Advances in multivariate statistical analysis

edited by A.K. Gupta


  • 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.

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書名 Advances in multivariate statistical analysis
著作者等 Gupta, Ajaya K.
Gupta A. K.
シリーズ名 Theory and decision library
出版元 D. Reidel Pub. Co.
Sold and Kluwer Academic
刊行年月 c1987
ページ数 xvi, 389 p.
大きさ 23 cm
ISBN 9027725314
NCID BA01031400
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言語 英語
出版国 オランダ