Arjun K. Gupta

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Person:175450

Available identifiers

zbMath Open gupta.arjun-kWikidataQ23887821 ScholiaQ23887821MaRDI QIDQ175450

List of research outcomes

PublicationDate of PublicationType
Intersection of a Sure Ellipsoid and a Random Ellipsoid2023-04-25Paper
https://portal.mardi4nfdi.de/entity/Q50882972022-07-12Paper
The Kumaraswamy skew-t distribution and its related properties2022-06-29Paper
A new family of multivariate skew slash distribution2022-05-16Paper
Tail dependence of generalized modified skew slash distribution2022-02-10Paper
Bayesian inference onP(X>Y)in bivariate Rayleigh model2021-10-01Paper
Bimatrix variate Kummer-gamma distribution2021-09-03Paper
On the Weibull record statistics and associated inferences2021-02-04Paper
Multivariate elliptically contoured autoregressive process2021-02-04Paper
Jackknife empirical likelihood method for testing the equality of two variances2020-11-04Paper
Characterizations of some continuous distributions2020-09-29Paper
Estimating odds-ratio: Homogeneity constraints2020-09-29Paper
Tests for an Epidemic Change in a Sequence of Exponentially Distributed Random Variables2020-09-22Paper
On Reliability in a Multicomponent Stress-Strength Model with Power Lindley Distribution2020-06-21Paper
On some sampling distributions for skew-normal population2020-04-01Paper
https://portal.mardi4nfdi.de/entity/Q52163692020-02-17Paper
Local score tests in mixture exponential family with fixed mean2019-09-13Paper
Adjusted empirical likelihood for long-memory time-series models2019-08-30Paper
Estimation of parameters of the unified skew normal distribution using the method of weighted moments2019-08-27Paper
On some properties of the unified skew normal distribution2019-08-27Paper
The beta skew \(t\) distribution and its properties2019-08-23Paper
Sampling distributions of skew normal populations associated with closed skew normal distributions2019-07-09Paper
Properties of matrix variate confluent hypergeometric function distribution2018-08-14Paper
Extended matrix variate hypergeometric functions and matrix variate distributions2018-05-25Paper
Adjusted empirical likelihood for time series models2018-02-15Paper
https://portal.mardi4nfdi.de/entity/Q53552742017-09-07Paper
Percentage points of LRC for testing equality of covariance matrices under intraclass correlation structure2017-07-31Paper
Jackknife empirical likelihood test for mean residual life functions2017-07-27Paper
Bayes estimation for the Marshall-Olkin bivariate Weibull distribution2017-06-29Paper
On bivariate inverse Weibull distribution2017-06-16Paper
A NEW APPROACH FOR SKEW t DISTRIBUTION WITH APPLICATIONS TO ENVIRONMENTAL DATA2017-03-01Paper
JACKKNIFE EMPIRICAL LIKELIHOOD TEST FOR CHANGES IN MEAN AND VARIANCE2016-09-16Paper
Array Variate Random Variables with Multiway Kro- necker Delta Covariance Matrix Structure2016-09-13Paper
Matrix variate Macdonald distribution2016-05-25Paper
Direct shrinkage estimation of large dimensional precision matrix2016-04-15Paper
Absolute continuous multivariate generalized exponential distribution2016-01-13Paper
A product Pareto distribution2015-10-14Paper
Estimation of the precision matrix of multivariate Pearson type II model2015-10-14Paper
Characterizations of negative multinomial distributions based on conditional distributions2015-10-14Paper
Tests in variance components models under skew-normal settings2015-09-17Paper
Evaluation of a generalized Selberg integral2015-03-10Paper
https://portal.mardi4nfdi.de/entity/Q51720412015-02-12Paper
An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data2014-12-12Paper
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix2014-10-08Paper
Distribution of matrix quadratic forms under skew-normal settings2014-09-08Paper
https://portal.mardi4nfdi.de/entity/Q51674892014-07-09Paper
https://portal.mardi4nfdi.de/entity/Q51667232014-07-08Paper
https://portal.mardi4nfdi.de/entity/Q54135322014-04-30Paper
Estimation of the precision matrix of a multivariate elliptically contoured stable distribution2014-03-14Paper
https://portal.mardi4nfdi.de/entity/Q54024092014-03-07Paper
https://portal.mardi4nfdi.de/entity/Q54024112014-03-07Paper
An exact test about the covariance matrix2014-02-13Paper
Extended matrix variate gamma and beta functions2014-01-13Paper
On bivariate Weibull-geometric distribution2014-01-13Paper
