The following pages link to Muni S. Srivastava (Q391566):
Displaying 50 items.
- A two sample test in high dimensional data (Q137110) (← links)
- (Q170920) (redirect page) (← links)
- (Q234522) (redirect page) (← links)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- Corrigendum to ``A two sample test in high dimensional data'' (Q391682) (← links)
- (Q450868) (redirect page) (← links)
- Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870) (← links)
- A model selection criterion for discriminant analysis of high-dimensional data with fewer observations (Q451193) (← links)
- (Q538189) (redirect page) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Bootstrapping in multiplicative models (Q583819) (← links)
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean (Q688374) (← links)
- Fixed width confidence region for the mean of a multivariate normal distribution (Q697456) (← links)
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- A variant of AIC based on the Bayesian marginal likelihood (Q721607) (← links)
- Models with a Kronecker product covariance structure: estimation and testing (Q734557) (← links)
- Multiple imputation and other resampling schemes for imputing missing observations (Q842911) (← links)
- Multivariate analysis of variance with fewer observations than the dimension (Q855900) (← links)
- Minimum distance classification rules for high dimensional data (Q855920) (← links)
- Asymptotic distribution of Durbin-Watson statistic (Q899983) (← links)
- Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test (Q912516) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
- Estimation and testing in general multivariate linear models with Kronecker product covariance structure (Q987092) (← links)
- Conditional information criteria for selecting variables in linear mixed models (Q990882) (← links)
- A test for the mean vector with fewer observations than the dimension under non-normality (Q1000578) (← links)
- Bootstrap tests and confidence regions for functions of a covariance matrix (Q1085545) (← links)
- Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix (Q1109454) (← links)
- Correction to: Asymptotically most powerful rank tests for regression parameters in MANOVA (Q1145450) (← links)
- On fixed-width confidence region for the mean (Q1146957) (← links)
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455) (← links)
- Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices (Q1213713) (← links)
- On tests for detecting change in mean (Q1217418) (← links)
- Asymptotically most powerful rank tests for regression parameters in MANOVA (Q1219659) (← links)
- Some sequential procedures for ranking multivariate normal populations (Q1222489) (← links)
- Some probability inequalities connected with Schur functions (Q1227423) (← links)
- Some sequential procedures for a multivariate slippage problem (Q1231735) (← links)
- Nonnull distribution of likelihood ratio criterion for reality of covariance matrix (Q1233275) (← links)
- On the exact non-null distribution of likelihood ratio criteria for covariance matrices (Q1244771) (← links)
- Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test (Q1247140) (← links)
- On a class of rank scores tests for censored data (Q1247698) (← links)
- On monotonicity of the modified likelihood ratio test for the equality of two covariances (Q1248857) (← links)
- Asymptotic nonnull distributions for tests for reality of a covariance matrix (Q1249400) (← links)
- Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices II (Q1251872) (← links)
- On tests for detecting change in mean when variance is unknown (Q1254799) (← links)
- Outliers in multivariate regression models. (Q1264519) (← links)
- Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion (Q1339692) (← links)
- An improved version of Taguchi's on-line control procedure (Q1345553) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Singular Wishart and multivariate beta distributions (Q1431440) (← links)
