Randomisation schemes are rules that assign patients to treatments in a clinical trial. Many of these schemes have the common aim of maintaining balance in the numbers of patients across treatment groups. The properties of imbalance that have been investigated in the literature are based on two treatment groups. In this paper, their properties for K > 2 treatments are studied for two randomisat...

This study compares the classification ability of various fusion algorithms (average, majority vote, median, max/min) when individual classifiers are potentially correlated. A logistic transformation of multivariate normal distribution (MVN) is used to generate the posterior probability estimates, assuring that the probability exists between 0 and 1. With varying parameters of MVN and number of...

An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed. Conditions for covariance stationarity and the existence of the fourth moment are derived, and expressions for the dynamic correlation structure of the process are provided. In an application to stock market returns, it is ...

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical likelihoodbased methods, which may have nice practical properties, are inconsistent. In this paper, we recommend a penalized likelihood method for estimating the m...

This paper proposes a new multivariate volatility model where the conditional distribution of a vector time series is given by a mixture of multivariate normal distributions. Each of these distributions is allowed to have a time-varying covariance matrix. The process can be globally covariance-stationary even though some components are not covariance-stationary. Some theoretical properties of t...

In this short note, we develop a local approximation for the log-ratio of multivariate hypergeometric probability mass function over corresponding multinomial function. conjunction with bounds from Carter (Ann Stat 30(3):708–730, 2002) and Ouimet (J Plan Inference 215:218–233, 2021) on total variation between law vector jittered by uniform $$(-\,1/2,1/2)^d$$ normal distribution, expansion is th...