https://portal.mardi4nfdi.de/entity/Q28680202013-12-23Paper
A study of generalized skew-normal distribution2013-11-21Paper
Design and Analysis of Experiments2013-10-07Paper
An exact test for a column of the covariance matrix based on a single observation2013-08-01Paper
Elliptically Contoured Models in Statistics and Portfolio Theory2013-07-18Paper
Edgeworth Expansion of the Moment-Based Test for Homogeneity in an NEF-QVF Mixture Model2013-06-24Paper
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part II2013-06-06Paper
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part III2013-06-06Paper
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part IV2013-06-06Paper
Matrix variate extended skew normal distributions2013-06-06Paper
Matrix variate Pareto distribution of the second kind2013-06-03Paper
Asymptotic Expansion of The Matrix-Variate Kummer-Dirichlet Type I Distribution2013-05-29Paper
MATRIX-VARIATE GAUSS HYPERGEOMETRIC DISTRIBUTION2013-04-24Paper
Locally optimal test of normality against skew-normality2013-04-17Paper
https://portal.mardi4nfdi.de/entity/Q49147212013-04-15Paper
Construction and Inferences of the Efficient Frontier in Elliptical Models2012-10-04Paper
https://portal.mardi4nfdi.de/entity/Q29100142012-09-07Paper
The inverse problem of multivariate and matrix-variate skew normal distributions2012-06-25Paper
Some new approaches to infinite divisibility2012-06-22Paper
Some Bimatrix Beta Distributions2012-05-18Paper
A new approach to statistical efficiency of weighted least squares fitting algorithms for reparameterization of nonlinear regression models2012-03-05Paper
https://portal.mardi4nfdi.de/entity/Q31131942012-02-08Paper
https://portal.mardi4nfdi.de/entity/Q30994302011-12-01Paper
https://portal.mardi4nfdi.de/entity/Q30994312011-12-01Paper
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part I2011-11-26Paper
Parametric Statistical Change Point Analysis2011-11-25Paper
https://portal.mardi4nfdi.de/entity/Q30988022011-11-18Paper
On testing homogeneity of variances for nonnormal models using entropy2011-08-25Paper
https://portal.mardi4nfdi.de/entity/Q30050222011-06-06Paper
Exponential scale mixture of matrix variate Cauchy distribution2011-05-06Paper
https://portal.mardi4nfdi.de/entity/Q29969382011-05-04Paper
https://portal.mardi4nfdi.de/entity/Q53930932011-04-15Paper
https://portal.mardi4nfdi.de/entity/Q53931502011-04-15Paper
https://portal.mardi4nfdi.de/entity/Q53931832011-04-15Paper
Expectations of functions of complex Wishart matrix2011-03-10Paper
Cumulants of infinitely divisible distributions2011-02-22Paper
Theory of Sample Surveys2010-11-17Paper
https://portal.mardi4nfdi.de/entity/Q35809182010-08-14Paper
https://portal.mardi4nfdi.de/entity/Q35804502010-08-12Paper
Probability and Statistical Models2010-08-04Paper
Testing for a change point in a sequence of exponential random variables with repeated values2010-04-08Paper
Estimation and inference for dependence in multivariate data2010-03-01Paper
Matrix variate generalization of a bivariate beta type 1 distribution2010-01-13Paper
Change Point Analysis for Generalized Lambda Distribution2009-12-16Paper
https://portal.mardi4nfdi.de/entity/Q36513912009-12-09Paper
Properties of matrix variate beta type 3 distribution2009-11-10Paper
Residuals for polytomous logistic regression models based on φ-divergences test statistics2009-09-18Paper
A simple formula for parabolic cylinder functions2009-08-08Paper
A simplified version of Cochran's theorem in mixed linear models2009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q34976542009-07-27Paper
A Moment-Based Test for Homogeneity in Finite Mixture Models2009-07-16Paper
https://portal.mardi4nfdi.de/entity/Q36344402009-06-25Paper
An identity for multivariate elliptically contoured matrix distribution2009-06-09Paper
Unitary invariant and residual independent matrix distributions2009-06-04Paper
Normal and logistic random variables: Distribution of the linear combination2009-05-08Paper
Multivariate generalization of the hypergeometric function type I distribution2009-04-29Paper
Improved confidence regions for a mean vector under general conditions2009-04-06Paper
https://portal.mardi4nfdi.de/entity/Q36159452009-03-24Paper
https://portal.mardi4nfdi.de/entity/Q36059092009-02-25Paper
Estimation of the precision matrix of multivariate Kotz type model2009-02-25Paper
