Affine equivariant rank-weighted L-estimation of multivariate location

In the multivariate one-sample location model, we propose a class of flexible robust, affine-equivariant L-estimators of location, for distributions invoking affine-invariance of Mahalanobis distances of individual observations. An involved iteration process for their computation is numerically illustrated.Comment: 16 pages, 4 figures, 6 table

Effects of correlated hopping on electronic ferroelectricity in the extended Falicov-Kimball model in two dimensions

We use the Hartree-Fock (HF) approximation with the charge-density-wave (CDW) instability to study the influence of correlated hopping on the stability of electronic ferroelectricity in the extended Falicov-Kimball model (FKM) in two dimensions. It is shown that effects of the correlated hopping term are very strong, especially for negative values of the f-level energy Ef, where they lead to: (i) the stabilization of the ferroelectric ground state with a spontaneous hybridization Pdf=+f > for positive values of correlated hopping parameter t'd, (ii) the stabilization of the antiferroelectric phase for t'd d,crit. d,crit. ≤ t'd < 0, The effects of the correlated hopping on valence transitions are also discussed

Some invariant test procedures for detection of structural changes

summary:Regression and scale invariant $M$-test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis