The following pages link to C. Radhakrishna Rao (Q580823):
Displayed 50 items.
- Kernel estimators of density function of directional data (Q104408) (← links)
- An extension of Spitzer's integral representation theorem with an application (Q580824) (← links)
- Entropy differential metric, distance and divergence measures in probability spaces: A unified approach (Q594457) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Comments on some papers involving the integrated Cauchy functional equation (Q689554) (← links)
- Estimation and tests of significance in factor analysis (Q766620) (← links)
- An elementary proof for an extended version of the Choquet-Deny theorem (Q808511) (← links)
- Elliptical symmetry and exchangeability with characterizations (Q808583) (← links)
- Estimation of the reciprocal of the density quantile function at a point (Q912525) (← links)
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) (← links)
- Some properties of extreme stable laws and related infinitely divisible random variables (Q1007459) (← links)
- Item:Q580823 (redirect page) (← links)
- Item:Q1042958 (redirect page) (← links)
- A note on constrained M-estimation and its recursive analog in multivariate linear regression models (Q1042959) (← links)
- Diversity and dissimilarity coefficients: A unified approach (Q1052964) (← links)
- Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures (Q1062386) (← links)
- Generalized inverses of partitioned matrices useful in statistical applications (Q1073509) (← links)
- The inefficiency of least squares: Extensions of the Kantorovich inequality (Q1077116) (← links)
- Test for a specified signal when the noise covariance matrix is unknown (Q1098520) (← links)
- Solution of Deny convolution equation restricted to a halfr, R. A.: A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution (Q1100796) (← links)
- Sampling plans excluding contiguous units (Q1101150) (← links)
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population (Q1105951) (← links)
- Pattern recognition based on scale invariant discriminant functions (Q1107240) (← links)
- Correction to ''Estimation of parameters in a linear model'' (Q1133268) (← links)
- General definition and decomposition of projectors and some applications to statistical problems (Q1136452) (← links)
- Separation theorems for singular values of matrices and their applications in multivariate analysis (Q1145447) (← links)
- Some extensions of the Kantorovich inequality and statistical applications (Q1162561) (← links)
- Edgeworth expansion of a function of sample means (Q1178941) (← links)
- A study of the influence of the ''natural restrictions'' on estimation problems in the singular Gauss-Markov model (Q1193813) (← links)
- On the consistency of M-estimate in a linear model obtained through an estimating equation (Q1198992) (← links)
- Expansions for statistics involving the mean absolute deviations (Q1206660) (← links)
- Projections under seminorms and generalized Moore Penrose inverses (Q1213485) (← links)
- Estimation of parameters in a linear model (Q1230330) (← links)
- Characterization of prior distributions and solution to a compound decision problem (Q1231723) (← links)
- Characterizations of multivariate normality: I. Through independence of some statistics (Q1242409) (← links)
- Model selection with data-oriented penalty (Q1298945) (← links)
- Asymptotic normality of LAD estimator in censored regression models (Q1332117) (← links)
- Berry-Esseen bounds for finite-population \(t\)-statistics (Q1341376) (← links)
- Asymptotic distribution of statistics based on quadratic entropy and bootstrapping (Q1345544) (← links)
- Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function (Q1346660) (← links)
- Comparison of LR, score, and Wald tests in a non-iid setting (Q1369668) (← links)
- Bootstrap by sequential resampling (Q1378816) (← links)
- Pitman nearness comparisons of Stein-type estimators for regression coefficients in replicated experiments (Q1381183) (← links)
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix (Q1393798) (← links)
- Confidence limits to the distance of the true distribution from a misspecified family by bootstrap (Q1399274) (← links)
- Some properties and applications of the efficient Fisher score (Q1408729) (← links)
- Bioenvironmental and public health statistics (Q1567444) (← links)
- Second-order correctness of the Poisson bootstrap (Q1578281) (← links)
- Statistical proofs of some matrix inequalities (Q1595158) (← links)
- Prediction of future observations in growth curve models. With discussion and a reply by the author (Q1595948) (← links)
- R. A. Fisher: The founder of modern statistics (Q1596059) (← links)