Chinubal G. Khatri

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Person:1814443

Available identifiers

zbMath Open khatri.chinubhai-ghelabhaiMaRDI QIDQ1814443

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q42724801994-01-06Paper
Analysis of a multicenter trial using a multivariate approach to a mixed linear model1993-10-11Paper
https://portal.mardi4nfdi.de/entity/Q46941601993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40309071993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40090241992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39762921992-06-26Paper
Correcting remarks on Characterization of normality within the class of elliptical contoured distributions1992-06-25Paper
A study of redundancy of some variables in covariate discriminant analysis1992-06-25Paper
Inferences on interclass and intraclass correlations in multivariate familial data1990-01-01Paper
Some properties of BLUE in a linear model and canonical correlations associated with linear transformations1990-01-01Paper
Some asymptotic inferential problems connected with complex elliptical distribution1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31971241989-01-01Paper
Multivariate generalization of t'- statistic based on the mean square successive difference1989-01-01Paper
Study of redundancy of vector variables in canonical correlations1989-01-01Paper
Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739481989-01-01Paper
Testing intraclass correlation coefficients1989-01-01Paper
Some asymptotic inferential problems connected with elliptical distributions1988-01-01Paper
Robustness study for a linear growth model1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38009081987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38274121987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37857831987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38115281987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37904871987-01-01Paper
Test for a specified signal when the noise covariance matrix is unknown1987-01-01Paper
Characterization of normality within the class of elliptical contoured distributions1987-01-01Paper
Orthogonality in multiway classifications1986-01-01Paper
On the solutions of two generalized Cauchy functional equations1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37152541985-01-01Paper
A note on idempotent matrices1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47214131985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36908821984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37366211984-01-01Paper
Multivariate discrete exponential family of distributions and their properties1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33099981983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33230341983-01-01Paper
A generalization of Lavoie's inequality concerning the sum of idempotent matrices1983-01-01Paper
Estimation of the common location paeameters for the two linear models1983-01-01Paper
Correction to: Some optimization problems with applications to canonical correlations and sphericity tests1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33110701982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36738751982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37115191982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39484641982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39321621981-01-01Paper
Analysis of incomplete data in experiments with repeated measurements in clinicaltrials using a stochastic model1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39484381981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39498581981-01-01Paper
The distribution of product of independent beta random variables with application to multivariate analysis1981-01-01Paper
Some extensions of the Kantorovich inequality and statistical applications1981-01-01Paper
On the unbiased estimation of fixed effects in a mixed model for growth curves1981-01-01Paper
Interval estimation of the common mean1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47474061981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39220001980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39220221980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39173371980-01-01Paper
Powers of matrices and idempotency1980-01-01Paper
Unified treatment of Cramer-Rao bound for the nonregular density functions1980-01-01Paper
The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38544621979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39513761979-01-01Paper
Characterizations of multivariate normality II. Through linear regressions1979-01-01Paper
Minimum variance quadratic unbiased estimate of a linear function of variances and covariances under MANOVA model1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41623031978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41679191978-01-01Paper
On monotonicity of the modified likelihood ratio test for the equality of two covariances1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41474181978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38686231978-01-01Paper
Some optimization problems with applications to canonical correlations and sphericity tests1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41486881977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41278031977-01-01Paper
Uniform distribution on a Stiefel manifold1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41602331977-01-01Paper
A note on the joint distribution of correlated quadratic forms1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41487961977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41091001976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41425311976-01-01Paper
Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations1976-01-01Paper
A note on multiple and canonical correlation for a singular covariance matrix1976-01-01Paper
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix1976-01-01Paper
Optimality of two and three factor designs1976-01-01Paper
Characterizations of multivariate normality: I. Through independence of some statistics1976-01-01Paper
Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices II1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40962521975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40773591975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41213031975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41347601975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41424881975-01-01Paper
Exact Variance of Combined Inter- and Intra-Block Estimates in Incomplete Block Designs1975-01-01Paper
Some probability inequalities connected with Schur functions1975-01-01Paper
A note on characterization of some laws by the symmetrical distribution of one linear function given another1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40742441974-01-01Paper
ON TESTING THE EQUALITY OF LOCATION PARAMETERS IN k CENSORED EXPONENTIAL DISTRIBUTIONS1974-01-01Paper
Estimation of location parameters from two linear models under normality1974-01-01Paper
Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix1974-01-01Paper
Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices1974-01-01Paper
Corrections to ``Conditions for wishartness and independence of second degree polynomials in a normal vector and ``Further contributions to wishartness and independence of second degree polynomials in normal vectors1973-01-01Paper
Testing some covariance structures under a growth curve model1973-01-01Paper
Connectedness in row-column designs1973-01-01Paper
On the exact non-null distribution of likelihood ratio criteria for covariance matrices1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56619591972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56795251972-01-01Paper
On the exact finite series distribution of the smallest or the largest root of matrices in three situations1972-01-01Paper
Functional equations and characterization of probability laws through linear functions of random variables1972-01-01Paper
On certain tests and monotonicity of their power for the parameters involved in the nonregular density functions1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56392041971-01-01Paper
On characterization of gamma and multivariate normal distributions by solving some functional equations in vector variables1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56534581971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56312531970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56037191970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56318701970-01-01Paper
Further contributions to some inequalities for normal distributions and their applications to simultaneous confidence bounds1970-01-01Paper
Progressively Censored Samples from Log-Normal and Logistic Distributions1969-01-01Paper
Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations1969-01-01Paper
Power function of the likelihood ratio test when range depends upon the parameter1969-01-01Paper
TESTING THE EQUALITY OF PARAMETERS IN THE DISTRIBUTIONS WHEN THE RANGE DEPENDS UPON THE PARAMETER1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55827981969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55808221969-01-01Paper
A note on exact moments of arc sine correlation coefficient with the help of characteristic function1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55669231968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55688911968-01-01Paper
On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55688901968-01-01Paper
On the Moments of Elementary Symmetric Functions of the Roots of Two Matrices and Approximations to a Distribution1968-01-01Paper
On the moments of traces of two matrices in multivariate analysis1967-01-01Paper
A Theorem on Least Squares in Multivariate Linear Regression1967-01-01Paper
Estimation of parameters for the selected samples from bivariate normal populations1967-01-01Paper
On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds1967-01-01Paper
Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$1967-01-01Paper
On the Moments of the Trace of a Matrix and Approximations to Its Non- Central Distribution1966-01-01Paper
A note on a Manova model applied to problems in growth curve1966-01-01Paper
On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors1966-01-01Paper
A note on the confidence bounds for the characteristic roots of dispersion matrices of normal variates1965-01-01Paper
Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution1965-01-01Paper
A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution1965-01-01Paper
Some Results on the Non-Central Multivariate Beta Distribution and Moments of Traces of Two Matrices1965-01-01Paper
A Method of Fitting the Regression Curve E(y) = α+δx+βρ x1965-01-01Paper
Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations1964-01-01Paper
Distribution of the `Generalised' Multiple Correlation Matrix in the Dual Case1964-01-01Paper
Estimation of Parameters of a Truncated Bivariate Normal Distribution1963-01-01Paper
On the Bounds of the Number of Common Treatments Between Blocks of Certain Two Associate PBIB Designs*1963-01-01Paper
A method for estimating approximately the paremeters of a certain class of distributions from grouped observations1962-01-01Paper
Distributions of order statistics for discrete case1962-01-01Paper
A Characterization of the Inverse Gaussian Distribution1962-01-01Paper
A fitting procedure for a generalized binomial distribution1962-01-01Paper
Simultaneous confidence bounds on the departures from a particular kind of multicollinearity1962-01-01Paper
Cumulants and Higher Order Uncorrelation of Certain Functions of Normal Variates1961-01-01Paper
A note on the interval estimation related to the regression matrix1961-01-01Paper
Distribution of a Definite Quadratic Form for Non-Central Normal Variates1961-01-01Paper
Three Classes of Univariate Discrete Distributions1961-01-01Paper
On Testing the Equality of Parameters in k Rectangular Populations1960-01-01Paper
On Conditions for the forms of the Type XAX' to be Distributed Independently or to Obey Wishart Distribution1959-01-01Paper
On certain properties of power-series distributions1959-01-01Paper
On the Mutual Independence of Certain Statistics1959-01-01Paper
On a Decision Procedure Based on the Tukey Statistic1957-01-01Paper

Research outcomes over time

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