| Publication | Date of Publication | Type |
|---|
Linear shrinkage estimation of high-dimensional means
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
A modified likelihood ratio test for a mean vector with monotone missing data
Discussiones Mathematicae Probability and Statistics | 2022-10-11 | Paper |
Linear shrinkage estimation of the variance of a distribution with unknown mean
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Testing equality of mean vectors in a one-way MANOVA with monotone missing data
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
A variant of AIC based on the Bayesian marginal likelihood
Sankhyā. Series B | 2018-07-19 | Paper |
Testing sphericity and intraclass covariance structures under a growth curve model in high dimension
Communications in Statistics. Simulation and Computation | 2017-11-15 | Paper |
Test for the mean matrix in a growth curve model for high dimensions
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
Asymptotic distribution of Durbin-Watson statistic
Economics Letters | 2016-01-01 | Paper |
Tests for covariance matrices in high dimension with less sample size
Journal of Multivariate Analysis | 2014-07-24 | Paper |
Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Corrigendum to ``A two sample test in high dimensional data
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Profile analysis with random-effects covariance structure
Journal of the Japan Statistical Society | 2013-11-19 | Paper |
On testing the equality of mean vectors in high dimension
Acta et Commentationes Universitatis Tartuensis de Mathematica | 2013-11-11 | Paper |
Tests for multivariate analysis of variance in high dimension under non-normality
Journal of Multivariate Analysis | 2013-03-12 | Paper |
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension
Journal of Multivariate Analysis | 2013-03-12 | Paper |
A two sample test in high dimensional data
Journal of Multivariate Analysis | 2013-02-01 | Paper |
A two sample test in high dimensional data
Journal of Multivariate Analysis | 2013-01-16 | Paper |
A test for multivariate analysis of variance in high dimension
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Akaike information criterion for selecting variables in the nested error regression model
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Selection of variables in multivariate regression models for large dimensions
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Testing the structure of the covariance matrix with fewer observations than the dimension
Journal of Multivariate Analysis | 2012-09-26 | Paper |
A model selection criterion for discriminant analysis of high-dimensional data with fewer observations
Journal of Statistical Planning and Inference | 2012-09-21 | Paper |
Some tests for the covariance matrix with fewer observations than the dimension under non-normality
Journal of Multivariate Analysis | 2011-05-23 | Paper |
Conditional information criteria for selecting variables in linear mixed models
Journal of Multivariate Analysis | 2010-09-01 | Paper |
Conditional inference for treatment and error in multivariate analysis
Biometrika | 2010-08-13 | Paper |
Estimation and testing in general multivariate linear models with Kronecker product covariance structure
Sankhyā. Series A | 2010-08-13 | Paper |
scientific article; zbMATH DE number 5769447 (Why is no real title available?)
| 2010-08-12 | Paper |
Testing the equality of several covariance matrices with fewer observations than the dimension
Journal of Multivariate Analysis | 2010-05-05 | Paper |
Models with a Kronecker product covariance structure: estimation and testing
Mathematical Methods of Statistics | 2009-10-13 | Paper |
Multiple imputation and other resampling schemes for imputing missing observations
Journal of Multivariate Analysis | 2009-09-28 | Paper |
A test for the mean vector with fewer observations than the dimension under non-normality
Journal of Multivariate Analysis | 2009-02-09 | Paper |
Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
Journal of Multivariate Analysis | 2008-11-06 | Paper |
A test for the mean vector with fewer observations than the dimension
Journal of Multivariate Analysis | 2008-03-11 | Paper |
Multivariate Theory for Analyzing High Dimensional Data
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2008-02-11 | Paper |
Comparison of Discrimination Methods for High Dimensional Data
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2008-02-11 | Paper |
Some tests criteria for the covariance matrix with fewer observations than the dimension
| 2008-01-28 | Paper |
Empirical Bayes regression analysis with many regressors but fewer observations
Journal of Statistical Planning and Inference | 2007-10-04 | Paper |
Multivariate analysis of variance with fewer observations than the dimension
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Minimum distance classification rules for high dimensional data
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
Journal of Multivariate Analysis | 2005-11-14 | Paper |
Prediction in Multivariate Mixed Linear Models
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-05-23 | Paper |
Minimax multivariate empirical Bayes estimators under multicollinearity
Journal of Multivariate Analysis | 2005-05-12 | Paper |
scientific article; zbMATH DE number 2147972 (Why is no real title available?)
