Muni S. Srivastava

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Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions

Tatsuya Kubokawa, Yuki Ikeda, Muni S. Srivastava, 2015, Comput. Stat. Data Anal..

Tests for covariance matrices in high dimension with less sample size

Tatsuya Kubokawa, Hirokazu Yanagihara, Muni S. Srivastava, 2014, J. Multivar. Anal..

Corrigendum to "A two sample test in high dimensional data" [J. Multivariate Analysis 114 (2013) 349-358]

Muni S. Srivastava, Shota Katayama, Yutaka Kano, 2013, J. Multivar. Anal..

Conditional information criteria for selecting variables in linear mixed models

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2008, J. Multivar. Anal..

A two sample test in high dimensional data

Muni S. Srivastava, Yutaka Kano, Shota Katayama, 2013, Journal of Multivariate Analysis.

A test for the mean vector with fewer observations than the dimension under non-normality

Muni S. Srivastava, M. Srivastava, 2009, J. Multivar. Anal..

Variable Selection by Cp Statistic in Multiple Responses Regression with Fewer Sample Size Than the Dimension

Hirokazu Yanagihara, Muni S. Srivastava, Mariko Yamamura, 2010, KES.

Tests for multivariate analysis of variance in high dimension under non-normality

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2013, J. Multivar. Anal..

Some tests for the covariance matrix with fewer observations than the dimension under non-normality

Dietrich von Rosen, Muni S. Srivastava, Tõnu Kollo, 2011, J. Multivar. Anal..

Variable Selection

Cees G. M. Snoek, Hirokazu Yanagihara, Muni S. Srivastava, 2019, Model-Based Clustering and Classification for Data Science.

Testing sphericity and intraclass covariance structures under a growth curve model in high dimension

Muni S. Srivastava, Martin Singull, M. Srivastava, 2017, Communications in statistics. Simulation and computation.

Testing the structure of the covariance matrix with fewer observations than the dimension

N. Reid, Muni S. Srivastava, M. Srivastava, 2012, J. Multivar. Anal..

Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension

Masashi Hyodo, Tatsuya Kubokawa, Muni S. Srivastava, 2013, J. Multivar. Anal..

Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension

Muni S. Srivastava, Yutaka Kano, Shota Katayama, 2013, J. Multivar. Anal..

Testing the equality of several covariance matrices with fewer observations than the dimension

Hirokazu Yanagihara, Muni S. Srivastava, M. Srivastava, 2010, J. Multivar. Anal..

Multiple imputation and other resampling schemes for imputing missing observations

Muni S. Srivastava, Mohammad Dolatabadi, M. Srivastava, 2009, J. Multivar. Anal..

Regression Analysis: Theory, Methods, and Applications

Muni S. Srivastava, Ashish K. Sen, M. Srivastava, 1991 .

A Comparison of Some Omnibus Monitoring Schemes

William Chow, Muni S. Srivastava, 1994 .

Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2001 .

Estimation of interclass correlations in familial data

Muni S. Srivastava, M. Srivastava, 1984 .

Simultaneous confidence intervals based on one-sided max t test

Chihiro Hirotsu, Muni S. Srivastava, M. Srivastava, 2000 .

Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2008 .

An improved version of Taguchi's on-line control procedure

Muni S. Srivastava, Y. Wu, M. Srivastava, 1995 .

Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test

Muni S. Srivastava, M. Srivastava, E. M. Carter, 1977 .

Correction: Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix

Muni S. Srivastava, Rudolf Beran, R. Beran, 1987 .

On Monotonicity of the Modified Likelihood Ratio Test for the Equality of Two Covariances

Muni S. Srivastava, C. G. Khatri, E. M. Carter, 1978 .

Estimation and Testing of Parameters in Multivariate Laplace Distribution

Muni S. Srivastava, Tõnu Kollo, M. Srivastava, 2005 .

Predicting Multivariate Response in Linear Regression Model

Muni S. Srivastava, M. Srivastava, T. Solanky, 2003 .

Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 1999 .

Singular Wishart and multivariate beta distributions

Muni S. Srivastava, M. Srivastava, 2003 .

Classification into multivariate normal populations when the population means are linearly restricted

Muni S. Srivastava, M. Srivastava, 1967 .

An introduction to applied multivariate statistics

Muni S. Srivastava, M. Srivastava, E. M. Carter, 1984 .

A measure of skewness and kurtosis and a graphical method for assessing multivariate normality

Muni S. Srivastava, M. Srivastava, 1984 .

