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Gupta, Rameshwar D. (1973) On testing latent vectors of a normal covariance matrix. Canadian Journal of Statistics, 1. 255-260 doi:10.2307/3315004

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Reference TypeJournal (article/letter/editorial)
TitleOn testing latent vectors of a normal covariance matrix
JournalCanadian Journal of Statistics
AuthorsGupta, Rameshwar D.Author
Year1973Volume1
PublisherWiley
DOIdoi:10.2307/3315004Search in ResearchGate
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Mindat Ref. ID11342832Long-form Identifiermindat:1:5:11342832:0
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Full ReferenceGupta, Rameshwar D. (1973) On testing latent vectors of a normal covariance matrix. Canadian Journal of Statistics, 1. 255-260 doi:10.2307/3315004
Plain TextGupta, Rameshwar D. (1973) On testing latent vectors of a normal covariance matrix. Canadian Journal of Statistics, 1. 255-260 doi:10.2307/3315004
In(n.d.) Canadian Journal of Statistics Vol. 1. Wiley

See Also

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Gupta, Rameshwar D., Khattree, Ravindra (1993) A comparison of some estimators of the variance covariance matrix when the population mean is known. Statistics, 24. 331-345 doi:10.1080/02331888308802420
Gupta, A. K., Govindarajulu, Z. (1973) Some new classification rules forcunivariate normal populations. Canadian Journal of Statistics, 1. 139-157 doi:10.2307/3314996
Krishnamoorthy, K., Gupta, A. K. (1989) Improved minimax estimation of a normal precision matrix. Canadian Journal of Statistics, 17. 91-102 doi:10.2307/3314766
Kundu, Debasis, Gupta, Rameshwar D. (2013) Power-normal distribution. Statistics, 47. 110-125 doi:10.1080/02331888.2011.568620
Tracy, D. S., Gupta, B. C. (1973) A combinatorial method for products of generalizedh-statistics. Canadian Journal of Statistics, 1. 25-33 doi:10.2307/3314645
Gupta, Arjun K., Sheena †, Yo (2004) Estimation of a multivariate normal covariance matrix under a certain structure. Statistics, 38. 371-379 doi:10.1080/02331880410001730748
Berry, J. Calvin (1987) Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment. Canadian Journal of Statistics, 15. 177-183 doi:10.2307/3315207
Perron, François (1990) Equivariant estimators of the covariance matrix. Canadian Journal of Statistics, 18. 179-182 doi:10.2307/3315567
Perron, François (1992) Monotonic minimax estimators of a 2×2 covariance matrix. Canadian Journal of Statistics, 20. 441-449 doi:10.2307/3315613
Gupta, S. Das, Giri, N. (1973) Properties of Tests Concerning Covariance Matrices of Normal Distributions. The Annals of Statistics, 1 (6). 1222-1224 doi:10.1214/aos/1176342572
Mathai, A.M., Tan, W.Y. (1977) The non-null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix is diagonal. Canadian Journal of Statistics, 5. 63-74 doi:10.2307/3315085
 
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