TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS

Cited In (43)

A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
C. Radhakrishna Rao: A Century in Statistical Science
MANOVA type tests under a convex discrepancy function for the standard multivariate linear model
A robustified Jarque-Bera test for multivariate normality
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Application of some Multivariate Analysis Techniques to Data on Effect of Air-Pollution on Morbidity
Comparing the variances of two dependent variables
Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic
On assessing multivariate normality based on Shapiro-Wilk W statistic
A Model Selection Criterion for Discriminant Analysis of Several Groups When the Dimension is Larger than the Total Sample Size
Contributions to multivariate analysis by Professor Yasunori Fujikoshi
Non‐parametric depth‐based tests for the multivariate location problem
Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
Facilitating the Calculation of the Efficient Score Using Symbolic Computing
M-test in linear models with negatively superadditive dependent errors
A model selection criterion for discriminant analysis of high-dimensional data with fewer observations
Some contributions to M-estimation in linear models
A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
Testing significance of a mean vector. A possible alternative to Hotelling's \(T^ 2\).
A study of redundancy of some variables in covariate discriminant analysis
Some examples of multivariate analysis in educational and psychological research
High-dimensional AICs for selection of variables in discriminant analysis
A consistent variable selection method in high-dimensional canonical discriminant analysis
A statistical method for the serial comparison of vector cardiograms
High-dimensional linear models: a random matrix perspective
A test for additional information in canonical correlation analysis
Looking back: selected contributions by C. R. Rao to multivariate analysis
A general procedure for deriving distributions
A review of optimality of multivariate tests
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
MANOVA multiple comparisons using the generalized step-down procedure
The simultaneous test of equality and circularity of several covariance matrices
Robust finite-intersection tests for homogeneity of ordered variances
Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations
On a fisherian detour of the step-down procedure for manova
Testing for bivariate normality using the empirical distribution function
On the distribution of V<scp>OTAW</scp>'s likelihood ratio criterion L for testing the bipolarity of a covariance matrix
Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
ROBUST TESTS FOR THE SIGNIFICANCE OF ORTHANT RESTRICTED MEAN VECTOR
On multivariate skewness and kurtosis
On the distribution of the likelihood ratio criterion for testing linear hypotheses on regression coefficients

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