In order to develop meaningful statistical control limits when applicable based upon the normal distribution, the mean and the standard deviation of a population must be known. In cases when an accurate approximation of the standard deviation is not known, the calculation of reasonable...

The Wishart distribution has long been a useful tool for modeling covariance structures. According to Gyndikin’s theorem, the degrees of freedom (df) for a Wishart distribution can be any real number belonging to the Gyndikin set, either integer-valued or fractional. However, the fractional-df...

The lasso and its variants have attracted much attention recently because of its ability of simultaneous estimation and variable selection. When some prior knowledge exists in applications, the performance of estimation and variable selection can be further improved by incorporating the prior...

This study describes a method for incorporating external estimates of intraclass correlation to improve the precision for the analysis of an existing group-randomized trial. The authors use a random-effects meta-analytic approach to pool the information across studies, which takes into account...

This article builds on the previous article by Blitstein et al. (2005), which showed how external estimates of intraclass correlation can be used to improve the precision for the analysis of an existing group randomized trial. The authors extend that work to sample size estimation and power...

In this paper, we consider multivariate models for returns on Russian equities based on normal distribution, t-distribution with scalar degrees of freedom parameter and t-distribution with vector degrees of freedom parameter. Our models capture autocorrelation, volatility clustering, dynamic...

This article on survey methodology addresses the problem of estimating degrees of freedom values from stratified multistage designs when a small number of primary sampling units (PSUs) are selected per stratum. Due to the small number of PSUs selected, the traditional Satterthwaite-based degrees...

The residuals obtained from fitting a structural equation model are crucial ingredients in obtaining chi-square goodness-of-fit statistics for the model. The authors present a didactic discussion of the residuals, obtaining a geometrical interpretation by recognizing the residuals as the result...