The subresultants play a fundamental role in elimination theory and computer algebra. Recently they have been extended to Ore polynomials. They are de ̄ned by an expression in the coe±cients of Ore polynomials. In this paper, we provide another expression for them. This expression is written in terms of the \solutions" of Ore polynomials (in \generic" case). It is a generalization of our previou...

Robust repeated measures discriminant analysis (RMDA) procedures based on parsimonious covariance structures were developed using trimmed estimators. The e ects of non-normality, covariance structure, and mean con guration on bias and root mean square error (RMSE) of RMDA coe cients were studied using Monte Carlo techniques. The bias and RMSE values of robust RMDA coe cients were at least 10% a...

Wavelet shrinkage methods have been very successful in nonparametric regression. The most commonly used wavelet procedures achieve adaptivity through term-by-term thresholding. The resulting estimators attain the minimax rates of convergence up to a logarithmic factor. In the present paper, we propose a block thresholding method where wavelet coef-cients are thresholded in blocks, rather than i...

This paper considers estimation of a "xed-e!ects version of the generalized regression model of Han (1987, Journal of Econometrics 35, 303}316). The model allows for censoring, places no parametric assumptions on the error disturbances, and allows the "xed e!ects to be correlated with the covariates. We introduce a class of rank estimators that consistently estimate the coe$cients in the genera...

In this paper, a change constrained optimization programming problem is studied under the assumption that model coe¢ cients in inequalities defned as random variables are independent and assumed to be Normal, t; Non Normal Skew distributions; t distributions. The Hulkursar method transform stochastic into non-linear deterministic used study. most common distribution CCSP Distribution; but real ...

We give a combinatorial rule for calculating the coe cients in the expansion of a product of two factorial Schur functions. It is a special case of a more general rule which also gives the coe cients in the expansion of a skew factorial Schur function. Applications to Capelli operators and quantum immanants are also given.

We quantify the informational content of special regressors in heteroskedastic binary regressions with median-independent or conditionally symmetric errors. We measure informational content by two criteria: the set of regressor values that help point identify coe¢ cients in latent payo¤s as in (Manski 1988); and the Fisher information of coe¢ cients as in (Chamberlain 1986). We …nd for median-i...

A new method for digital image watermarking which does not require the original image for watermark detection is presented. Assuming that we are using a transform domain spread spectrum watermarking scheme, it is important to add the watermark in select coe cients with signi cant image energy in the transform domain in order to ensure non-erasability of the watermark. Previous methods, which di...

We propose a simple method of testing for parameter constancy in regression models that allow for coe¢ cients that vary smoothly over time. The model is related to Bierens and Martins (2009) but in our case we consider stationary processes. The procedure is shown to have good statistical properties. We revisited Hansen’s (2001) study of structural breaks in a AR(1) model of labor productivity i...

A general methodology is presented for nding suitable Poisson log-linear models with applications to multiway contingency tables. Mixtures of multivariate normal distributions are used to model prior opinion when a subset of the regression vector is believed to be nonzero. This prior distribution is studied for two and three-way contingency tables, in which the regression coe cients are interpr...