Theory of multivariate statistics

Linear algebra.- Random vectors.- Gamma, Dirichlet, and F distributions.- Invariance.- Multivariate normal.- Multivariate sampling.- Wishart distributions.- Tests on mean and variance.- Multivariate regression.- Principal components.- Canonical correlations.- Asymptotic expansions.- Robustness.- Bootstrap confidence regions and tests.

[1]  R. Courant.  Differential and Integral Calculus , 1935 .

[2]  I. J. Schoenberg.  Metric spaces and completely monotone functions , 1938 .

[3]  M. Bartlett.  Further aspects of the theory of multiple regression , 1938, Mathematical Proceedings of the Cambridge Philosophical Society.

[4]  J. Mauchly.  Significance Test for Sphericity of a Normal $n$-Variate Distribution , 1940 .

[5]  P. Hsu,et al.  ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS , 1941 .

[6]  C. C. MacDuffee,et al.  Vectors and matrices , 1943 .

[7]  R. Goodstein,et al.  Differential and Integral Calculus , 1947 .

[8]  G. Box,et al.  A general distribution theory for a class of likelihood criteria. , 1949, Biometrika.

[9]  N. L. Johnson,et al.  Systems of frequency curves generated by methods of translation. , 1949, Biometrika.

[10]  E. L. Lehmann,et al.  Theory of point estimation , 1950 .

[11]  R. Fisher.  Dispersion on a sphere , 1953, Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences.

[12]  A. James.  Normal Multivariate Analysis and the Orthogonal Group , 1954 .

[13]  Ingram Olkin,et al.  On Multivariate Distribution Theory , 1954 .

[14]  T. MacRobert.  Higher Transcendental Functions , 1955, Nature.

[15]  N. L. Johnson,et al.  Multivariate Analysis , 1958, Nature.

[16]  Ingram Olkin,et al.  Unbiased Estimation of Certain Correlation Coefficients , 1958 .

[17]  T. W. Anderson.  An Introduction to Multivariate Statistical Analysis , 1959 .

[18]  Richard Bellman,et al.  Introduction to Matrix Analysis , 1972 .

[19]  Gunnar Blom,et al.  Statistical Estimates and Transformed Beta-Variables. , 1960 .

[20]  T. W. Anderson.  ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS , 1963 .

[21]  D. Cox,et al.  An Analysis of Transformations , 1964 .

[22]  J. Munkres,et al.  Calculus on Manifolds , 1965 .

[23]  Calyampudi Radhakrishna Rao,et al.  Linear Statistical Inference and its Applications , 1967 .

[24]  George A. Anderson,et al.  An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix , 1965 .

[25]  S. Shapiro,et al.  An Analysis of Variance Test for Normality (Complete Samples) , 1965 .

[26]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1967 .

[27]  R. Meyer,et al.  Topics in the analytic theory matrices , 1967 .

[28]  Nariaki Sugiura,et al.  Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices , 1968 .

[29]  B. Efron.  Student's t-Test under Symmetry Conditions , 1969 .

[30]  Michael D. Perlman,et al.  One-Sided Testing Problems in Multivariate Analysis , 1969 .

[31]  R. Muirhead.  Asymptotic Distributions of Some Multivariate Tests , 1970 .

[32]  K. Mardia.  Measures of multivariate skewness and kurtosis with applications , 1970 .

[33]  R. Dykstra.  Establishing the Positive Definiteness of the Sample Covariance Matrix , 1970 .

[34]  藤越 康祝,et al.  Asymptotic expansions of the distributions of test statistics in multivariate analysis , 1970 .

[35]  J. L. Warner,et al.  TRANSFORMATIONS OF MULTIVARIATE DATA , 1971 .

[36]  S. John.  Some optimal multivariate tests , 1971 .

[37]  A. W. Davis.  Percentile approximations for a class of likelihood ratio criteria , 1971 .

[38]  N. Sugiura,et al.  Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when Ω=O(n) , 1971 .

[39]  M. Srivastava.  On Fixed-Width Confidence Bounds for Regression Parameters , 1971 .

[40]  S. Shapiro,et al.  An Approximate Analysis of Variance Test for Normality , 1972 .