| 2005-03-21 | Paper |
Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Estimation and Testing of Parameters in Multivariate Laplace Distribution
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Singular Wishart and multivariate beta distributions
The Annals of Statistics | 2004-06-09 | Paper |
Estimating the covariance matrix: A new approach
Journal of Multivariate Analysis | 2003-08-13 | Paper |
MULTIVARIATE TESTS OF NORMAL MEAN VECTORS WITH RESTRICTED ALTERNATIVES
Communications in Statistics: Simulation and Computation | 2003-08-05 | Paper |
Predicting Multivariate Response in Linear Regression Model
Communications in Statistics. Simulation and Computation | 2003-06-04 | Paper |
Regression models with unknown singular covariance matrix
Linear Algebra and its Applications | 2003-02-05 | Paper |
POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN
Communications in Statistics. Simulation and Computation | 2003-01-08 | Paper |
scientific article; zbMATH DE number 1818022 (Why is no real title available?)
| 2002-10-21 | Paper |
Fixed width confidence region for the mean of a multivariate normal distribution
Journal of Multivariate Analysis | 2002-09-17 | Paper |
Estimating risk and the mean squared error matrix in Stein estimation
Journal of Multivariate Analysis | 2002-09-17 | Paper |
A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
Journal of Statistical Planning and Inference | 2002-05-20 | Paper |
Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
Journal of Multivariate Analysis | 2001-06-05 | Paper |
Improved nonnegative estimation of multivariate components of variance
The Annals of Statistics | 2001-06-05 | Paper |
Testing Equality of Means and Simultaneous Confidence Intervals in Repeated Measures with Missing Data
| 2001-05-17 | Paper |
scientific article; zbMATH DE number 1511878 (Why is no real title available?)
| 2000-09-27 | Paper |
Simultaneous confidence intervals based on one-sided max \(t\) test
Statistics \& Probability Letters | 2000-09-14 | Paper |
Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
Sequential Analysis | 2000-07-25 | Paper |
Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
The Annals of Statistics | 2000-06-07 | Paper |
Cusum procedure for monitoring variability
Communications in Statistics: Theory and Methods | 1999-11-10 | Paper |
Reduced Rank Discrimination
Scandinavian Journal of Statistics | 1999-07-07 | Paper |
Economical process adjustment with measurement error
Communications in Statistics: Theory and Methods | 1999-07-07 | Paper |
Evaluatiok of optimum weights and average run lenghts in ewma control schemes
Communications in Statistics: Theory and Methods | 1999-02-23 | Paper |
scientific article; zbMATH DE number 1218909 (Why is no real title available?)
| 1999-02-18 | Paper |
On-line control procedures for integrated moving average process of order one
Communications in Statistics: Theory and Methods | 1999-01-01 | Paper |
scientific article; zbMATH DE number 1406075 (Why is no real title available?)
| 1999-01-01 | Paper |
scientific article; zbMATH DE number 1183927 (Why is no real title available?)
| 1998-11-03 | Paper |
Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives
Journal of Multivariate Analysis | 1998-10-26 | Paper |
Outliers in multivariate regression models.
Journal of Multivariate Analysis | 1998-09-29 | Paper |
Economical process adjustment with sampling interval
Communications in Statistics: Theory and Methods | 1998-02-17 | Paper |
On-line quality control procedures for a random walk model with measurement error
Sequential Analysis | 1998-01-22 | Paper |
Comparison of the inverse and classical estimators in multi-univariate linear calibration
Communications in Statistics: Theory and Methods | 1997-11-10 | Paper |
scientific article; zbMATH DE number 1047760 (Why is no real title available?)
| 1997-10-19 | Paper |
scientific article; zbMATH DE number 1031821 (Why is no real title available?)
| 1997-08-18 | Paper |
Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data
American Journal of Mathematical and Management Sciences | 1997-01-01 | Paper |
Probability matching priors for linear calibration
Test | 1996-09-01 | Paper |
scientific article; zbMATH DE number 889598 (Why is no real title available?)
| 1996-08-21 | Paper |
Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion
The Annals of Statistics | 1995-07-03 | Paper |
An improved version of Taguchi's on-line control procedure
Journal of Statistical Planning and Inference | 1995-07-03 | Paper |
Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
The Annals of Statistics | 1995-07-03 | Paper |
On‐line control procedures under the random‐walk model with measurement error and attribute observations
The Canadian Journal of Statistics | 1995-02-02 | Paper |
Dynamic sampling plans in on‐line control charts
The Canadian Journal of Statistics | 1994-05-19 | Paper |
Estimation and testing in an imperfect-inspection model
IEEE Transactions on Reliability | 1994-02-07 | Paper |
Local efficiency of moment estimators in beta-binomial model
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
A second order approximation to taguchps online control procedure
Communications in Statistics: Theory and Methods | 1993-10-17 | Paper |
On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
Journal of Multivariate Analysis | 1993-04-01 | Paper |
scientific article; zbMATH DE number 47344 (Why is no real title available?)
| 1992-09-17 | Paper |
Bootstrapping in multiplicative models
Journal of Econometrics | 1989-01-01 | Paper |
A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases
Communications in Statistics. Simulation and Computation | 1989-01-01 | Paper |
Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test
Journal of Multivariate Analysis | 1989-01-01 | Paper |
Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data
Biometrics | 1988-01-01 | Paper |
Estimation of the interclass correlation coefficient
Biometrika | 1988-01-01 | Paper |
On assessing multivariate normality based on Shapiro-Wilk W statistic
Statistics \& Probability Letters | 1987-01-01 | Paper |
Profile analysis of several groups
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4034883 (Why is no real title available?)
| 1987-01-01 | Paper |
Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
The Annals of Statistics | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4056801 (Why is no real title available?)
| 1987-01-01 | Paper |
Bootstrap method in ranking and slippage problems
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
| 1986-01-01 | Paper |
Comparison of estimators of interclass and intraclass correlations from familial data
The Canadian Journal of Statistics | 1986-01-01 | Paper |
Asymptotic distributions of two test statistics for testing independence with missing data
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
Multivariate Bioassay, Combination of Bioassays, and Fieller's Theorem
Biometrics | 1986-01-01 | Paper |
Bootstrap tests and confidence regions for functions of a covariance matrix
The Annals of Statistics | 1985-01-01 | Paper |
Multivariate data with missing observations
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
Estimation of interclass correlations in familial data
Biometrika | 1984-01-01 | Paper |
On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
Communications in Statistics: Theory and Methods | 1984-01-01 | Paper |
On the distribution of hotelling's t2and multiple correlation r2when sampling from a mixture of two normals
Communications in Statistics: Theory and Methods | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3921743 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3883421 (Why is no real title available?)
| 1983-01-01 | Paper |
Asymptotic non-null distribution for the locally most powerful invariant test for sphericity
Communications in Statistics: Theory and Methods | 1983-01-01 | Paper |
On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
Communications in Statistics: Theory and Methods | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3753874 (Why is no real title available?)
| 1981-01-01 | Paper |
Effect of equicorrelation in detecting a spurious observation
The Canadian Journal of Statistics | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3676985 (Why is no real title available?)
| 1980-01-01 | Paper |
Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity
The Canadian Journal of Statistics | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3734937 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3770750 (Why is no real title available?)
| 1979-01-01 | Paper |
Correction to: Asymptotically most powerful rank tests for regression parameters in MANOVA
Annals of the Institute of Statistical Mathematics | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3655180 (Why is no real title available?)
| 1979-01-01 | Paper |
On fixed-width confidence region for the mean
Metron | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3602517 (Why is no real title available?)
| 1978-01-01 | Paper |
On monotonicity of the modified likelihood ratio test for the equality of two covariances
Journal of Multivariate Analysis | 1978-01-01 | Paper |
Asymptotic nonnull distributions for tests for reality of a covariance matrix
Journal of Multivariate Analysis | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3638977 (Why is no real title available?)