A new family of BAN estimators for polytomous logistic regression models based on \(\varphi\)-diver\-gence measures2009-02-24Paper
A compound beta distribution with applications in finance2009-02-24Paper
https://portal.mardi4nfdi.de/entity/Q36051252009-02-20Paper
Distribution of quadratic forms under skew normal settings2009-02-09Paper
A new class of matrix variate elliptically contoured distributions2009-02-03Paper
On the ratio of logistic random variables2008-12-11Paper
Preliminary Phi-divergence test estimator for multinomial probabilities2008-12-11Paper
Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry2008-11-26Paper
https://portal.mardi4nfdi.de/entity/Q35393472008-11-17Paper
The Exponentiated Gamma Distribution with Application to Drought Data2008-11-10Paper
https://portal.mardi4nfdi.de/entity/Q35336272008-10-23Paper
MANOVA for large hypothesis degrees of freedom under non-normality2008-09-22Paper
On matrix variate skew-normal distributions2008-09-18Paper
https://portal.mardi4nfdi.de/entity/Q35123212008-07-11Paper
Linear combination and product of inverted Dirichlet components2008-07-11Paper
https://portal.mardi4nfdi.de/entity/Q53013142008-04-29Paper
https://portal.mardi4nfdi.de/entity/Q54536632008-04-03Paper
Properties of noncentral Dirichlet distributions2008-03-13Paper
https://portal.mardi4nfdi.de/entity/Q54461692008-03-06Paper
Skew \(t\) distribution and its moments2008-01-24Paper
Asymptotic expansions of the distributions of some test statistics in generalized linear models2007-12-03Paper
A multivariate two-factor skew model2007-10-31Paper
Skewed Bessel function distributions with application to rainfall data2007-10-31Paper
Asymptotic expansion for the null distribution of the \(F\)-statistic in one-way ANOVA under non-normality2007-10-24Paper
A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis2007-10-24Paper
Phi-divergences and polytomous logistic regression models: An overview2007-10-04Paper
Intensity-duration models based on bivariate gamma distributions2007-08-20Paper
Some generalized gamma distribution2007-07-31Paper
Some bivariate gamma distributions2007-06-29Paper
Beta Bessel distributions2007-06-14Paper
Complex generalized binomial coefficients2007-05-29Paper
On the product and ratio for the elliptically symmetric Pearson type Vii distribution2007-05-29Paper
Some skew-symmetric models2007-05-29Paper
Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components2007-05-24Paper
On Christensen's conjecture2007-05-24Paper
Information matrices for some bivariate Pareto distributions2007-05-14Paper
Residual analysis and outliers in loglinear models based on phi-divergence statistics2007-03-27Paper
A generalized gamma distribution with application to drought data2007-03-12Paper
https://portal.mardi4nfdi.de/entity/Q34240492007-02-15Paper
Characterization of normal distribution related to two samples based on regression2007-02-14Paper
A class of integral identities with Hermitian matrix argument2007-02-01Paper
https://portal.mardi4nfdi.de/entity/Q34174502007-01-29Paper
Experimental Designs: Exercises and Solutions2006-11-16Paper
Duality between matrix variate \(t\) and matrix variate V.G. distributions2006-10-05Paper
https://portal.mardi4nfdi.de/entity/Q54893982006-09-28Paper
On some tests of the covariance matrix under general conditions2006-09-12Paper
https://portal.mardi4nfdi.de/entity/Q54795312006-07-10Paper
On the LBI criterion for the multivariate one-way random effects model under non-normality2006-06-16Paper
Distribution of the determinant of the sample correlation matrix from a mixture normal model2006-05-24Paper
On Selberg's beta integrals2006-05-24Paper
Characterizations of stable laws via functional equations2006-05-23Paper
Sums, products and ratios for McKay's bivariate gamma distribution2006-05-16Paper
Sums and ratios for beta Stacy distribution2006-04-28Paper
Sums, products, and ratios for Freund's bivariate exponential distribution2006-04-28Paper
An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition2006-04-28Paper
Characterizations of the Beta Distribution2006-04-28Paper
On the product and ratio of Bessel random variables2006-04-19Paper
https://portal.mardi4nfdi.de/entity/Q33788102006-04-04Paper
https://portal.mardi4nfdi.de/entity/Q33719752006-02-22Paper
New estimators of discriminant coefficients as the gradient of log-odds2006-01-13Paper