[41]  B. K. Ghosh,et al.  Sequential Tests of Statistical Hypotheses. , 1972 .

[42]  S. John.  The distribution of a statistic used for testing sphericity of normal distributions , 1972 .

[43]  Yoong-Sin Lee,et al.  Some results on the distribution of Wilks's likelihood-ratio criterion , 1972 .

[44]  Bell Telephone,et al.  ROBUST ESTIMATES, RESIDUALS, AND OUTLIER DETECTION WITH MULTIRESPONSE DATA , 1972 .

[45]  J. L. Warner,et al.  Methods for Assessing Multivariate Normality , 1973 .

[46]  H. Nagao,et al.  On Some Test Criteria for Covariance Matrix , 1973 .

[47]  Kanti V. Mardia,et al.  Statistics of Directional Data , 1972 .

[48]  M. L. Eaton,et al.  The Non-Singularity of Generalized Sample Covariance Matrices , 1973 .

[49]  K. Pillai,et al.  Asymptotic Expansions for the Distributions of Characteristic Roots When the Parameter Matrix Has Several Multiple Roots , 1973 .

[50]  A. Afifi,et al.  On Tests for Multivariate Normality , 1973 .

[51]  Y. Escoufier.  LE TRAITEMENT DES VARIABLES VECTORIELLES , 1973 .

[52]  N. Sugiura,et al.  Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis , 1973 .

[53]  Muni S. Srivastava,et al.  Asymptotic Expansions of the Non-Null Distributions of Likelihood Ratio Criteria for Covariance Matrices , 1974 .

[54]  L. E. Clarke,et al.  Modern probability theory , 1974, Mathematical Gazette.

[55]  K. Mardia.  Assessment of multinormality and the robustness of Hotelling's T^2 test , 1975 .

[56]  M. Kupperman.  Linear Statistical Inference and Its Applications 2nd Edition (C. Radhakrishna Rao) , 1975 .

[57]  J. B. Copas,et al.  On the unimodality of the likelihood for the Cauchy distribution , 1975 .

[58]  Y. Chikuse,et al.  Asymptotic Expansions for the Joint and Marginal Distributions of the Latent Roots of the Covariance Matrix , 1975 .

[59]  R. Ash,et al.  Real analysis and probability , 1975 .

[60]  Y. Chikuse.  Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots , 1976 .

[61]  C. Waternaux.  Asymptotic distribution of the sample roots for a nonnormal population , 1976 .

[62]  N. Sugiura,et al.  Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices , 1976 .

[63]  R. Maronna.  Robust $M$-Estimators of Multivariate Location and Scatter , 1976 .

[64]  M. Stone,et al.  Cross‐Validatory Choice and Assessment of Statistical Predictions , 1976 .

[65]  Y. Fujikoshi.  An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots , 1977 .

[66]  Donald Fraser,et al.  Probability and Statistics: Theory and Applications. , 1977 .

[67]  Takeaki Kariya,et al.  Robust Tests for Spherical Symmetry , 1977 .

[68]  Y. Fujikoshi.  Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations , 1978 .

[69]  J. G. Saw,et al.  A family of distributions on the m-sphere and some hypothesis tests , 1978 .

[70]  David R. Cox,et al.  Testing multivariate normality , 1978 .

[71]  Muni S. Srivastava,et al.  On Monotonicity of the Modified Likelihood Ratio Test for the Equality of Two Covariances , 1978 .

[72]  V. Barnett,et al.  Probability and Statistics: Theory and Applications. , 1978 .

[73]  M. J. Frank.  On the simultaneous associativity of F(x, y) and x+y-F(x, y). (Short Communication). , 1978 .

[74]  J. Gower,et al.  Methods for statistical data analysis of multivariate observations , 1977, A Wiley publication in applied statistics.

[75]  Sadanori Konishi,et al.  Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis , 1979 .

[76]  J. Magnus,et al.  The Commutation Matrix: Some Properties and Applications , 1979 .

[77]  工藤 昭夫,et al.  A Multivariate Analogue of the One-Sided Testについての一注意 (多次元統計解析の数理的研究) , 1979 .

