STRmix version 2.11 features enhancements to memory use, general improvements to the models and Model maker, and the inclusion of an upper bound to the HPD likelihood ratio (LR). Its most significant ...

In this work we consider multivariate autoregressions subject to Markovian changes in regime. Estimation methods and filtering techniques for such processes are well established in the literature as ...

We consider a testing problem in which a normal mean vector is at the origin under the null hypothesis and in a cone under the alternative and the covariance matrix is unknown. Perlman studied the ...