Many applications from economic and financial practice lead to optimization problems depending on a probability measure. A complete knowledge of the "underlying" measure is a necessary assumption to determine an exact optimal solution and an exact optimal value. Since this condition is not...

We propose two versions of asymptotically distribution free empirical processes. When a composite null hypothesis contains a family of distributions indexed by a one dimensional parameter space, and when that single parameter is estimated by maximum likelihood, the resulting distribution free...

A common goal in modeling and data mining is to determine, based on sample data, whether or not a change of some sort has occurred in a quantity of interest. The study of statistical problems of this nature is typically referred to as change point analysis. Though change point analysis...

<Para ID="Par1">We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure convergence of our estimators, together with a quadratic strong...</para>

Inference about population parameters could be improved using non- sample prior information (NSPI) from reliable sources along with the available data. This paper studies the problem of testing the intercept parameter of a simple regression model when NSPI is available on the value of the slope....