[78]  Michael D. Perlman,et al.  Unbiasedness of the Likelihood Ratio Tests for Equality of Several Covariance Matrices and Equality of Several Multivariate Normal Populations , 1980 .

[79]  J. Zidek,et al.  Multivariate regression analysis and canonical variates , 1980 .

[80]  R. Muirhead,et al.  Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations , 1980 .

[81]  P. Brown.  Aspects of multivariate regression , 1980 .

[82]  R. Serfling.  Approximation Theorems of Mathematical Statistics , 1980 .

[83]  D. Freedman,et al.  Some Asymptotic Theory for the Bootstrap , 1981 .

[84]  K. Singh,et al.  On the Asymptotic Accuracy of Efron's Bootstrap , 1981 .

[85]  W. Stahel.  Robuste Schätzungen: infinitesimale Optimalität und Schätzungen von Kovarianzmatrizen , 1981 .

[86]  M. E. Johnson,et al.  A Family of Distributions for Modelling Non‐Elliptically Symmetric Multivariate Data , 1981 .

[87]  Richard A. Johnson,et al.  Applied Multivariate Statistical Analysis , 1983 .

[88]  加藤 敏夫.  A short introduction to perturbation theory for linear operators , 1982 .

[89]  D. Oakes.  A Model for Association in Bivariate Survival Data , 1982 .

[90]  David E. Tyler.  Radial estimates and the test for sphericity , 1982 .

[91]  R. Muirhead.  Aspects of Multivariate Statistical Theory , 1982, Wiley Series in Probability and Statistics.

[92]  J. Royston.  An Extension of Shapiro and Wilk's W Test for Normality to Large Samples , 1982 .

[93]  David E. Tyler.  Robustness and efficiency properties of scatter matrices , 1983 .

[94]  J. Royston.  Some Techniques for Assessing Multivarate Normality Based on the Shapiro‐Wilk W , 1983 .

[95]  P. Bentler.  Some contributions to efficient statistics in structural models: Specification and estimation of moment structures , 1983 .

[96]  G. S. Watson.  Statistics on Spheres , 1983 .

[97]  Heinz Kres.  Statistical Tables for Multivariate Analysis: A Handbook with References to Applications , 1983 .

[98]  David E. Tyler.  The Asymptotic Distribution of Principal Component Roots Under Local Alternatives to Multiple Roots , 1983 .

[99]  Peter J. Rousseeuw,et al.  ROBUST REGRESSION BY MEANS OF S-ESTIMATORS , 1984 .

[100]  T. J. Page.  Multivariate Statistics: A Vector Space Approach , 1984 .

[101]  Josef Schmee,et al.  An introduction to applied multivariate statistics , 1984 .

[102]  Muni S. Srivastava,et al.  Estimation of interclass correlations in familial data , 1984 .

[103]  James A. Reeds,et al.  Asymptotic Number of Roots of Cauchy Location Likelihood Equations , 1985 .

[104]  P. Rousseeuw.  Multivariate estimation with high breakdown point , 1985 .

[105]  早川 毅,et al.  Modern multivariate statistical analysis : a graduate course and handbook , 1985 .

[106]  T. Kariya.  Testing in the multivariate general linear model , 1985 .

[107]  R. Beran,et al.  Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix , 1985 .

[108]  O. Marrero.  Robustness of Statistical Tests in the Two‐Sample Location Problem , 1985 .

[109]  R. Nelsen.  Properties of a one-parameter family of bivariate distributions with specified marginals , 1986 .

[110]  R. Beran.  Simulated Power Functions , 1986 .

[111]  Christian Genest,et al.  Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données , 1986 .

[112]  Morris L. Eaton,et al.  Concentration inequalities for Gauss-Markov estimators , 1988 .

[113]  C. Genest.  Frank's family of bivariate distributions , 1987 .

[114]  P. L. Davies,et al.  Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices , 1987 .

[115]  A. Shapiro,et al.  Analysis of Covariance Structures under Elliptical Distributions , 1987 .

[116]  Y. Fujikoshi,et al.  On tests for selection of variables and independence under multivariate regression models , 1987 .

[117]  Gilles R. Ducharme,et al.  Spatial median and directional data , 1987 .

