| Publication | Date of Publication | Type |
|---|
| Linear shrinkage estimation of high-dimensional means | 2023-07-11 | Paper |
| A modified likelihood ratio test for a mean vector with monotone missing data | 2022-10-11 | Paper |
| Linear shrinkage estimation of the variance of a distribution with unknown mean | 2022-05-23 | Paper |
| Testing equality of mean vectors in a one-way MANOVA with monotone missing data | 2022-05-17 | Paper |
| Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions | 2018-08-15 | Paper |
| A variant of AIC based on the Bayesian marginal likelihood | 2018-07-19 | Paper |
| Testing sphericity and intraclass covariance structures under a growth curve model in high dimension | 2017-11-15 | Paper |
| Test for the mean matrix in a Growth Curve model for high dimensions | 2017-08-23 | Paper |
| Asymptotic distribution of Durbin-Watson statistic | 2016-01-01 | Paper |
| Tests for covariance matrices in high dimension with less sample size | 2014-07-24 | Paper |
| Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension | 2014-01-10 | Paper |
| Corrigendum to ``A two sample test in high dimensional data | 2014-01-10 | Paper |
| Profile Analysis with Random-Effects Covariance Structure | 2013-11-19 | Paper |
| On testing the equality of mean vectors in high dimension | 2013-11-11 | Paper |
| Tests for multivariate analysis of variance in high dimension under non-normality | 2013-03-12 | Paper |
| Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension | 2013-03-12 | Paper |
| A two sample test in high dimensional data | 2013-02-01 | Paper |
| A two sample test in high dimensional data | 2013-01-16 | Paper |
| Selection of Variables in Multivariate Regression Models for Large Dimensions | 2012-10-23 | Paper |
| A Test for Multivariate Analysis of Variance in High Dimension | 2012-10-23 | Paper |
| Akaike Information Criterion for Selecting Variables in the Nested Error Regression Model | 2012-10-23 | Paper |
| Testing the structure of the covariance matrix with fewer observations than the dimension | 2012-09-26 | Paper |
| A model selection criterion for discriminant analysis of high-dimensional data with fewer observations | 2012-09-21 | Paper |
| Some tests for the covariance matrix with fewer observations than the dimension under non-normality | 2011-05-23 | Paper |
| Conditional information criteria for selecting variables in linear mixed models | 2010-09-01 | Paper |
| Estimation and testing in general multivariate linear models with Kronecker product covariance structure | 2010-08-13 | Paper |
| Conditional inference for treatment and error in multivariate analysis | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580351 | 2010-08-12 | Paper |
| Testing the equality of several covariance matrices with fewer observations than the dimension | 2010-05-05 | Paper |
| Models with a Kronecker product covariance structure: estimation and testing | 2009-10-13 | Paper |
| Multiple imputation and other resampling schemes for imputing missing observations | 2009-09-28 | Paper |
| A test for the mean vector with fewer observations than the dimension under non-normality | 2009-02-09 | Paper |
| Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data | 2008-11-06 | Paper |
| A test for the mean vector with fewer observations than the dimension | 2008-03-11 | Paper |
| Multivariate Theory for Analyzing High Dimensional Data | 2008-02-11 | Paper |
| Comparison of Discrimination Methods for High Dimensional Data | 2008-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5438749 | 2008-01-28 | Paper |
| Empirical Bayes regression analysis with many regressors but fewer observations | 2007-10-04 | Paper |
| Multivariate analysis of variance with fewer observations than the dimension | 2006-12-07 | Paper |
| Minimum distance classification rules for high dimensional data | 2006-12-07 | Paper |
| Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis | 2005-11-14 | Paper |
| Prediction in Multivariate Mixed Linear Models | 2005-05-23 | Paper |
| Minimax multivariate empirical Bayes estimators under multicollinearity | 2005-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659638 | 2005-03-21 | Paper |
| Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity | 2005-01-14 | Paper |
| Estimation and Testing of Parameters in Multivariate Laplace Distribution | 2005-01-14 | Paper |
| Singular Wishart and multivariate beta distributions | 2004-06-09 | Paper |
| Estimating the covariance matrix: A new approach | 2003-08-13 | Paper |
| MULTIVARIATE TESTS OF NORMAL MEAN VECTORS WITH RESTRICTED ALTERNATIVES | 2003-08-05 | Paper |
| Predicting Multivariate Response in Linear Regression Model | 2003-06-04 | Paper |
| Regression models with unknown singular covariance matrix | 2003-02-05 | Paper |
| POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN | 2003-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3150922 | 2002-10-21 | Paper |
| Fixed width confidence region for the mean of a multivariate normal distribution | 2002-09-17 | Paper |
| Estimating risk and the mean squared error matrix in Stein estimation | 2002-09-17 | Paper |
| A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown | 2002-05-20 | Paper |
| Improved nonnegative estimation of multivariate components of variance | 2001-06-05 | Paper |
| Robust improvement in estimation of a mean matrix in an elliptically contoured distribution | 2001-06-05 | Paper |
| Testing Equality of Means and Simultaneous Confidence Intervals in Repeated Measures with Missing Data | 2001-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4505567 | 2000-09-27 | Paper |
| Simultaneous confidence intervals based on one-sided max \(t\) test | 2000-09-14 | Paper |
| Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test | 2000-07-25 | Paper |
| Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution | 2000-06-07 | Paper |
| Cusum procedure for monitoring variability | 1999-11-10 | Paper |
| Reduced Rank Discrimination | 1999-07-07 | Paper |
| Economical process adjustment with measurement error | 1999-07-07 | Paper |
| Evaluatiok of optimum weights and average run lenghts in ewma control schemes | 1999-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217126 | 1999-02-18 | Paper |
| On-line control procedures for integrated moving average process of order one | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939090 | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838098 | 1998-11-03 | Paper |
| Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives | 1998-10-26 | Paper |
| Outliers in multivariate regression models. | 1998-09-29 | Paper |
| Economical process adjustment with sampling interval | 1998-02-17 | Paper |
| On-line quality control procedures for a random walk model with measurement error | 1998-01-22 | Paper |
