TL;DR: It is shown that a certain differential form depending on the values of the parameters in a law of chance is invariant for all transformations of the parameter when the law is differentiable with regard to all parameters.
Abstract: It is shown that a certain differential form depending on the values of the parameters in a law of chance is invariant for all transformations of the parameters when the law is differentiable with regard to all parameters. For laws containing a location and a scale parameter a form with a somewhat restricted type of invariance is found even when the law is not everywhere differentiable with regard to the parameters. This form has the properties required to give a general rule for stating the prior probability in a large class of estimation problems.
TL;DR: In this article, a form of log-periodogram regression estimate of differencing and scale parameters is proposed, which can provide modest efficiency improvements over a previously proposed method and further improvements in a multivariate context when differenaining parameters are a priori equal.
Abstract: This paper discusses the estimation of multiple time series models which allow elements of the spectral density matrix to tend to infinity or zero at zero frequency and be unrestricted elsewhere. A form of log-periodogram regression estimate of differencing and scale parameters is proposed, which can provide modest efficiency improvements over a previously proposed method (for which no satisfactory theoretical justification seems previously available) and further improvements in a multivariate context when differencing parameters are a priori equal. Assuming Gaussianity and additional conditions which seem mild, asymptotic normality of the parameter estimates is established.
TL;DR: In this article, the applicability of the Weibull model to describe thermal inactivation of microbial vegetative cells as an alternative for the classical Bigelow model of first-order kinetics; spores are excluded in this article because of the complications arising due to the activation of dormant spores.
TL;DR: In this paper, a systematic procedure for constructing confidence bounds and point estimates based on rank statistics is given for the two sample location parameters, two sample scale parameter and one sample location parameter problems.
Abstract: Systematic procedures for constructing confidence bounds and point estimates based on rank statistics are given for the two sample location parameter, two sample scale parameter and one sample location parameter problems.