| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q3646067 | 2009-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4652821 | 2005-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4462724 | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801726 | 2003-10-09 | Paper |
| Fixed width confidence region for the mean of a multivariate normal distribution | 2002-09-17 | Paper |
| Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss | 2000-01-11 | Paper |
| A TEST FOR SYMMETRY BASED ON DENSITY ESTIMATES | 1999-11-09 | Paper |
| The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution | 1999-06-29 | Paper |
| Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population | 1998-10-19 | Paper |
| Sequential Fixed-Width Confidence Bounds for some Subset of parameters | 1996-11-18 | Paper |
| On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure | 1996-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4034290 | 1993-05-16 | 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/Q3352289 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352274 | 1990-01-01 | Paper |
| Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations | 1989-01-01 | Paper |
| On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix | 1988-01-01 | Paper |
| On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687534 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700626 | 1984-01-01 | Paper |
| On sequential point estimation of the mean of a normal distribution | 1980-01-01 | Paper |
| On stopping times of sequential estimations of the mean of a log-normal distribution | 1980-01-01 | Paper |
| An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \(\Omega =0(n)\) | 1978-01-01 | Paper |
| Properties of some test criteria for covariance matrix | 1976-01-01 | Paper |
| Corrections to 'Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices' | 1975-01-01 | Paper |
| Asymptotic nonnull distributions of certain test criteria for a covariance matrix | 1974-01-01 | Paper |
| Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives | 1974-01-01 | Paper |
| On some test criteria for covariance matrix | 1973-01-01 | Paper |
| Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives | 1973-01-01 | Paper |
| Nonnull distributions of two test criteria for independence under local alternatives | 1973-01-01 | Paper |
| Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative | 1973-01-01 | Paper |
| Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices | 1972-01-01 | Paper |
| Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\) | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5636152 | 1970-01-01 | Paper |
| On Bartlett's Test and Lehmann's Test for Homogeneity of Variances | 1969-01-01 | Paper |
| Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5615747 | 1967-01-01 | Paper |
