Person:391566

Available identifiers

zbMath Open srivastava.muni-shankerWikidataQ59752636 ScholiaQ59752636MaRDI QIDQ391566

List of research outcomes

Publication	Date of Publication	Type
Linear shrinkage estimation of high-dimensional means	2023-07-11	Paper
A modified likelihood ratio test for a mean vector with monotone missing data	2022-10-11	Paper
Linear shrinkage estimation of the variance of a distribution with unknown mean	2022-05-23	Paper
Testing equality of mean vectors in a one-way MANOVA with monotone missing data	2022-05-17	Paper
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions	2018-08-15	Paper
A variant of AIC based on the Bayesian marginal likelihood	2018-07-19	Paper
Testing sphericity and intraclass covariance structures under a growth curve model in high dimension	2017-11-15	Paper
Test for the mean matrix in a Growth Curve model for high dimensions	2017-08-23	Paper
Asymptotic distribution of Durbin-Watson statistic	2016-01-01	Paper
Tests for covariance matrices in high dimension with less sample size	2014-07-24	Paper
Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension	2014-01-10	Paper
Corrigendum to ``A two sample test in high dimensional data	2014-01-10	Paper
Profile Analysis with Random-Effects Covariance Structure	2013-11-19	Paper
On testing the equality of mean vectors in high dimension	2013-11-11	Paper
Tests for multivariate analysis of variance in high dimension under non-normality	2013-03-12	Paper
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension	2013-03-12	Paper
A two sample test in high dimensional data	2013-02-01	Paper
A two sample test in high dimensional data	2013-01-16	Paper
Selection of Variables in Multivariate Regression Models for Large Dimensions	2012-10-23	Paper
A Test for Multivariate Analysis of Variance in High Dimension	2012-10-23	Paper
Akaike Information Criterion for Selecting Variables in the Nested Error Regression Model	2012-10-23	Paper
Testing the structure of the covariance matrix with fewer observations than the dimension	2012-09-26	Paper
A model selection criterion for discriminant analysis of high-dimensional data with fewer observations	2012-09-21	Paper
Some tests for the covariance matrix with fewer observations than the dimension under non-normality	2011-05-23	Paper
Conditional information criteria for selecting variables in linear mixed models	2010-09-01	Paper
Estimation and testing in general multivariate linear models with Kronecker product covariance structure	2010-08-13	Paper
Conditional inference for treatment and error in multivariate analysis	2010-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q3580351	2010-08-12	Paper
Testing the equality of several covariance matrices with fewer observations than the dimension	2010-05-05	Paper
Models with a Kronecker product covariance structure: estimation and testing	2009-10-13	Paper
Multiple imputation and other resampling schemes for imputing missing observations	2009-09-28	Paper
A test for the mean vector with fewer observations than the dimension under non-normality	2009-02-09	Paper
Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data	2008-11-06	Paper
A test for the mean vector with fewer observations than the dimension	2008-03-11	Paper
Multivariate Theory for Analyzing High Dimensional Data	2008-02-11	Paper
Comparison of Discrimination Methods for High Dimensional Data	2008-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q5438749	2008-01-28	Paper
Empirical Bayes regression analysis with many regressors but fewer observations	2007-10-04	Paper
Multivariate analysis of variance with fewer observations than the dimension	2006-12-07	Paper
Minimum distance classification rules for high dimensional data	2006-12-07	Paper
Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis	2005-11-14	Paper
Prediction in Multivariate Mixed Linear Models	2005-05-23	Paper
Minimax multivariate empirical Bayes estimators under multicollinearity	2005-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q4659638	2005-03-21	Paper
Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity	2005-01-14	Paper
Estimation and Testing of Parameters in Multivariate Laplace Distribution	2005-01-14	Paper
Singular Wishart and multivariate beta distributions	2004-06-09	Paper
Estimating the covariance matrix: A new approach	2003-08-13	Paper
MULTIVARIATE TESTS OF NORMAL MEAN VECTORS WITH RESTRICTED ALTERNATIVES	2003-08-05	Paper
Predicting Multivariate Response in Linear Regression Model	2003-06-04	Paper
Regression models with unknown singular covariance matrix	2003-02-05	Paper
POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN	2003-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q3150922	2002-10-21	Paper
Fixed width confidence region for the mean of a multivariate normal distribution	2002-09-17	Paper
Estimating risk and the mean squared error matrix in Stein estimation	2002-09-17	Paper
A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown	2002-05-20	Paper
Robust improvement in estimation of a mean matrix in an elliptically contoured distribution	2001-06-05	Paper
Improved nonnegative estimation of multivariate components of variance	2001-06-05	Paper
Testing Equality of Means and Simultaneous Confidence Intervals in Repeated Measures with Missing Data	2001-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q4505567	2000-09-27	Paper
Simultaneous confidence intervals based on one-sided max \(t\) test	2000-09-14	Paper
Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test	2000-07-25	Paper
Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution	2000-06-07	Paper
Cusum procedure for monitoring variability	1999-11-10	Paper
Reduced Rank Discrimination	1999-07-07	Paper
Economical process adjustment with measurement error	1999-07-07	Paper
Evaluatiok of optimum weights and average run lenghts in ewma control schemes	1999-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q4217126	1999-02-18	Paper
On-line control procedures for integrated moving average process of order one	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4939090	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3838098	1998-11-03	Paper
Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives	1998-10-26	Paper
Outliers in multivariate regression models.	1998-09-29	Paper
Economical process adjustment with sampling interval	1998-02-17	Paper
On-line quality control procedures for a random walk model with measurement error	1998-01-22	Paper
Comparison of the inverse and classical estimators in multi-univariate linear calibration	1997-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q4347927	1997-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q4343841	1997-08-18	Paper
Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data	1997-01-01	Paper
Probability matching priors for linear calibration	1996-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4882273	1996-08-21	Paper
Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean	1995-07-03	Paper
Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion	1995-07-03	Paper
An improved version of Taguchi's on-line control procedure	1995-07-03	Paper
On‐line control procedures under the random‐walk model with measurement error and attribute observations	1995-02-02	Paper
Dynamic sampling plans in on‐line control charts	1994-05-19	Paper
Estimation and testing in an imperfect-inspection model	1994-02-07	Paper
Local efficiency of moment estimators in beta-binomial model	1994-01-31	Paper
A second order approximation to taguchps online control procedure	1993-10-17	Paper
On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3998463	1992-09-17	Paper
Bootstrapping in multiplicative models	1989-01-01	Paper
Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test	1989-01-01	Paper
A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases	1989-01-01	Paper
Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data	1988-01-01	Paper
Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap	1988-01-01	Paper
Estimation of the interclass correlation coefficient	1988-01-01	Paper
Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix	1987-01-01	Paper
On assessing multivariate normality based on Shapiro-Wilk W statistic	1987-01-01	Paper
Profile analysis of several groups	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3774731	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3792077	1987-01-01	Paper
Bootstrap method in ranking and slippage problems	1987-01-01	Paper
Likelihood Ratio Tests for a Change in the Multivariate Normal Mean	1986-01-01	Paper
Comparison of estimators of interclass and intraclass correlations from familial data	1986-01-01	Paper
Asymptotic distributions of two test statistics for testing independence with missing data	1986-01-01	Paper
Multivariate Bioassay, Combination of Bioassays, and Fieller's Theorem	1986-01-01	Paper
Bootstrap tests and confidence regions for functions of a covariance matrix	1985-01-01	Paper
Multivariate data with missing observations	1985-01-01	Paper
Estimation of interclass correlations in familial data	1984-01-01	Paper
On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3217449	1983-01-01	Paper
Asymptotic non-null distribution for the locally most powerful invariant test for sphericity	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3696312	1983-01-01	Paper
On the distribution of hotelling's t2and multiple correlation r2when sampling from a mixture of two normals	1983-01-01	Paper
On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3938367	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3873311	1980-01-01	Paper
Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3921975	1980-01-01	Paper
Effect of equicorrelation in detecting a spurious observation	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951376	1979-01-01	Paper
Correction to: Asymptotically most powerful rank tests for regression parameters in MANOVA	1979-01-01	Paper
On fixed-width confidence region for the mean	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3854462	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4167919	1978-01-01	Paper
On monotonicity of the modified likelihood ratio test for the equality of two covariances	1978-01-01	Paper
Asymptotic nonnull distributions for tests for reality of a covariance matrix	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4197900	1977-01-01	Paper
Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test	1977-01-01	Paper
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix	1976-01-01	Paper
Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices II	1976-01-01	Paper
Some One-Sided Tests for Change in Level	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4077359	1975-01-01	Paper
On tests for detecting change in mean	1975-01-01	Paper
Some probability inequalities connected with Schur functions	1975-01-01	Paper
Some sequential procedures for a multivariate slippage problem	1975-01-01	Paper
On a class of rank scores tests for censored data	1975-01-01	Paper
On tests for detecting change in mean when variance is unknown	1975-01-01	Paper
Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices	1974-01-01	Paper
Evaluation of misclassification errors	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4403204	1973-01-01	Paper
On a Class of Nonparametric Tests for Independence—Bivariate Case(1)	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4766429	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5674789	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5681435	1973-01-01	Paper
On the exact non-null distribution of likelihood ratio criteria for covariance matrices	1973-01-01	Paper
On sequential confidence intervals based on Wilcoxon type estimates	1973-01-01	Paper
A sequential approach to classification: Cost of not knowing the covariance matrix	1973-01-01	Paper
Asymptotically most powerful rank tests for regression parameters in MANOVA	1972-01-01	Paper
Some sequential procedures for ranking multivariate normal populations	1972-01-01	Paper
On Fixed-Width Confidence Bounds for Regression Parameters	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5653458	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5611513	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5576627	1969-01-01	Paper
On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta Distributions	1968-01-01	Paper
Correction Notes: Correction to "On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta-Distributions"	1968-01-01	Paper
A Characterization of the Exponential Distribution	1967-01-01	Paper
Comparing Distances between Multivariate Populations--The Problem of Minimum Distance	1967-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5532118	1967-01-01	Paper
Classification into multivariate normal populations when the population means are linearly restricted	1967-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5560768	1966-01-01	Paper
On a multivariate slippage problem. I	1966-01-01	Paper
Some Tests for the Intraclass Correlation Model	1965-01-01	Paper
On the Complex Wishart Distribution	1965-01-01	Paper

Research outcomes over time

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This page was built for person: Muni S. Srivastava