Researchers lift FSS from unary to multivariate: two-layer OT-linked binary trees shrink distributed comparison function key size from O(λn²) to O(λn) ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

Uniform a.s. consistency is proven for a class of kernel estimators of multivariate density functions in the independence case and under a mixing condition. Furthermore the Chernoff-estimator of the ...

The techniques of 100-level calculus are applied and extended in the study of infinite series, vector-valued functions and functions of two or more variables. Topics include convergence of power ...

Pillai and Mijares [7] gave the exact expressions for the first four moments of the sum of s non-zero roots of a matrix occurring in multivariate normal analysis as studied independently by R. A.