| Publication | Date of Publication | Type |
|---|
| Biased and unbiased two-sided Wilcoxon tests for equal sample sizes | 2006-09-12 | Paper |
| Homogeneity of variances in normal linear regression with a change point | 2000-09-24 | Paper |
| Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison | 1999-11-10 | Paper |
| Generalized bayes and multiple contrasts tests for simple loop-ordered normal means | 1999-01-01 | Paper |
| Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix | 1997-09-23 | Paper |
| Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison | 1997-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4891971 | 1996-10-28 | Paper |
| Testing change-points with linear trend | 1995-08-20 | Paper |
| Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data | 1995-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201312 | 1989-01-01 | Paper |
| Locally best invariant test for outliers in a gamma type distribution | 1989-01-01 | Paper |
| Improved estimators for the location of double exponential distribution | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497052 | 1989-01-01 | Paper |
| Entropy loss and risk of improved estimators for the generalized variance and precision | 1988-01-01 | Paper |
| Estimating common parameters of growth curve models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3355101 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3785786 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725491 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711507 | 1984-01-01 | Paper |
| Asymptotic risk comparison of improved estimators for normal covariance matrix | 1982-01-01 | Paper |
| Further analysis of the data by Akaike's information criterion and the finite corrections | 1978-01-01 | Paper |
| Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4137937 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4153942 | 1976-01-01 | Paper |
| Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis | 1974-01-01 | Paper |
| Maximum likelihood estimates for the logit model and the iterative scaling method | 1974-01-01 | Paper |
| Maximum likelihood estimates for the logit model and the iterative scaling method | 1974-01-01 | Paper |
| Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis | 1973-01-01 | Paper |
| Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives | 1973-01-01 | Paper |
| Approximate distribution of the maximum of c−1 x2-statistics (2 × 2) derived from 2 ×C contingency table | 1973-01-01 | Paper |
| Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis | 1973-01-01 | Paper |
| Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative | 1973-01-01 | Paper |
| Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis | 1972-01-01 | Paper |
| Locally Best Invariant Test for Sphericity and the Limiting Distributions | 1972-01-01 | Paper |
| Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\) | 1971-01-01 | Paper |
| Note on Some Formulas for Weighted Sums of Zonal Polynomials | 1971-01-01 | Paper |
| Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence | 1969-01-01 | Paper |
| On Bartlett's Test and Lehmann's Test for Homogeneity of Variances | 1969-01-01 | Paper |
| Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix | 1969-01-01 | Paper |
| Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices | 1968-01-01 | Paper |
| An example of the two-sided Wilcoxon test which is not unbiased | 1965-01-01 | Paper |
| Multisample and multivariate nonparametric tests based on U statistics and their asymptotic efficiencies | 1965-01-01 | Paper |
| The bivariate orthogonal inverse expansion and the moments of order statistics | 1964-01-01 | Paper |
| A generalization of the Wilcoxon test for censored data. II: Several- sample problem | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5736630 | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3844037 | 1962-01-01 | Paper |
