The following pages link to Muni S. Srivastava (Q391566):
Displaying 50 items.
- Simultaneous confidence intervals based on one-sided max \(t\) test (Q1579533) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- On assessing multivariate normality based on Shapiro-Wilk W statistic (Q1819499) (← links)
- On sequential confidence intervals based on Wilcoxon type estimates (Q1843277) (← links)
- Regression models with unknown singular covariance matrix (Q1855361) (← links)
- Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives (Q1907816) (← links)
- Probability matching priors for linear calibration (Q1914745) (← links)
- Tests for multivariate analysis of variance in high dimension under non-normality (Q1941442) (← links)
- Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension (Q1941462) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Empirical Bayes regression analysis with many regressors but fewer observations (Q2382899) (← links)
- A test for the mean vector with fewer observations than the dimension (Q2476142) (← links)
- On a multivariate slippage problem. I (Q2523666) (← links)
- Classification into multivariate normal populations when the population means are linearly restricted (Q2532238) (← links)
- A sequential approach to classification: Cost of not knowing the covariance matrix (Q2561945) (← links)
- Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis (Q2571809) (← links)
- Testing Equality of Means and Simultaneous Confidence Intervals in Repeated Measures with Missing Data (Q2701873) (← links)
- On testing the equality of mean vectors in high dimension (Q2860949) (← links)
- Selection of Variables in Multivariate Regression Models for Large Dimensions (Q2920051) (← links)
- A Test for Multivariate Analysis of Variance in High Dimension (Q2920062) (← links)
- Akaike Information Criterion for Selecting Variables in the Nested Error Regression Model (Q2920064) (← links)
- Economical process adjustment with sampling interval (Q3125765) (← links)
- A second order approximation to taguchps online control procedure (Q3135337) (← links)
- (Q3150922) (← links)
- Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity (Q3155370) (← links)
- Estimation and Testing of Parameters in Multivariate Laplace Distribution (Q3155401) (← links)
- (Q3217449) (← links)
- Estimation of interclass correlations in familial data (Q3314821) (← links)
- A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases (Q3471340) (← links)
- Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data (Q3489280) (← links)
- (Q3580351) (← links)
- Conditional inference for treatment and error in multivariate analysis (Q3580509) (← links)
- Asymptotic non-null distribution for the locally most powerful invariant test for sphericity (Q3678459) (← links)
- On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals (Q3683347) (← links)
- (Q3696312) (← links)
- Multivariate data with missing observations (Q3700617) (← links)
- On the robustness of hotelling's T<sup>2</sup>-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations (Q3716068) (← links)
- Likelihood Ratio Tests for a Change in the Multivariate Normal Mean (Q3717995) (← links)
- Comparison of estimators of interclass and intraclass correlations from familial data (Q3727211) (← links)
- On the distribution of hotelling's t<sup>2</sup>and multiple correlation r<sup>2</sup>when sampling from a mixture of two normals (Q3732756) (← links)
- Asymptotic distributions of two test statistics for testing independence with missing data (Q3736737) (← links)
- Multivariate Bioassay, Combination of Bioassays, and Fieller's Theorem (Q3736783) (← links)
- Profile analysis of several groups (Q3773097) (← links)
- (Q3774731) (← links)
- Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap (Q3787309) (← links)
- (Q3792077) (← links)
- Bootstrap method in ranking and slippage problems (Q3802421) (← links)
