A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers

DOI10.1016/0024-3795(95)00027-5zbMath0846.01017OpenAlexW2154826205MaRDI QIDQ1914216

Simo Puntanen, George P. H. Styan

Publication date: 21 July 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00027-5

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) Development of contemporary mathematics (01A65)

Related Items

C. Radhakrishna Rao: A Century in Statistical Science

Cites Work

• Kernel estimators of density function of directional data
• An extension of Spitzer's integral representation theorem with an application
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Computational statistics
• Comments on some papers involving the integrated Cauchy functional equation
• Estimation and tests of significance in factor analysis
• An elementary proof for an extended version of the Choquet-Deny theorem
• Elliptical symmetry and exchangeability with characterizations
• Estimation of the reciprocal of the density quantile function at a point
• Diversity and dissimilarity coefficients: A unified approach
• Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
• Generalized inverses of partitioned matrices useful in statistical applications
• The inefficiency of least squares: Extensions of the Kantorovich inequality
• Test for a specified signal when the noise covariance matrix is unknown
• Sampling plans excluding contiguous units
• Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
• Pattern recognition based on scale invariant discriminant functions
• Correction to Estimation of parameters in a linear model
• General definition and decomposition of projectors and some applications to statistical problems
• Separation theorems for singular values of matrices and their applications in multivariate analysis
• Some extensions of the Kantorovich inequality and statistical applications
• Edgeworth expansion of a function of sample means
• Quality control and reliability
• Statistical methods in biological and medical sciences
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• On the consistency of M-estimate in a linear model obtained through an estimating equation
• Expansions for statistics involving the mean absolute deviations
• Projections under seminorms and generalized Moore Penrose inverses
• Characterization of prior distributions and solution to a compound decision problem
• Characterizations of multivariate normality: I. Through independence of some statistics
• Asymptotic normality of LAD estimator in censored regression models
• Environmental statistics
• Berry-Esseen bounds for finite-population \(t\)-statistics
• Asymptotic distribution of statistics based on quadratic entropy and bootstrapping
• Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Prediction of future observations in growth curve models. With discussion and a reply by the author
• A conversation with C. R. Rao
• R. A. Fisher: The founder of modern statistics
• Reconstruction of the shape and size of objects from two orthogonal projections
• Tests based on score statistics: Power properties and related results
• Strassen's law of the iterated logarithm for the Lorenz curves
• Convergence theorems for empirical cumulative quantile regression functions
• Comparison of Bartlett-type adjustments for the efficient score statistic
• Recent contributions to censored regression models
• Linear models. Least squares and alternatives
• Generalized inverse of linear transformations: A geometric approach
• MANOVA type tests under a convex discrepancy function for the standard multivariate linear model
• Functional equations and characterization of probability laws through linear functions of random variables
• Minimum variance quadratic unbiased estimation of variance components
• Asymptotic theory of least distances estimate in multivariate linear models
• Some Statistical Methods for Comparison of Growth Curves
• A Combinatorial Assignment Problem
• FURTHER EXTENSIONS OF THE CHOQUET-DENY AND DENY THEOREMS WITH APPLICATIONS IN CHARACTERIZATION THEORY
• Testing intraclass correlation coefficients
• Admissible linear estimation in singular linear models
• Cross entropy, dissimilarity measures, and characterizations of quadratic entropy
• Characterization oe discreie probability distributions by partia1 independence
• On discrete weighted distributions and their use in model choice for observed data
• Recent results on characterization of probability distributions: a unified approach through extensions of Deny&s theorem
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• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
• Estimation of variance and covariance components—MINQUE theory
• Estimation of Variance and Covariance Components in Linear Models
• Theory and Application of Constrained Inverse of Matrices
• Unified theory of least squares
• General Methods of Analysis for Incomplete Block Designs
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• On a Class of Arrangements
• A General Theory of Discrimination When the Information About Alternative Population Distributions is Based on Samples
• Sampling
• Signal processing and its applications
• Econometrics
• A strongly consistent procedure for model selection in a regression problem
• SOME PROBLEMS INVOLVING LINEAR HYPOTHESES IN MULTIVARIATE ANALYSIS
• On the convexity of some divergence measures based on entropy functions
• On the convexity of higher order Jensen differences based on entropy functions (Corresp.)
• Inference on the Occurrence/Exposure Rate with Mixed Censoring Models
• Principal component analysis for multivariate familial data
• Selection of covariables in the growth curve model
• Some Observations on the Integrated Cauchy Functional Equation
• Nonparametric Estimation of Specific Occurrence/Exposure Rate in Risk and Survival Analysis
• Linear representation of M-estimates in linear models
• Asymptotic behavior of maximum likelihood estimates of superimposed exponential signals
• Extension of darmois-skitcvic theorem to functions of random variables satisfying an addition theorem
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families
• Precision of individual estimators in simultaneous estimation of parameters
• Least squares theory for possibly singular models
• The Integrated Cauchy Functional Equation: Some Comments on Recent Papers
• The pitman nearness criterion and its determination
• Tables for obtaining confidence bounds for realized signal to noise ratio with an estimated discriminant function
• Discriminant function between composite hypotheses and related problems
• A Decomposition Theorem for Vector Variables with a Linear Structure
• Conditions for Optimality and Validity of Simple Least Squares Theory
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