[118]  C. O'Connor.  An introduction to multivariate statistical analysis: 2nd edn. by T. W. Anderson. 675 pp. Wiley, New York (1984) , 1987 .

[119]  R. Beran.  Prepivoting to reduce level error of confidence sets , 1987 .

[120]  G. Boente.  Asymptotic theory for robust principal components , 1987 .

[121]  Muni S. Srivastava,et al.  Correction: Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix , 1987 .

[122]  B. Efron.  The jackknife, the bootstrap, and other resampling plans , 1987 .

[123]  A. Shapiro,et al.  Adjustments for kurtosis in factor analysis with elliptically distributed errors , 1987 .

[124]  M. Srivastava,et al.  On assessing multivariate normality based on shapiro-wilk W statistic , 1987 .

[125]  M. Srivastava,et al.  Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data , 1988 .

[126]  B. Sinha,et al.  A characterization of Dirichlet distributions , 1988 .

[127]  Y. Fujikoshi.  Comparison of powers of a class of tests for multivariate linear hypothesis and independence , 1988 .

[128]  R. Beran.  Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements , 1988 .

[129]  I. Olkin,et al.  Families of Multivariate Distributions , 1988 .

[130]  M. Srivastava,et al.  Estimation of the MSE matrix of the stein estimator , 1988 .

[131]  M. Bilodeau.  On the Simultaneous Estimation of Scale Parameters , 1988 .

[132]  Robert H. Berk,et al.  Optimality of the least squares estimator , 1989 .

[133]  Takeaki Kariya,et al.  Minimax estimators in the normal MANOVA model , 1989 .

[134]  S. Kotz,et al.  Symmetric Multivariate and Related Distributions , 1989 .

[135]  Muni S. Srivastava,et al.  Stein estimation under elliptical distributions , 1989 .

[136]  G. Ducharme,et al.  Vector correlation for elliptical distributions , 1989 .

[137]  M. Srivastava,et al.  Saddlepoint method for obtaining tail probability of Wilks' likelihood ratio test , 1989 .

[138]  H. P. Lopuhaä.  On the relation between S-estimators and M-estimators of multivariate location and covariance , 1989 .

[139]  H. Wakaki.  A class of tests for a general covariance structure , 1990 .

[140]  M. Bilodeau.  ON THE CHOICE OF THE LOSS FUNCTION IN COVARIANCE ESTIMATION , 1990 .

[141]  G. Casella,et al.  Statistical Inference , 2003, Encyclopedia of Social Network Analysis and Mining.

[142]  Hajime Yamato.  Uniformly minimum variance unbiased estimation for symmetric normal distributions , 1990 .

[143]  Michael A. Martin.  On Bootstrap Iteration for Coverage Correction in Confidence Intervals , 1990 .

[144]  P. Rousseeuw,et al.  Unmasking Multivariate Outliers and Leverage Points , 1990 .

[145]  Norbert Henze,et al.  A class of invariant consistent tests for multivariate normality , 1990 .

[146]  David M. Rocke,et al.  On the cumulants of affine equivariant estimators in elliptical families , 1990 .

[147]  Sadanori Konishi,et al.  Inferences on interclass and intraclass correlations in multivariate familial data , 1990 .

[148]  M. M. Ali,et al.  An optimal property of the Gauss-Markoff estimator , 1990 .

[149]  Donald St. P. Richards,et al.  The Dirichlet distributions and polynomial regression , 1990 .

[150]  H. P. Lopuhaä.  Multivariate τ‐estimators for location and scatter , 1991 .

[151]  David E. Tyler,et al.  ON WIELANDT'S INEQUALITY AND ITS APPLICATION TO THE ASYMPTOTIC DISTRIBUTION OF THE EIGENVALUES OF A RANDOM SYMMETRIC MATRIX , 1991 .

[152]  David E. Tyler,et al.  Redescending $M$-Estimates of Multivariate Location and Scatter , 1991 .

[153]  P. Rousseeuw,et al.  Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices , 1991 .

[154]  M. Srivastava,et al.  Conditional inference for treatment and error in multivariate analysis , 1991 .

