Daan G. Nel

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Regularized covariance matrix estimation under the common principal components model	2022-06-28	Paper
Discriminant analysis under the common principal components model	2017-10-27	Paper
A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups	2016-09-16	Paper
On the distribution of the maximum likelihood estimator of Cronbach's alpha	2014-07-18	Paper
Allometric Extension	2005-04-18	Paper
https://portal.mardi4nfdi.de/entity/Q4462548	2004-05-18	Paper
Tests for equality of parameter matrices in two multivariate linear models	2001-05-17	Paper
On the distribution of the maximum likelihood estimator of Cronbach's alpha	2000-09-01	Paper
The decomposition of the Behrens-Fisher statistic in \(q\)-dimensional common principal component submodels	1998-09-27	Paper
Simultaneous Detection of Shift in Means and Variances	1997-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4859968	1996-02-07	Paper
A test to determine closeness of multivariate Satterthwaite's approximation	1995-01-24	Paper
The exact distributions of the univariate and multivariate behrens-fisher statistics with a comparison of several solutions in the univariate case	1993-10-17	Paper
A procedure to select a ML-II prior in a multivariate normal case	1988-01-01	Paper
Linear generalizations of various matric-t distributions	1987-01-01	Paper
A solution to the multivariate behrens-fisher problem	1986-01-01	Paper
A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3914196	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4179687	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4042500	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5184307	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5663250	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5629060	1971-01-01	Paper

Research outcomes over time

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