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Advances in Multivariate Statistical Analysis

Pillai Memorial Volume

  • Book
  • © 1987

Overview

Editors:
  1. A. K. Gupta

    1. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, USA

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Part of the book series: Theory and Decision Library B (TDLB, volume 5)

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-xvi
    Download chapter PDF

  2. Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors

    • James O. Berger, Shun-Yu Chen
    Pages 1-12

  3. Quasi-Inner Products and Their Applications

    • Hilmar Drygas
    Pages 13-30

  4. A Hierarchy of Relationships Between Covariance Matrices

    • Bernhard K. Flury
    Pages 31-43

  5. Effect of Additional Variables in Principal Component Analysis, Discriminant Analysis and Canonical Correlation Analysis

    • Y. Fujikoshi, P. R. Krishnaiah, J. Schmidhammer
    Pages 45-61

  6. On a Locally Best Invariant and Locally Minimax Test in Symmetrical Multivariate Distributions

    • N. C. Giri
    Pages 63-83

  7. Confidence Intervals for the Slope in a Linear Errors-in-Variables Regression Model

    • Leon Jay Gleser
    Pages 85-109

  8. Likelihood Ratio Test for Multisample Sphericity

    • A. K. Gupta, D. K. Nagar
    Pages 111-139

  9. Statistical Selection Procedures in Multivariate Models

    • Shanti S. Gupta, S. Panchapakesan
    Pages 141-160

  10. Quadratic Forms to Have a Specified Distribution

    • C. G. Khatri
    Pages 161-190

  11. Asymptotic Expansions for Errors of Misclassification: Nonnormal Situations

    • S. Kocherlakota, K. Kocherlakota, N. Balakrishnan
    Pages 191-211

  12. Transformations of Statistics in Multivariate Analysis

    • Sadanori Konishi
    Pages 213-231

  13. Error Rate Estimation in Discriminant Analysis: Recent Advances

    • G. J. McLachlan
    Pages 233-252

  14. Some Simple Optimal Tests in Multivariate Analysis

    • Govind S. Mudholkar, Perla Subbaiah
    Pages 253-275

  15. Developments in Eigenvalue Estimation

    • Robb J. Muirhead
    Pages 277-288

  16. Asymptotic Non-Null Distributions of a Statistic for Testing the Equality of Hermitian Covariance Matrices in the Complex Gaussian Case

    • B. N. Nagarsenker, P. B. Nagarsenker
    Pages 289-302

  17. A Model for Interlaboratory Differences

    • Ingram Olkin, Milton Sobel
    Pages 303-314

  18. Bayes Estimators in Lognormal Regression Model

    • Andrew L. Rukhin
    Pages 315-325

  19. Multivariate Behrens-Fisher Problem by Heteroscedastic Method

    • Minoru Siotani
    Pages 327-340

  20. Tests for Covariance Structure in Familial Data and Principal Component

    • M. S. Srivastava
    Pages 341-352
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Keywords

Editors and Affiliations

  • Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, USA

    A. K. Gupta

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