| Publication | Date of Publication | Type |
|---|
Some tests for the allometric extension model in regression
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
Matrix analysis for statistics
Wiley Series in Probability and Statistics | 2016-08-22 | Paper |
On a robustness property of the Rayleigh and Bingham tests of uniformity
Statistics & Probability Letters | 2016-04-22 | Paper |
Tests for Kronecker envelope models in multilinear principal components analysis
Biometrika | 2014-12-22 | Paper |
On the likelihood ratio test for envelope models in multivariate linear regression
Biometrika | 2014-04-22 | Paper |
An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix
Communications in Statistics: Theory and Methods | 2013-01-31 | Paper |
A note on maximum likelihood estimation for covariance reducing models
Statistics & Probability Letters | 2012-09-18 | Paper |
| scientific article; zbMATH DE number 5769398 (Why is no real title available?) | 2010-08-12 | Paper |
Reduced-rank estimation of the difference between two covariance matrices
Journal of Statistical Planning and Inference | 2010-01-22 | Paper |
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Testing equality of covariance matrices when data are incomplete
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Testing for complete independence in high dimensions
Biometrika | 2008-12-10 | Paper |
A test for independence of two sets of variables when the number of variables is large relative to the sample size
Statistics & Probability Letters | 2008-11-25 | Paper |
Some high-dimensional tests for a one-way MANOVA
Journal of Multivariate Analysis | 2008-03-05 | Paper |
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
Computational Statistics and Data Analysis | 2007-08-01 | Paper |
Testing the equality of correlation matrices when sample correlation matrices are dependent
Journal of Statistical Planning and Inference | 2007-06-26 | Paper |
A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
Journal of Multivariate Analysis | 2006-04-28 | Paper |
| scientific article; zbMATH DE number 2146311 (Why is no real title available?) | 2005-03-15 | Paper |
Weighted chi-squared tests for partial common principal component subspaces
Biometrika | 2004-03-16 | Paper |
Distributions on spheres and random variables distributed on the interval \((-1,1)\).
Statistics & Probability Letters | 2004-02-14 | Paper |
Kronecker product permutation matrices and their application to moment matrices of the normal distribution
Journal of Multivariate Analysis | 2003-12-04 | Paper |
Testing for elliptical symmetry in covariance matrix based analyses.
Statistics & Probability Letters | 2003-05-07 | Paper |
Some tests for the equality of covariance matrices
Journal of Statistical Planning and Inference | 2001-10-04 | Paper |
Inferences relating to the multiplicity of the smallest eigenvalue of a correlation matrix
Sankhyā. Series B. Methodological | 2001-09-11 | Paper |
Partial common principal component subspaces
Biometrika | 2000-08-24 | Paper |
Estimating correlation matrices that have common eigenvectors.
Computational Statistics and Data Analysis | 1998-08-13 | Paper |
Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis
Biometrika | 1997-11-18 | Paper |
Dimensionality reduction in quadratic discriminant analysis
Computational Statistics and Data Analysis | 1997-08-31 | Paper |
Eigenprojections and the equality of latent roots of a correlation matrix
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
| scientific article; zbMATH DE number 976830 (Why is no real title available?) | 1997-02-06 | Paper |
Testing for the equality of several correlation matrices
Statistics & Probability Letters | 1996-09-18 | Paper |
| Determining the Dimensionality in Sliced Inverse Regression | 1994-06-01 | Paper |
Some tests for common principal component subspaces in several groups
Biometrika | 1993-01-17 | Paper |
Testing for the redundancy of variables in principal components analysis
Statistics & Probability Letters | 1992-06-25 | Paper |
| A Test for a Specific Principal Component of a Correlation Matrix | 1991-01-01 | Paper |
Canonical mean projections and confidence regions in canonical variate analysis
Biometrika | 1990-01-01 | Paper |
An adjustment for a test concerning a principal component subspace
Statistics & Probability Letters | 1989-01-01 | Paper |
Testing the equality of the smallest latent roots of a correlation matrix
Biometrika | 1988-01-01 | Paper |
Common principal component subspaces in two groups
Biometrika | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4043076 (Why is no real title available?) | 1987-01-01 | Paper |
An improved chi-squared test for a principal component
Statistics & Probability Letters | 1987-01-01 | Paper |
A note on the critical values used in stepwise tests for multiplicative components of interaction
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
Tests concerning two non-isotropic principal components
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3956237 (Why is no real title available?) | 1985-01-01 | Paper |
Comparison of some goodness of fit tests for a single non-isotropic hypothetical principal component
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
A multivariate one-way classification model with random effects
Journal of Multivariate Analysis | 1984-01-01 | Paper |
Optimal bounds for the distributions of some test criteria for tests of dimensionality
Biometrika | 1984-01-01 | Paper |