Asymptotics for testing hypothesis in some multivariate variance components model under non-normality2006-01-10Paper
Wilks' factorization of the complex matrix variate Dirichlet distributions2005-11-30Paper
On a zonal polynomial integral2005-10-31Paper
A Skewed Truncated Pearson Type VII Distribution2005-10-11Paper
Matrix variate skew normal distributions2005-09-21Paper
https://portal.mardi4nfdi.de/entity/Q53159952005-09-12Paper
https://portal.mardi4nfdi.de/entity/Q53148612005-09-05Paper
An identity involving invariant polynomials of matrix arguments2005-08-01Paper
Ill-posed problems in the statistical estimation theory2005-06-23Paper
On the Moments of the Exponentiated Weibull Distribution2005-05-23Paper
New estimator for functions of the canonical correlation coefficients2005-05-12Paper
The density of the skew normal sample mean and its applications2005-05-09Paper
https://portal.mardi4nfdi.de/entity/Q46647542005-04-08Paper
Convolutions of \(K/(1 + x^n)\)2005-04-07Paper
Estimation of a multivariate normal covariance matrix under a certain structure2005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q46590512005-03-21Paper
A class of multivariate skew-normal models2005-03-14Paper
Characterization of the skew-normal distribution2005-03-14Paper
A multiple integral involving zonal polynomials.2005-02-25Paper
Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion2005-02-09Paper
https://portal.mardi4nfdi.de/entity/Q31575352005-01-19Paper
Epidemic Change Model for the Exponential Family2005-01-14Paper
Evaluation of cumulative probabilities for matrix variate Kummer-beta and matrix variate Kummer-gamma distributions2004-11-24Paper
Additive properties of skew normal random vectors2004-11-23Paper
Percentage points for testing homogeneity of several univariate Gaussian populations2004-11-23Paper
Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution2004-09-27Paper
Estimation of the multivariate normal covariance matrix under some restrictions2004-06-22Paper
Multivariate skew-symmetric distributions2004-06-11Paper
Statistical inference of covariance change points in gaussian model2004-06-10Paper
A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions2004-03-16Paper
The distribution of symmetric matrix quotients.2004-03-14Paper
A multivariate skew normal distribution.2004-03-14Paper
Multivariate skewt-distribution2004-03-08Paper
On the Moments of the Beta Normal Distribution2004-02-05Paper
Testing for affine equivalence of elliptically symmetric distributions.2004-02-03Paper
Simultaneous estimation of several intraclass correlation coefficients2004-01-13Paper
https://portal.mardi4nfdi.de/entity/Q44335942003-10-30Paper
On the sample characterization criterion for normal distributions2003-09-28Paper
Local score tests in mixture exponential family2003-09-25Paper
The Distribution of Stock Returns When the Market Is Up2003-07-14Paper
Characterization of multivariate distributions through a functional equation of their characteristic functions2003-03-27Paper
Some generalized multiple integrals involving zonal polynomials2003-03-10Paper
Quadratic forms in skew normal variates2003-02-11Paper
On a paper of V. B. Nevzorov: ``A characterization of exponential distributions by correlations between records.2003-02-10Paper
An inconsistent location MLE2003-02-10Paper
IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES2003-01-08Paper
ON CHANGE POINT DETECTION AND ESTIMATION2003-01-08Paper
GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION2003-01-08Paper
Hotelling's T2 when sampling from a contaminated normal model: robustness and outliers2002-12-15Paper
Matrix-variate Kummer-Beta distribution2002-12-03Paper
https://portal.mardi4nfdi.de/entity/Q47790902002-11-24Paper
https://portal.mardi4nfdi.de/entity/Q31461062002-10-23Paper
https://portal.mardi4nfdi.de/entity/Q45491222002-08-27Paper
On quotient machines of a fuzzy automaton and the minimal machine2002-05-21Paper
https://portal.mardi4nfdi.de/entity/Q45297472002-05-06Paper
ON MALLOWS'Cp FOR THE GMANOVA MODEL UNDER DOUBLE LINEAR RESTRICTIONS ON THE REGRESSION PARAMETER MATRIX2002-04-25Paper
Matrix-variate beta distribution2002-03-27Paper
Linearity of convex mean residual life2002-03-07Paper
On testing the equality of \(k\) multiple and partial correlation coefficients2002-02-10Paper
https://portal.mardi4nfdi.de/entity/Q33653802002-01-01Paper