[155]  L. Baringhaus,et al.  Limit distributions for measures of multivariate Skewness and Kurtosis based on projections , 1991 .

[156]  Takeaki Kariya,et al.  LBI tests for multivariate normality in exponential power distributions , 1991 .

[157]  Ludwig Baringhaus,et al.  Testing for Spherical Symmetry of a Multivariate Distribution , 1991 .

[158]  Sadanori Konishi,et al.  Inferences on Multivariate Measures of Interclass and Intraclass Correlations in Familial Data , 1991 .

[159]  D. Ruppert.  Computing S Estimators for Regression and Multivariate Location/Dispersion , 1992 .

[160]  T. Varga,et al.  Characterization of matrix variate normal distributions , 1992 .

[161]  M. Bartlett.  Properties of Sufficiency and Statistical Tests , 1992 .

[162]  P. Hall.  The Bootstrap and Edgeworth Expansion , 1992 .

[163]  Y. Fujikoshi,et al.  Tests for the mean direction of the Langevin distribution with large concentration parameter , 1992 .

[164]  C. Cuadras.  Probability distributions with given multivariate marginals and given dependence structure , 1992 .

[165]  Muni S. Srivastava,et al.  Estimation of the eigenvalues of σ 1 σ 2 -1 , 1992 .

[166]  Muni S. Srivastava,et al.  On the distributions of some test criteria for a covariance matrix under local alternatives , 1992 .

[167]  Sadanori Konishi,et al.  Principal component analysis for multivariate familial data , 1992 .

[168]  S. Mudaliar.  Asymptotic Expansions for a Class of Hypergeometric Functions , 1992 .

[169]  H. S. Steyn.  On the problem of more than one Kurtosis parameter in multivariate analysis , 1993 .

[170]  P. Bentler,et al.  A necessary test of goodness of fit for sphericity , 1993 .

[171]  H. Neudecker,et al.  Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices , 1993 .

[172]  Jorge Luis Romeu,et al.  A comparative study of goodness-of-fit tests for multivariate normality , 1993 .

[173]  D L Streiner,et al.  An Introduction to Multivariate Statistics , 1993, Canadian journal of psychiatry. Revue canadienne de psychiatrie.

[174]  A. W. Kemp,et al.  Univariate Discrete Distributions , 1993 .

[175]  Ted Chang,et al.  Robust M-estimators on spheres , 1993 .

[176]  B. Sutradhar.  Score Test for the Covariance Matrix of the Elliptic t-Distribution , 1993 .

[177]  W. Stadje,et al.  ML Characterization of the Multivariate Normal Distribution , 1993 .

[178]  J. Carriére.  DEPENDENT DECREMENT THEORY , 1994 .

[179]  A. W. Kemp,et al.  Kendall's Advanced Theory of Statistics. , 1994 .

[180]  C. S. Wong,et al.  Moments for Left Elliptically Contoured Random Matrices , 1994 .

[181]  S. Kotz,et al.  Characteristic Functions of a Class of Elliptic Distributions , 1994 .

[182]  M. Siotani,et al.  Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution , 1994 .

[183]  Dei-In Tang,et al.  Uniformly More Powerful Tests in a One-Sided Multivariate Problem , 1994 .

[184]  M. L. Eaton,et al.  The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis , 1994 .

[185]  Y. Kano.  Consistency Property of Elliptic Probability Density Functions , 1994 .

[186]  M. Bilodeau,et al.  LBI tests of independence in bivariate exponential distributions , 1994 .

[187]  H. Uhlig.  On singular Wishart and singular multivariate beta distributions , 1994 .

[188]  S. J. Sepanski.  Asymptotics for Multivariate t-Statistic and Hotelling's T2-Statistic Under Infinite Second Moments via Bootstrapping , 1994 .

[189]  Chuanhai Liu,et al.  Missing data imputation using the multivariate t distribution , 1995 .

[190]  K. Krishnamoorthy,et al.  Confidence regions for the common mean vector of several multivariate normal populations , 1995 .

[191]  Mervyn J. Silvapulle,et al.  A Hotelling's T 2 -type statistic for testing against one-sided hypotheses , 1995 .

