Let be a sequence of d-dimensional stationary Gaussian vectors, and let denote the partial maxima of . Suppose that there are missing data in each component of and let denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random...

We consider the mixed AR(1) time series model when Xt has the two parameter beta distribution , p[set membership, variant](0,1],q1. Special attention is given to the case p=1 when the marginal distribution is approximated by the power law distribution closely connected with the two parameter...

Let and be independent n×n complex matrices with elements i.i.d. as X1+iX2 and Y1+iY2, respectively, where i=(-1)1/2, X1 and X2 are independent and identically distributed, Y1 and Y2 are independent and identically distributed. We obtain Edgeworth expansions for the distribution of any element...

The aim of the present paper is to study the distributions of product of two independent random variables X and Y which are not everywhere positive. We have taken X to be a type II Bessel function random variate whereas Y belongs to one of normal, Pearson VII or Maxwell-Boltzmann families of...