| Publication | Date of Publication | Type |
|---|
| Standardized moments of bivariate chi-square distribution | 2024-08-02 | Paper |
| The multivariate \(t\)-distribution and its applications in regression analysis | 2024-08-02 | Paper |
| On the moments of sample covariance from a bivariate normal population | 2024-08-02 | Paper |
| On statistical characteristics of the product of two correlated chi-square variables | 2024-08-02 | Paper |
| Alternative ways for the covariance between sample mean and variance | 2022-10-06 | Paper |
| On the exact distribution of the difference between two chi-square variables | 2022-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4604333 | 2018-02-23 | Paper |
| Estimation of the precision matrix of multivariate Pearson type II model | 2015-10-14 | Paper |
| The mathematical expectation of sample variance: a general approach | 2015-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5167489 | 2014-07-09 | Paper |
| An algorithm for sample variance | 2014-06-30 | Paper |
| Shorter variation of standard deviation for small sample | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5412255 | 2014-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5402409 | 2014-03-07 | Paper |
| Robustness of correlation coefficient and variance ratio under elliptical symmetry | 2013-06-26 | Paper |
| On some characteristics of bivariate chi-square distribution | 2012-11-30 | Paper |
| Stabilizing the Performance of Kurtosis Estimator of Multivariate Data | 2012-10-30 | Paper |
| Some mathematical characteristics of the beta density function of two variables | 2012-10-10 | Paper |
| Moments of the product and ratio of two correlated chi-square variables | 2009-09-14 | Paper |
| Some useful integrals and their applications in correlation analysis | 2009-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3601318 | 2009-02-10 | Paper |
| A mass function based on correlation coefficient and its application | 2008-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5455226 | 2008-04-03 | Paper |
| Family of estimators of mean, ratio and product of a finite population using random nonresponse | 2008-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5439364 | 2008-02-08 | Paper |
| Inequalities Among Some Measures of Location | 2007-02-15 | Paper |
| General class of estimators in multi-character surveys | 2005-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4464931 | 2004-05-27 | Paper |
| The dependence structure of conditional probabilities in a contingency table | 2002-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4540823 | 2002-07-28 | Paper |
| Median Estimation Using Double Sampling | 2002-07-28 | Paper |
| Estimation of finite population variance using random non-response in survey sampling. | 2002-01-29 | Paper |
| Estimation of the scale matrix of a class of elliptical distributions | 2002-01-29 | Paper |
| Estimation of the trace of the scaled covariance matrix of a multivariate \(t\)-model using a known information | 2002-01-29 | Paper |
| Pretest estimation of eigenvalues of a Wishart matrix | 2002-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937399 | 2000-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4374052 | 1998-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4358401 | 1998-08-24 | Paper |
| Optional randomized response technique for sensitive quantitative variable | 1998-06-02 | Paper |
| On the characterization of spherical distributions | 1998-04-19 | Paper |
| REGRESSION ANALYSIS USING SCRAMBLED RESPONSES | 1998-04-05 | Paper |
| Some useful Wishart expectations based on the multivariate \(t\)-model | 1998-04-02 | Paper |
| An inductive derivation of Stirling numbers of the second kind and their applications in statistics | 1998-03-31 | Paper |
| Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics | 1997-12-14 | Paper |
| On the characteristic function of the multivariate Pearson type II distribution | 1997-09-10 | Paper |
| Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss | 1997-08-07 | Paper |
| The Characteristic Function of Elliptical T-distribution Using a Conditional Expectation Approach | 1997-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4332125 | 1997-04-27 | Paper |
| Estimation of the Trace of the Scale Matrix of the Scale Mixture of Multivariate Normal Distributions | 1997-04-09 | Paper |
| Estimation of the characteristic roots of the scale matrix | 1997-01-07 | Paper |
| Authors' addendum | 1994-01-02 | Paper |
| Distribution of the correlation matrix for a class of elliptical models | 1993-11-14 | Paper |
| On some generalized wishart expectations | 1993-10-11 | Paper |
