| Publication | Date of Publication | Type |
|---|
| The proof of independence of marginals for \( k\times l\) contingency table | 2009-11-19 | Paper |
| scientific article; zbMATH DE number 2139467 (Why is no real title available?) | 2005-02-28 | Paper |
| scientific article; zbMATH DE number 2066270 (Why is no real title available?) | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 1894652 (Why is no real title available?) | 2003-10-09 | Paper |
Fixed width confidence region for the mean of a multivariate normal distribution
Journal of Multivariate Analysis | 2002-09-17 | Paper |
Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss
Sequential Analysis | 2000-01-11 | Paper |
A TEST FOR SYMMETRY BASED ON DENSITY ESTIMATES
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 1999-11-09 | Paper |
The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution
Communications in Statistics: Theory and Methods | 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
Sequential Analysis | 1998-10-19 | Paper |
Sequential Fixed-Width Confidence Bounds for some Subset of parameters
American Journal of Mathematical and Management Sciences | 1996-11-18 | Paper |
On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
Sequential Analysis | 1996-06-23 | Paper |
| scientific article; zbMATH DE number 167211 (Why is no real title available?) | 1993-05-16 | 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 4203482 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4203463 (Why is no real title available?) | 1990-01-01 | Paper |
Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
American Journal of Mathematical and Management Sciences | 1989-01-01 | Paper |
On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3911511 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3926021 (Why is no real title available?) | 1984-01-01 | Paper |
On stopping times of sequential estimations of the mean of a log-normal distribution
Annals of the Institute of Statistical Mathematics | 1980-01-01 | Paper |
On sequential point estimation of the mean of a normal distribution
Annals of the Institute of Statistical Mathematics | 1980-01-01 | Paper |
An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \(\Omega =0(n)\)
Annals of the Institute of Statistical Mathematics | 1978-01-01 | Paper |
Properties of some test criteria for covariance matrix
Annals of the Institute of Statistical Mathematics | 1976-01-01 | Paper |
Corrections to 'Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices'
Annals of the Institute of Statistical Mathematics | 1975-01-01 | Paper |
Asymptotic nonnull distributions of certain test criteria for a covariance matrix
Journal of Multivariate Analysis | 1974-01-01 | Paper |
Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
Annals of the Institute of Statistical Mathematics | 1974-01-01 | Paper |
Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
Annals of the Institute of Statistical Mathematics | 1973-01-01 | Paper |
Nonnull distributions of two test criteria for independence under local alternatives
Journal of Multivariate Analysis | 1973-01-01 | Paper |
On some test criteria for covariance matrix
The Annals of Statistics | 1973-01-01 | Paper |
Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative
Communications in Statistics | 1973-01-01 | Paper |
Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
Annals of the Institute of Statistical Mathematics | 1972-01-01 | Paper |
Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)
Annals of the Institute of Statistical Mathematics | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3362815 (Why is no real title available?) | 1970-01-01 | Paper |
On Bartlett's Test and Lehmann's Test for Homogeneity of Variances
Annals of Mathematical Statistics | 1969-01-01 | Paper |
Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
Annals of Mathematical Statistics | 1968-01-01 | Paper |
| scientific article; zbMATH DE number 3338938 (Why is no real title available?) | 1967-01-01 | Paper |