On multivariate Liouville distribution2001-12-05Paper
Identifiability of modified power series mixtures via posterior means2001-09-17Paper
Change points with linear trend for the exponential distribution2001-07-31Paper
Some extensions of Girko’s limit theorems for permanents of random matrices2001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q27129662001-05-06Paper
Matrix variate Kummer-Dirichlet distributions2001-01-01Paper
Detecting change point for a sequence of random vectors under nonnormality2000-11-27Paper
https://portal.mardi4nfdi.de/entity/Q44899102000-11-20Paper
https://portal.mardi4nfdi.de/entity/Q44899272000-11-20Paper
https://portal.mardi4nfdi.de/entity/Q44851332000-11-16Paper
How to transform correlated random variables into uncorrelated ones2000-11-16Paper
Almost sure behavior of elementary symmetric polynomials2000-10-11Paper
https://portal.mardi4nfdi.de/entity/Q44945452000-08-07Paper
A Variable Selection Technique in Discriminant Analysis with Application in Marketing Data2000-07-03Paper
On maximum likelihood estimation of the binomial parameter n2000-06-22Paper
Discrete uniform mixtures via posterior means2000-06-13Paper
A note on the characteristic functions of spherical matrix distributions2000-03-27Paper
https://portal.mardi4nfdi.de/entity/Q42443802000-03-14Paper
Weak limits of U-statistics of infinite order2000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49359842000-01-20Paper
On the impact of equicorrelated responses on multicollinearity2000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q27248772000-01-01Paper
Multivariate elliptically contoured and ө-generalized normal models1999-09-14Paper
Change point analysis of a Gaussian model1999-09-12Paper
Some tests with specified size for the behrens-fisher problem1999-07-07Paper
A note on a result for two SUR models1999-01-21Paper
Distributions of Hotelling'sT2and Multiple and Partial Correlation Coefficients for the Mixture of Two Multivariate Gaussian Populations1999-01-01Paper
https://portal.mardi4nfdi.de/entity/Q49353961999-01-01Paper
Some results for a superiority problem in misspecified restricted linear models1998-12-06Paper
Elliptically contoured model and factorization of wllks1A1998-11-25Paper
Moments of ratios of quadratic forms1998-08-20Paper
Quadratic Forms in Disguised MatrixT-Variate1998-05-10Paper
An \(n\)-variate characterization of the gamma and the complex Wishart densities1998-04-05Paper
Linear restrictions and two step multivariate least squares with applications1998-03-08Paper
https://portal.mardi4nfdi.de/entity/Q43439421998-01-08Paper
https://portal.mardi4nfdi.de/entity/Q43690371997-12-18Paper
On testing structure of mean vector of compound symmetric gaussian model1997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43479211997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43439721997-11-06Paper
Uniform mixtures via posterior means1997-10-26Paper
https://portal.mardi4nfdi.de/entity/Q43479391997-10-19Paper
A new process capability index1997-07-23Paper
Detecting changes of mean in multidimensional normal sequences with applications to literature and geology1997-05-13Paper
https://portal.mardi4nfdi.de/entity/Q47185831997-03-02Paper
Testing and Locating Variance Changepoints with Application to Stock Prices1997-01-01Paper
Estimation of multinomial probabilities under a model constraint1996-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48830821996-07-01Paper
Likelihood procedure for testing change point hypothesis for multivariate Gaussian model1996-02-20Paper
An empirical estimation procedure1996-01-25Paper
https://portal.mardi4nfdi.de/entity/Q48541031996-01-25Paper
https://portal.mardi4nfdi.de/entity/Q48540761996-01-02Paper
Asymptotic behavior of spectral function of empirical covariance matrices1995-12-17Paper
Matrix Variate θ-Generalized Normal Distribution1995-12-10Paper
https://portal.mardi4nfdi.de/entity/Q48506011995-12-07Paper
https://portal.mardi4nfdi.de/entity/Q48540161995-11-08Paper
A condition for the nonexistence of ancillary statistics1995-09-17Paper
On eigenfunctions of expected value operators of non-central multivariate beta density1995-08-09Paper
Characterization of matrix variate normality through conditional distributions1995-07-17Paper
Some applications of the stochastic representation of elliptically contoured distribution1995-07-13Paper