| Comparison of the inverse and classical estimators in multi-univariate linear calibration | 1997-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347927 | 1997-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343841 | 1997-08-18 | Paper |
| Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data | 1997-01-01 | Paper |
| Probability matching priors for linear calibration | 1996-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882273 | 1996-08-21 | Paper |
| Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean | 1995-07-03 | Paper |
| Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion | 1995-07-03 | Paper |
| An improved version of Taguchi's on-line control procedure | 1995-07-03 | Paper |
| On‐line control procedures under the random‐walk model with measurement error and attribute observations | 1995-02-02 | Paper |
| Dynamic sampling plans in on‐line control charts | 1994-05-19 | Paper |
| Estimation and testing in an imperfect-inspection model | 1994-02-07 | Paper |
| Local efficiency of moment estimators in beta-binomial model | 1994-01-31 | Paper |
| A second order approximation to taguchps online control procedure | 1993-10-17 | Paper |
| On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3998463 | 1992-09-17 | Paper |
| Bootstrapping in multiplicative models | 1989-01-01 | Paper |
| Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test | 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 | 1989-01-01 | Paper |
| Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data | 1988-01-01 | Paper |
| Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap | 1988-01-01 | Paper |
| Estimation of the interclass correlation coefficient | 1988-01-01 | Paper |
| Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix | 1987-01-01 | Paper |
| On assessing multivariate normality based on Shapiro-Wilk W statistic | 1987-01-01 | Paper |
| Profile analysis of several groups | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774731 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3792077 | 1987-01-01 | Paper |
| Bootstrap method in ranking and slippage problems | 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 | 1986-01-01 | Paper |
| Asymptotic distributions of two test statistics for testing independence with missing data | 1986-01-01 | Paper |
| Multivariate Bioassay, Combination of Bioassays, and Fieller's Theorem | 1986-01-01 | Paper |
| Bootstrap tests and confidence regions for functions of a covariance matrix | 1985-01-01 | Paper |
| Multivariate data with missing observations | 1985-01-01 | Paper |
| Estimation of interclass correlations in familial data | 1984-01-01 | Paper |
| On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217449 | 1983-01-01 | Paper |
| Asymptotic non-null distribution for the locally most powerful invariant test for sphericity | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696312 | 1983-01-01 | Paper |
| On the distribution of hotelling's t2and multiple correlation r2when sampling from a mixture of two normals | 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 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938367 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873311 | 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 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3921975 | 1980-01-01 | Paper |
| Effect of equicorrelation in detecting a spurious observation | 1980-01-01 | Paper |
| Correction to: Asymptotically most powerful rank tests for regression parameters in MANOVA | 1979-01-01 | Paper |
| On fixed-width confidence region for the mean | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3854462 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951376 | 1979-01-01 | Paper |
| On monotonicity of the modified likelihood ratio test for the equality of two covariances | 1978-01-01 | Paper |
| Asymptotic nonnull distributions for tests for reality of a covariance matrix | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4167919 | 1978-01-01 | Paper |
| Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197900 | 1977-01-01 | Paper |
| Nonnull distribution of likelihood ratio criterion for reality of covariance matrix | 1976-01-01 | Paper |
| Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices II | 1976-01-01 | Paper |
| On tests for detecting change in mean | 1975-01-01 | Paper |
| Some probability inequalities connected with Schur functions | 1975-01-01 | Paper |
| Some sequential procedures for a multivariate slippage problem | 1975-01-01 | Paper |
| On a class of rank scores tests for censored data | 1975-01-01 | Paper |
| On tests for detecting change in mean when variance is unknown | 1975-01-01 | Paper |
| Some One-Sided Tests for Change in Level | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4077359 | 1975-01-01 | Paper |
| Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices | 1974-01-01 | Paper |
| On the exact non-null distribution of likelihood ratio criteria for covariance matrices | 1973-01-01 | Paper |
| On sequential confidence intervals based on Wilcoxon type estimates | 1973-01-01 | Paper |
| A sequential approach to classification: Cost of not knowing the covariance matrix | 1973-01-01 | Paper |
| Evaluation of misclassification errors | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403204 | 1973-01-01 | Paper |
| On a Class of Nonparametric Tests for Independence—Bivariate Case(1) | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4766429 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5674789 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5681435 | 1973-01-01 | Paper |
| Asymptotically most powerful rank tests for regression parameters in MANOVA | 1972-01-01 | Paper |
| Some sequential procedures for ranking multivariate normal populations | 1972-01-01 | Paper |
| On Fixed-Width Confidence Bounds for Regression Parameters | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5653458 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5611513 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5576627 | 1969-01-01 | Paper |
| On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta Distributions | 1968-01-01 | Paper |
| Correction Notes: Correction to "On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta-Distributions" | 1968-01-01 | Paper |
| Classification into multivariate normal populations when the population means are linearly restricted | 1967-01-01 | Paper |
| A Characterization of the Exponential Distribution | 1967-01-01 | Paper |
| Comparing Distances between Multivariate Populations--The Problem of Minimum Distance | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5532118 | 1967-01-01 | Paper |
| On a multivariate slippage problem. I | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5560768 | 1966-01-01 | Paper |
| Some Tests for the Intraclass Correlation Model | 1965-01-01 | Paper |
| On the Complex Wishart Distribution | 1965-01-01 | Paper |