| 1977-01-01 | Paper |
Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
Journal of Multivariate Analysis | 1977-01-01 | Paper |
Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices II
Metron | 1976-01-01 | Paper |
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
Journal of Multivariate Analysis | 1976-01-01 | Paper |
Some probability inequalities connected with Schur functions
Journal of Multivariate Analysis | 1975-01-01 | Paper |
Some sequential procedures for a multivariate slippage problem
Metron | 1975-01-01 | Paper |
On a class of rank scores tests for censored data
Annals of the Institute of Statistical Mathematics | 1975-01-01 | Paper |
scientific article; zbMATH DE number 3495501 (Why is no real title available?)
| 1975-01-01 | Paper |
On tests for detecting change in mean
The Annals of Statistics | 1975-01-01 | Paper |
On tests for detecting change in mean when variance is unknown
Annals of the Institute of Statistical Mathematics | 1975-01-01 | Paper |
Some One-Sided Tests for Change in Level
| 1975-01-01 | Paper |
Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
The Annals of Statistics | 1974-01-01 | Paper |
scientific article; zbMATH DE number 3441469 (Why is no real title available?)
| 1973-01-01 | Paper |
On sequential confidence intervals based on Wilcoxon type estimates
The Annals of Statistics | 1973-01-01 | Paper |
Evaluation of misclassification errors
The Canadian Journal of Statistics | 1973-01-01 | Paper |
scientific article; zbMATH DE number 3434964 (Why is no real title available?)
| 1973-01-01 | Paper |
On a Class of Nonparametric Tests for Independence—Bivariate Case(1)
Canadian Mathematical Bulletin | 1973-01-01 | Paper |
scientific article; zbMATH DE number 3418513 (Why is no real title available?)
| 1973-01-01 | Paper |
On the exact non-null distribution of likelihood ratio criteria for covariance matrices
Annals of the Institute of Statistical Mathematics | 1973-01-01 | Paper |
A sequential approach to classification: Cost of not knowing the covariance matrix
Journal of Multivariate Analysis | 1973-01-01 | Paper |
scientific article; zbMATH DE number 3410416 (Why is no real title available?)
| 1973-01-01 | Paper |
Some sequential procedures for ranking multivariate normal populations
Annals of the Institute of Statistical Mathematics | 1972-01-01 | Paper |
Asymptotically most powerful rank tests for regression parameters in MANOVA
Annals of the Institute of Statistical Mathematics | 1972-01-01 | Paper |
scientific article; zbMATH DE number 3383402 (Why is no real title available?)
| 1971-01-01 | Paper |
On Fixed-Width Confidence Bounds for Regression Parameters
Annals of Mathematical Statistics | 1971-01-01 | Paper |
scientific article; zbMATH DE number 3333866 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3294085 (Why is no real title available?)
| 1969-01-01 | Paper |
Correction Notes: Correction to "On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta-Distributions"
Annals of Mathematical Statistics | 1968-01-01 | Paper |
On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta Distributions
Annals of Mathematical Statistics | 1968-01-01 | Paper |
A Characterization of the Exponential Distribution
The American Mathematical Monthly | 1967-01-01 | Paper |
Comparing Distances between Multivariate Populations--The Problem of Minimum Distance
Annals of Mathematical Statistics | 1967-01-01 | Paper |
scientific article; zbMATH DE number 3245008 (Why is no real title available?)
| 1967-01-01 | Paper |
Classification into multivariate normal populations when the population means are linearly restricted
Annals of the Institute of Statistical Mathematics | 1967-01-01 | Paper |
scientific article; zbMATH DE number 3276250 (Why is no real title available?)
| 1966-01-01 | Paper |
On a multivariate slippage problem. I
Annals of the Institute of Statistical Mathematics | 1966-01-01 | Paper |
Some Tests for the Intraclass Correlation Model
Annals of Mathematical Statistics | 1965-01-01 | Paper |
On the Complex Wishart Distribution
Annals of Mathematical Statistics | 1965-01-01 | Paper |
