The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a ...

Solutions are derived to three various versions of the problem of when the dispersion matrix of the best linear unbiased estimator of the expectation vector in the general Gauss-Markov model can be ...

SAS/INSIGHT fit analysis provides the traditional parametric regression analysis assuming that the regression function is linear in the unknown parameters. The relationship is expressed as an equation ...

Abstract: Univariate studies of the hypothesis of unit roots in real exchange rates have yielded consensus point estimates of the half-life of deviations from purchasing power parity (PPP) of between ...