A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
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Publication:1914216
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
Biographies, obituaries, personalia, bibliographies (01A70) Development of contemporary mathematics (01A65)
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Cites Work
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- 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
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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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