https://portal.mardi4nfdi.de/entity/Q48344501995-07-05Paper
https://portal.mardi4nfdi.de/entity/Q43265541995-05-15Paper
Improved Minimax Estimators of Normal Convariance and Precision Matrices1995-04-10Paper
Some Inference Problems for Matrix Variate Elliptically Contoured Distributions1995-04-10Paper
On Location and Scale Maximum Likelihood Estimators1995-01-19Paper
Bayesian discrimination using multiple observations1994-07-26Paper
Testing for Poissonity-normality vs. other infinite divisibility1994-07-20Paper
Testing independence of several groups of variables1993-10-07Paper
MANOVA under violation1993-10-07Paper
https://portal.mardi4nfdi.de/entity/Q31362861993-09-19Paper
https://portal.mardi4nfdi.de/entity/Q52871281993-08-30Paper
https://portal.mardi4nfdi.de/entity/Q52871421993-08-30Paper
TESTING SPHERICITY UNDER A MIXTURE MODEL1993-06-29Paper
Estimation of Population Mean Under Successive Sampling Scheme when Various Weights and Regression Coefficients are Unknown1993-04-01Paper
On a conditional Cauchy functional equation of several variables and a characterization of multivariate stable distributions1993-03-15Paper
https://portal.mardi4nfdi.de/entity/Q40266811993-02-21Paper
Characterization of matrix variate normal distributions1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39854611992-06-27Paper
Rank of a quadratic form in an elliptically contoured matrix random variable1992-06-27Paper
A simple motivation for James-Stein estimators1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q32107201991-01-01Paper
One-Way Classification ANOVA Model for the Mixture of Two Multivariate Normal Populations1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32121411990-01-01Paper
On a multiple observations model in discriminant analysis1990-01-01Paper
Characterization of characterization of joint density by conditional densities1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739551990-01-01Paper
On a multiple correlation ratio1990-01-01Paper
Improved Estimation in a Contingency Table: Independence Structure1989-01-01Paper
Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations1989-01-01Paper
On a superiority problem in misspecified restricted linear models1989-01-01Paper
ON TESTING AGAINST RESTRICTED ALTERNATIVES FOR THE VARIANCES OF GAUSSIAN MODELS1989-01-01Paper
Testing the equality of several intraclass correlation coefficients1989-01-01Paper
On testing the dimensionality of regression coefficients1989-01-01Paper
Testing homogeneity of covariance matrices of completely symmetric Gaussian models1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30346001988-01-01Paper
Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity1988-01-01Paper
ON A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD RATIO CRITERIA1988-01-01Paper
NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE1988-01-01Paper
Asymptotic expansions for the distribution of quadratic forms in normal variables1988-01-01Paper
On testing homogeneity of variances for gaussian models1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37563271987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37634241987-01-01Paper
Nonnull distribution of the likelihood ratio criterion for testing equality of covariance matrices under intraclass correlation model1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37857851987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37888801987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37889081987-01-01Paper
On the type-B integral equation and the distribution of wilks statist for testing independence of several groups of variables1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37965621987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47254911987-01-01Paper
EXACT DISTRIBUTION OF CERTAIN GENERAL TEST STATISTICS IN MULTIVARIATE ANALYSIS1986-01-01Paper
On a classification rule for multiple measurements1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37533041986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37697861986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37904801986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37965631986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42062281986-01-01Paper
Estimation of an arbitrary mixture of uniform models1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47271761986-01-01Paper
