| Publication | Date of Publication | Type |
|---|
A modelling framework for regression with collinearity
Journal of Statistical Planning and Inference | 2023-09-15 | Paper |
Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
Statistical Papers | 2022-04-07 | Paper |
Covariance structure associated with an equality between two general ridge estimators
Statistical Papers | 2020-07-14 | Paper |
Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss
Statistical Methods and Applications | 2020-04-07 | Paper |
Some theorems on the core inverse of matrices and the core partial ordering
Applied Mathematics and Computation | 2019-04-29 | Paper |
On Cartesian product of Euclidean distance matrices
Linear Algebra and its Applications | 2018-12-12 | Paper |
Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
Special Matrices | 2016-07-13 | Paper |
On cell matrices: a class of Euclidean distance matrices
Applied Mathematics and Computation | 2016-04-25 | Paper |
Optimal estimators of principal points for minimizing expected mean squared distance
Journal of Statistical Planning and Inference | 2015-12-07 | Paper |
The cell matrix closest to a given Euclidean distance matrix
Linear Algebra and its Applications | 2015-10-13 | Paper |
A propensity score adjustment for multiple group structural equation modeling
Psychometrika | 2015-03-06 | Paper |
Moore-Penrose inverse of a Euclidean distance matrix
Linear Algebra and its Applications | 2015-02-27 | Paper |
Principal points for an allometric extension model
Statistical Papers | 2014-09-26 | Paper |
Optimal correlation preserving linear predictors of factor scores in factor analysis
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2014-04-30 | Paper |
Characterization of multispherical and block structures of Euclidean distance matrices
Linear Algebra and its Applications | 2014-02-19 | Paper |
Determining the minimum rank of matroids whose basis graph is common
Electronic Notes in Discrete Mathematics | 2013-06-28 | Paper |
Definition and properties of \(m\)-dimensional \(n\)-principal points
Communications in Statistics: Theory and Methods | 2013-06-25 | Paper |
A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error
Statistical Papers | 2012-09-23 | Paper |
Majorization for the eigenvalues of Euclidean distance matrices
Linear Algebra and its Applications | 2012-03-07 | Paper |
Linear subspace spanned by principal points of a mixture of spherically symmetric distributions
Communications in Statistics: Theory and Methods | 2011-07-20 | Paper |
Principal points of a multivariate mixture distribution
Journal of Multivariate Analysis | 2011-01-14 | Paper |
A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions
Statistics & Probability Letters | 2010-12-20 | Paper |
| scientific article; zbMATH DE number 5799955 (Why is no real title available?) | 2010-10-14 | Paper |
Multispherical Euclidean distance matrices
Linear Algebra and its Applications | 2010-06-22 | Paper |
Foreign economic aid and trade liberalization under imperfect competition
International Trade and Economic Dynamics | 2010-01-15 | Paper |
Allometric extension model for conditional distributions
Journal of Multivariate Analysis | 2008-11-06 | Paper |
On principal points for location mixtures of spherically symmetric distributions
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
A group majorization ordering for Euclidean distance matrices
Linear Algebra and its Applications | 2007-01-09 | Paper |
Generalized Least Squares
Wiley Series in Probability and Statistics | 2004-10-27 | Paper |
One-sided tests for independence of seemingly unrelated regression equations
Journal of Multivariate Analysis | 2004-10-01 | Paper |
Inequalities associated with intra-inter-class correlation matrices.
Journal of Multivariate Analysis | 2004-02-03 | Paper |
A maximal extension of the Gauss-Markov theorem and its nonlinear version.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
A note on an upper bound for the covariance matrix of a generalized least squares estimator in a heteroscedastic model.
Scientiae Mathematicae Japonicae | 2001-01-01 | Paper |
A generalization of Rao's covariance structure with applications to several linear models
Journal of Multivariate Analysis | 2000-08-13 | Paper |
On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
Journal of Multivariate Analysis | 1999-12-20 | Paper |
Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model
The Annals of Statistics | 1997-05-05 | Paper |
