is imputation, which is effective when the missing mechanism is known and each subject in the data set misses at random. However, the situation where the imputation is not appropriate often emerged....

An observation is to be classified into one of several multivariate normal populations with equal covariance matrix. When the parameters are unknown, independent training samples are taken from the populations. We consider the construction of confidence intervals for the conditional error rate....