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Inhaltsverzeichnis
- Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors.
- Quasi-Inner Products and Their Applications.
- A Hierarchy of Relationships Between Covariance Matrices.
- Effect of Additional Variables in Principal Component Analysis, Discriminant Analysis and Canonical Correlation Analysis.
- On a Locally Best Invariant and Locally Minimax Test in Symmetrical Multivariate Distributions.
- Confidence Intervals for the Slope in a Linear Errors-in-Variables Regression Model.
- Likelihood Ratio Test for Multisample Sphericity.
- Statistical Selection Procedures in Multivariate Models.
- Quadratic Forms to have a Specified Distribution.
- Asymptotic Expansions for Errors of Misclassification: Nonnormal Situations.
- Transformations of Statistics in Multivariate Analysis.
- Error Rate Estimation in Discriminant Analysis: Recent Advances.
- Some Simple Optimal Tests in Multivariate Analysis.
- Developments in Eigenvalue Estimation.
- Asymptotic Non-null Distributions of a Statistic for Testing the Equality of Hermitian Covariance Matrices in the Complex Gaussian Case.
- A Model for Interlaboratory Differences.
- Bayes Estimators in Lognormal Regression Model.
- Multivariate Behrens-Fisher Problem by Heteroscedastic Method.
- Tests for Covariance Structure in Familial Data and Principal Component.
- Risk of Improved Estimators for Generalized Variance and Precision.
- Sampling Distributions of Dependent Quadratic Forms from Normal and Nonnormal Universes.
- Bibliography of Works by K. C. S. Pillai.