| Publication | Date of Publication | Type |
|---|
| On detection of change points using mean vectors | 1995-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4036447 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983778 | 1992-06-27 | Paper |
| Almost Sure $L_r$-Norm Convergence for Data-Based Histogram Density Estimates | 1990-01-01 | Paper |
| Local likelihood method in the problems related to change points | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482705 | 1990-01-01 | Paper |
| On rates of convergence of efficient detection criteria in signal processing with white noise | 1989-01-01 | Paper |
| Multivariate components of covariance model in unbalanced case | 1988-01-01 | Paper |
| On the limit of the largest eigenvalue of the large dimensional sample covariance matrix | 1988-01-01 | Paper |
| On the use of autoregressive order determination criteria in univariate white noise tests | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788914 | 1988-01-01 | Paper |
| Limiting properties of occurrence/exposure rate and simple risk rate | 1988-01-01 | Paper |
| Strong consistency of the information criterion for model selection in multivariate analysis | 1988-01-01 | Paper |
| On the use of autoregressive order determination criteria in multivariate white noise tests | 1988-01-01 | Paper |
| On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix | 1987-01-01 | Paper |
| On tests for selection of variables and independence under multivariate regression models | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774709 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3798067 | 1987-01-01 | Paper |
| Tests for sphericity under correlated multivariate regression equations model | 1987-01-01 | Paper |
| A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3795073 | 1987-01-01 | Paper |
| Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic | 1986-01-01 | Paper |
| On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic | 1986-01-01 | Paper |
| Complex elliptically symmetric distributions | 1986-01-01 | Paper |
| On detection of the number of signals when the noise covariance matrix is arbitrary | 1986-01-01 | Paper |
| On detection of the number of signals in presence of white noise | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742481 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3763393 | 1986-01-01 | Paper |
| Nonparametric iterative estimation of multivariate binary density | 1985-01-01 | Paper |
| Multi-stage nonparametric estimation of density function using orthonormal systems | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706336 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3707099 | 1985-01-01 | Paper |
| Test for independence of two multivariate regression equations with different design matrices | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729899 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729898 | 1984-01-01 | Paper |
| A limit theorem for the eigenvalues of product of two random matrices | 1983-01-01 | Paper |
| Limiting behavior of the eigenvalues of a multivariate F matrix | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185842 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4743596 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3658953 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923423 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906265 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911889 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911222 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914212 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3935317 | 1980-01-01 | Paper |
| On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3915827 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051244 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4195783 | 1978-01-01 | Paper |
| A note on the joint distribution of correlated quadratic forms | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4142532 | 1977-01-01 | Paper |
| Some recent developments on complex multivariate distributions | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4199366 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4082861 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4062502 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130821 | 1975-01-01 | Paper |
| On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4042606 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4042607 | 1974-01-01 | Paper |
| On a class of simultaneous rank order tests in MANOCOVA | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4051409 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4051410 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4067913 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4772009 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5680892 | 1973-01-01 | Paper |
| Percentage points of the joint distribution of the extreme roots of the random matrix S1(S1+S2)−1 | 1973-01-01 | Paper |
| Tables for the extreme roots of the wishart matrix | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778175 | 1973-01-01 | Paper |
| On the distribution of a linear combination correlated quadratic forms | 1973-01-01 | Paper |
| Simultaneous tests for equality of latent roots against certain alternatives. II | 1972-01-01 | Paper |
| Simultaneous tests for equality of latent roots against certain alternatives. I | 1971-01-01 | Paper |
| Exact joint distributions of any few ordered roots of a class of random matrices | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5614342 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5632002 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5663292 | 1969-01-01 | Paper |
| Tests for the Equality of Covariance Matrices under the Intraclass Correlation Model | 1968-01-01 | Paper |
| Simultaneous Tests for the Equality of Covariance Matrices Against Certain Alternatives | 1968-01-01 | Paper |
| A NOTE ON CONFIDENCE BOUNDS FOR CERTAIN RATIOS OF CHARACTERISTIC ROOTS OF COVARIANCE MATRICES | 1968-01-01 | Paper |
| A Note on Moments of Gamma Order Statistics | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5548687 | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5558337 | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5629070 | 1966-01-01 | Paper |
| A Note on Recurrence Relations between Expected Values of Functions of Order Statistics | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5512629 | 1965-01-01 | Paper |
| On the simultaneous ANOVA and MANOVA tests | 1965-01-01 | Paper |
| On a multivariate generalization of the simultaneous analysis of variance test | 1965-01-01 | Paper |
| A Note on the Bivariate Chi Distribution | 1963-01-01 | Paper |
| Remarks on a Multivariate Gamma Distribution | 1961-01-01 | Paper |