On matric variate-T distribution1985-01-01Paper
Multinomial Distribution and Ascertainment Models1985-01-01Paper
On testing against restricted alternatives for penrose model1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37216131985-01-01Paper
On generalized matric variate beta distributions1985-01-01Paper
ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37499651985-01-01Paper
Thermal effect on axisymmetric vibrations of an orthotropic circular plate of parabolically varying thickness1985-01-01Paper
On three and five parameter bivariate beta distributions1985-01-01Paper
Bayesian Methods for Binomial Data with Applications to a Nonresponse Problem1985-01-01Paper
Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models1984-01-01Paper
On the distribution of the product of independent beta random variables1984-01-01Paper
On a Morgenstern-type bivariate gamma distribution1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30403341983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33230351983-01-01Paper
On the distribution of the determinant of sample correlation matrix from multivariate Gaussian population1983-01-01Paper
On the noncentral distribution of the determinant of a complex Wishart matrix1983-01-01Paper
Bayesian Estimation Methods for 2 × 2 Contingency Tables Using Mixtures of Dirichlet Distributions1983-01-01Paper
Bayesian Estimation Methods for 2 × 2 Contingency Tables Using Mixtures of Dirichlet Distributions1983-01-01Paper
Models for Reflecting Prior Beliefs of Association in two-way Contingency Tables1983-01-01Paper
Multinomial Distribution and Ascertainment by Sex1982-01-01Paper
Distribution of the likelihood ratio criterion for the problem of K samples1982-01-01Paper
Mixtures of Dirichlet distributions and estimation in contingency tables1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39623421981-01-01Paper
A study of the effects of truncation in bivariate normal distribution1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39112251980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39484521980-01-01Paper
Occupation times for two-state Markov chains1980-01-01Paper
On the estimation of restricted mean1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38648041979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39189031979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38652831978-01-01Paper
Certain nonparametric classification rules and their asymptotic efficiencies1978-01-01Paper
Moment inequalities for truncated multivariate distributions1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41660661978-01-01Paper
Hermite polynomials and truncated trivariate normal distributions1978-01-01Paper
Some Applications of a Bivariate BOREL-TANNER Distribution1978-01-01Paper
Estimation of the common positive mean of a multivariate population1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41474731977-01-01Paper
On the Equivalence of two Classification Rules1977-01-01Paper
ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION1977-01-01Paper
Recurrence relations for the moments of truncated multinormal distribution1976-01-01Paper
Distribution of the quotient of two independent hotelling's T2-variates1975-01-01Paper
Generalisation of a 'square' functional equation1975-01-01Paper
On a stochastic inequality for the Wilks statistic1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44048961974-01-01Paper
On a `square' functional equation1974-01-01Paper
Some new classification rules for c univariate normal populations1973-01-01Paper
On a test for reality of the covariance matrix in a complex gaussian distribution1973-01-01Paper
On Pascal's Triangle of the Third Kind1973-01-01Paper
Distribution of Wilk's likelihood-ratio criterion in the complex case1971-01-01Paper
Noncentral Distribution of Wilks' Statistic in Manova1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56534431971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40500241970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56335741970-01-01Paper
On the exact distribution of Wilks's criterion1969-01-01Paper
On the Non-central Distribution of the Second Elementary Symmetric Function of the Roots of a Matrix1968-01-01Paper
On the distribution of the second elementary symmetric function of the roots of a matrix1967-01-01Paper

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