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 ...

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 ...

We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models ...