[192]  M. Bilodeau.  Minimax estimators of the mean vector in normal mixed linear models , 1995 .

[193]  Kenneth J. Koehler,et al.  Constructing multivariate distributions with specific marginal distributions , 1995 .

[194]  Sumitra Purkayastha,et al.  Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives , 1995 .

[195]  T. Kollo,et al.  Minimal moments and cumulants of symmetric matrices: an application to the Wishart distribution , 1995 .

[196]  Stephen Warwick Looney,et al.  How to Use Tests for Univariate Normality to Assess Multivariate Normality , 1995 .

[197]  F. Ruymgaart,et al.  Asymptotic Behavior of Sample Mean Direction for Spheres , 1996 .

[198]  Stephen Wolfram,et al.  The Mathematica book (3rd ed.) , 1996 .

[199]  David M. Rocke.  Robustness properties of S-estimators of multivariate location and shape in high dimension , 1996 .

[200]  Moshe Shaked,et al.  Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals , 1996 .

[201]  P. Spreij.  Probability and Measure , 1996 .

[202]  Yutaka Kano,et al.  An asymptotic expansion of the distribution of Hotelling's T 2 -statistic under general distributions , 1996 .

[203]  M. Bilodeau.  Some remarks on (p;m,n) distributions , 1996 .

[204]  Robb J. Muirhead,et al.  On Estimating the Dimensionality in Canonical Correlation Analysis , 1997 .

[205]  Bernard D. Flury,et al.  Why Multivariate Statistics , 1997 .

[206]  Norbert Henze,et al.  A New Approach to the BHEP Tests for Multivariate Normality , 1997 .

[207]  Toshiya Iwashita,et al.  Asymptotic null and nonnull distribution of Hotelling's T2-statistic under the elliptical distribution , 1997 .

[208]  Yanqin Fan,et al.  Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function , 1997 .

[209]  Yasunori Fujikoshi,et al.  An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality , 1997 .

[210]  Anthony C. Davison,et al.  Bootstrap Methods and Their Application , 1998 .

[211]  Arjun K. Gupta,et al.  Characterization ofp-Generalized Normality , 1997 .

[212]  Peter M. Bentler,et al.  Geodesic Estimation in Elliptical Distributions , 1997 .

[213]  Hironori Fujisawa,et al.  Improvement on Chi-Squared Approximation by Monotone Transformation , 1997 .

[214]  Nitis Mukhopadhyay,et al.  On Sequential Fixed-Size Confidence Regions for the Mean Vector , 1997 .

[215]  H. Fujisawa.  Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects , 1997 .

[216]  M. Bilodeau.  Estimating a multivariate treatment effect under a biased allocation rule , 1997 .

[217]  J. Friedman,et al.  Predicting Multivariate Responses in Multiple Linear Regression , 1997 .

[218]  Chuanhai Liu.  ML Estimation of the MultivariatetDistribution and the EM Algorithm , 1997 .

[219]  G. Ducharme,et al.  Smooth Tests of Goodness-of-Fit for Directional and Axial Data , 1997 .

[220]  Truc T. Nguyen.  A Note on Matrix Variate Normal Distribution , 1997 .

[221]  M. Mcdermott,et al.  A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic , 1998 .

[222]  K. Naito.  Approximation of the Power of Kurtosis Test for Multinormality , 1998 .

[223]  Carlos A. Coelho,et al.  The Generalized Integer Gamma Distribution A Basis for Distributions in Multivariate Statistics , 1998 .

[224]  M. Srivastava,et al.  Outliers in Multivariate Regression Models , 1998 .

[225]  P. Szabłowski.  Uniform Distributions on Spheres in Finite DimensionalL α and Their Generalizations , 1998 .

[226]  L. Dümbgen.  Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix , 1998 .

[227]  M. Mcdermott,et al.  Conditional Likelihood Ratio Test for a Nonnegative Normal Mean Vector , 1998 .

[228]  R. Tsay,et al.  Tests for Multinormality with Application to Time Series , 1999 .

[229]  Peter Hall,et al.  Bootstrap methods in statistics , 2000 .

[230]  M. Bilodeau.  Multivariate Flattening for Better Predictions , 2000 .