Minimum distance classification rules for high dimensional data

Muni S. Srivastava, M. Srivastava, 2006 .

On testing the equality of mean vectors in high dimension

Muni S. Srivastava, M. Srivastava, 2013 .

On the distributions of some test criteria for a covariance matrix under local alternatives

Muni S. Srivastava, M. Srivastava, H. Nagao, 1992 .

The asymptotic variance of the interclass correlation coefficient

Muni S. Srivastava, K. J. Keen, 1991 .

Asymptotic Expansions of the Non-Null Distributions of Likelihood Ratio Criteria for Covariance Matrices

Muni S. Srivastava, C. G. Khatri, M. Srivastava, 1974 .

Probability matching priors for linear calibration

Bradley P. Carlin, Malay Ghosh, Muni S. Srivastava, 1995 .

Stein estimation under elliptical distributions

Muni S. Srivastava, Martin Bilodeau, M. Srivastava, 1989 .

Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2004 .

Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives

Sumitra Purkayastha, Muni S. Srivastava, 1995 .

Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution

Muni S. Srivastava, M. Srivastava, H. Nagao, 2002 .

Nonnull distribution of likelihood ratio criterion for reality of covariance matrix

Muni S. Srivastava, C. G. Khatri, M. Srivastava, 1976 .

On-line control procedures under the random-walk model with measurement error and attribute observations†

Muni S. Srivastava, M. Srivastava, Yanhong Wu, 1994 .

On-line control procedures for integrated moving average process of order one

Muni S. Srivastava, M. Srivastava, 1999 .

Cusum procedure for monitoring variability

Muni S. Srivastava, 1997 .

A Review of Multivariate Theory For High Dimensional Data With Fewer Observations

Muni S. Srivastava, M. Srivastava, 2009 .

Some One-Sided Tests for Change in Level

Ashish Sen, Muni S. Srivastava, M. Srivastava, 1975 .

Profile analysis of several groups

Muni S. Srivastava, M. Srivastava, 1987 .

Estimation of the eigenvalues of σ 1 σ 2 -1

Muni S. Srivastava, Martin Bilodeau, M. Srivastava, 1992 .

A second order approximation to taguchps online control procedure

Muni S. Srivastava, M. Srivastava, Yanhong Wu, 1991 .

Akaike Information Criterion for Selecting Components of the Mean Vector in High Dimensional Data with Fewer Observations

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2008 .

Dynamic Sampling Plan in Shiryayev-Roberts Procedure for Detecting a Change in the Drift of Brownian Motion

Muni S. Srivastava, M. Srivastava, Yanhong Wu, 1994 .

ON MULT1VARIATE TESTS FOR DETECTING CHANGE IN MEAN

Ashish Sen, Muni S. Srivastava, M. Srivastava, 2016 .

On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers

Muni S. Srivastava, M. Srivastava, G. C. Lee, 1984 .

Estimating the covariance matrix: a new approach

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2003 .

Evaluatiok of optimum weights and average run lenghts in ewma control schemes

Muni S. Srivastava, M. Srivastava, Yanhong Wu, 1997 .

Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap

Muni S. Srivastava, M. Srivastava, Y. Chan, 1988 .

ON TESTS FOR DETECTING CHANGE IN THE MULTIVARIATE MEAN

Muni S. Srivastava, M. Srivastava, 1981 .

Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test

Muni S. Srivastava, Yanhong Wu, 1999 .

On Tukey's Confidence Intervals for the Contrasts in the Means of the Intraclass Correlation Model

Muni S. Srivastava, M. Srivastava, R. P. Bhargava, 1973 .

On the Complex Wishart Distribution

Muni S. Srivastava, 1965 .

The Performance of a Sequential Procedure for a Slippage Problem

Muni S. Srivastava, M. Srivastava, 1973 .

Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis

A. K. Md. Ehsanes Saleh, Muni S. Srivastava, M. Srivastava, 2005 .

A Test for Multivariate Analysis of Variance in High Dimension

Takayuki Yamada, Muni S. Srivastava, M. Srivastava, 2012 .

Comparison of Discrimination Methods for High Dimensional Data

Tatsuya Kubokawa, Muni S. Srivastava, 2005 .

Multivariate analysis of variance with fewer observations than the dimension

Yasunori Fujikoshi, Muni S. Srivastava, M. Srivastava, 2006 .

On a Sequential Analogue of the Behrens-Fisher Problem

Muni S. Srivastava, M. Srivastava, 1970 .