The following pages link to Chinubal G. Khatri (Q1814443):
Displaying 50 items.
- (Q594966) (redirect page) (← links)
- A generalization of Lavoie's inequality concerning the sum of idempotent matrices (Q594967) (← links)
- Some asymptotic inferential problems connected with complex elliptical distribution (Q756880) (← links)
- On the exact finite series distribution of the smallest or the largest root of matrices in three situations (Q758829) (← links)
- Some properties of BLUE in a linear model and canonical correlations associated with linear transformations (Q808129) (← links)
- A note on idempotent matrices (Q1076761) (← links)
- Orthogonality in multiway classifications (Q1081258) (← links)
- Characterization of normality within the class of elliptical contoured distributions (Q1086940) (← links)
- On the solutions of two generalized Cauchy functional equations (Q1089695) (← links)
- Test for a specified signal when the noise covariance matrix is unknown (Q1098520) (← links)
- Some asymptotic inferential problems connected with elliptical distributions (Q1112498) (← links)
- Robustness study for a linear growth model (Q1115063) (← links)
- Characterizations of multivariate normality II. Through linear regressions (Q1136440) (← links)
- The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma (Q1138317) (← links)
- Powers of matrices and idempotency (Q1144099) (← links)
- Minimum variance quadratic unbiased estimate of a linear function of variances and covariances under MANOVA model (Q1146479) (← links)
- Unified treatment of Cramer-Rao bound for the nonregular density functions (Q1149704) (← links)
- Some extensions of the Kantorovich inequality and statistical applications (Q1162561) (← links)
- The distribution of product of independent beta random variables with application to multivariate analysis (Q1162771) (← links)
- Correcting remarks on ''Characterization of normality within the class of elliptical contoured distributions'' (Q1176997) (← links)
- Further contributions to some inequalities for normal distributions and their applications to simultaneous confidence bounds (Q1212749) (← links)
- Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices (Q1213713) (← links)
- Optimality of two and three factor designs (Q1225894) (← links)
- Some probability inequalities connected with Schur functions (Q1227423) (← links)
- Nonnull distribution of likelihood ratio criterion for reality of covariance matrix (Q1233275) (← links)
- Characterizations of multivariate normality: I. Through independence of some statistics (Q1242409) (← links)
- On the exact non-null distribution of likelihood ratio criteria for covariance matrices (Q1244771) (← links)
- Uniform distribution on a Stiefel manifold (Q1246221) (← links)
- A note on the joint distribution of correlated quadratic forms (Q1247135) (← links)
- A note on multiple and canonical correlation for a singular covariance matrix (Q1248305) (← links)
- On monotonicity of the modified likelihood ratio test for the equality of two covariances (Q1248857) (← links)
- Some optimization problems with applications to canonical correlations and sphericity tests (Q1250148) (← links)
- Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices II (Q1251872) (← links)
- A study of redundancy of some variables in covariate discriminant analysis (Q1814444) (← links)
- Correction to: Some optimization problems with applications to canonical correlations and sphericity tests (Q1837266) (← links)
- Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix (Q1845451) (← links)
- A note on the confidence bounds for the characteristic roots of dispersion matrices of normal variates (Q2395973) (← links)
- A note on a Manova model applied to problems in growth curve (Q2521296) (← links)
- On the moments of traces of two matrices in multivariate analysis (Q2528338) (← links)
- Estimation of parameters for the selected samples from bivariate normal populations (Q2528472) (← links)
- A note on exact moments of arc sine correlation coefficient with the help of characteristic function (Q2529571) (← links)
- Power function of the likelihood ratio test when range depends upon the parameter (Q2534960) (← links)
- On characterization of gamma and multivariate normal distributions by solving some functional equations in vector variables (Q2547088) (← links)
- A method for estimating approximately the paremeters of a certain class of distributions from grouped observations (Q2549545) (← links)
- Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations (Q2554934) (← links)
- On certain tests and monotonicity of their power for the parameters involved in the nonregular density functions (Q2558719) (← links)
- Functional equations and characterization of probability laws through linear functions of random variables (Q2560017) (← links)
- Testing some covariance structures under a growth curve model (Q2561812) (← links)
- Corrections to ``Conditions for wishartness and independence of second degree polynomials in a normal vector'' and ``Further contributions to wishartness and independence of second degree polynomials in normal vectors (Q2562554) (← links)
- Distributions of order statistics for discrete case (Q2625325) (← links)
