Let Y be an nxp multivariate normal random matrix with general covariance [Sigma]Y. The general covariance [Sigma]Y of Y means that the collection of all np elements in Y has an arbitrary npxnp covariance matrix. A set of general, succinct and verifiable necessary and sufficient conditions is...

Singh (1998, Ann. Statist. 20, 1719-1732.) obtains a general formula for computing the breakdown point for the qth bootstrap quantile of a statistic Tn. Here we study the break-down points for the qth quantile of some second-order accurate bootstrap methods. The breakdown point has to be...

Existing Bayesian model selection procedures require the specification of prior distributions on the parameters appearing in every model in the selection set. In practice, this requirement limits the application of Bayesian model selection methodology. To overcome this limitation, we propose a...