We propose identi…cation robust inference methods for structural multivariate factor models with rank restrictions. Such models involve nonlinear reduced rank restrictions whose identi…cation may raise serious non-regularities leading to the failure of standard asymptotics. First, we prove several invariance and nuisance-parameter reduction results for commonly used eigenvalue and minimum root ...

In recent years, the studies of location play a key role in success and stability of economic activities. Location studies are under consideration in both national and international levels. Meanwhile, identification of goals and methods of solving location problems have significant importance. The purpose of this paper is to examine spatial distribution of economic activities in 14 zones of Esf...

When monitoring a process which has multivariate normal variables, the Shewhart-type control chart (Hotelling (1947)) traditionally used for monitoring the process mean vector is effective for detecting large shifts, but for detecting small shifts it is more effective to use the multivariate exponentially weighted moving average (MEWMA) control chart proposed by Lowry et al. (1992). It has been...

Marden and Perlman (1988) have shown that the classical step-down procedure the Hotelling T 2 testing problem is inadmissible in most cases. Mudholkar and Subbaiah (1980) proposed a modified step-down procedure wherein the p-values associated with sten-wise F tests are combined according to Fisher's combination method. In the present paper it is shown that the modified step-down procedure is in...

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