Arjun Kumar Gupta | Academic Influence

Arjun Kumar Gupta's AcademicInfluence.com Rankings

Arjun Kumar Gupta

Mathematics

#2397

World Rank

#3717

Historical Rank

Statistics

#95

World Rank

#126

Historical Rank

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Mathematics

Arjun Kumar Gupta's Degrees

PhD Statistics University of California, Berkeley
Masters Statistics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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Why Is Arjun Kumar Gupta Influential?

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According to Wikipedia, Arjun Kumar Gupta was a Distinguished Research Professor in the Department of Mathematics & Statistics at Bowling Green State University in Ohio. Gupta was born in Uttar Pradesh, India in 1938. Gupta received his bachelor's and master's degrees from Poona University in India and his PhD from Purdue University.

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Arjun Kumar Gupta's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A multivariate skew normal distribution (2004) (776)
Parametric Statistical Change Point Analysis (2000) (615)
Testing and Locating Variance Changepoints with Application to Stock Prices (1997) (331)
The Theory of Linear Models and Multivariate Analysis (1981) (331)
Handbook of beta distribution and its applications (2004) (319)
Elliptically contoured models in statistics (1993) (299)
Multivariate skew t-distribution (2003) (174)
Additive properties of skew normal random vectors (2004) (162)
Elliptically Contoured Models in Statistics and Portfolio Theory (2013) (121)
The Exponentiated Gamma Distribution with Application to Drought Data (2007) (104)
The Closed Skew-Normal Distribution (2004) (89)
GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION (2001) (87)
On the Moments of the Beta Normal Distribution (2005) (85)
Bayes estimation for the Marshall-Olkin bivariate Weibull distribution (2013) (82)
On the distribution of the product of independent beta random variables (1984) (80)
Bayes Estimation for the Marshall-Olkin Exponential Distribution (1990) (76)
On the exact distribution of Wilks's criterion (1969) (72)
Lp-norm spherical distribution (1997) (67)
A class of multivariate skew-normal models (2004) (60)
A generalized gamma distribution with application to drought data (2007) (58)
Quadratic forms in skew normal variates (2002) (58)
Distribution of quadratic forms under skew normal settings (2009) (56)
Improved minimax estimation of a normal precision matrix (1989) (54)
Beta Distribution (2011) (54)
Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models (1984) (52)
On the Moments of the Exponentiated Weibull Distribution (2005) (51)
Some bivariate gamma distributions (2006) (49)
Characterization of the skew-normal distribution (2004) (49)
Matrix-variate Kummer-Beta distribution (2002) (48)
The foundations of multivariate analysis (1982) (47)
On matrix variate skew-normal distributions (2005) (45)
MATRIX-VARIATE BETA DISTRIBUTION (2000) (43)
Expectations of Functions of Complex Wishart Matrix (2011) (41)
Mixtures of Dirichlet Distributions and Estimation in Contingency Tables (1982) (40)
Testing the equality of several intraclass correlation coefficients (1989) (38)
On bivariate Weibull-Geometric distribution (2014) (38)
Multivariate Statistical Modeling and Data Analysis. (1988) (37)
MAXIMUM LIKELIHOOD ESTIMATES FOR BEHRENS-FISHER PROBLEM (1987) (37)
A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis (2007) (37)
Array Variate Random Variables with Multiway Kro- necker Delta Covariance Matrix Structure (2011) (36)
Change point analysis of a Gaussian model (1999) (35)
Direct shrinkage estimation of large dimensional precision matrix (2013) (35)
Non-central bivariate beta distribution (2011) (35)
On testing homogeneity of variances for gaussian models (1987) (34)
Distribution of matrix quadratic forms under skew-normal settings (2014) (33)
Estimation in Contingency Tables Using Prior Information (1983) (33)
On the Three-Parameter Weibull Distribution Shape Parameter Estimation (2021) (32)
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (2013) (31)
Multivariate skew-symmetric distributions (2003) (30)
Density expansions based on the multivariate skew normal distribution (2003) (30)
Detecting changes of mean in multidimensional normal sequences with applications to literature and geology (1996) (30)
The Distribution of Stock Returns When the Market Is Up (2003) (29)
Bayesian Estimation Methods for 2 × 2 Contingency Tables Using Mixtures of Dirichlet Distributions (1983) (27)
Noncentral Distribution of Wilks' Statistic in Manova (1971) (27)
ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION (1977) (26)
Extended matrix variate gamma and beta functions (2013) (26)
Asymptotics for testing hypothesis in some multivariate variance components model under non-normality (2006) (25)
Exact distribution of certain general test statistics in multivariate analysis (1986) (24)
A NEW CLASS OF MATRIX VARIATE ELLIPTICALLY CONTOURED DISTRIBUTIONS (1994) (24)
Characterization of matrix variate normal distributions (1992) (24)
Distribution of Wilks' likelihood-ratio criterion in the complex case (1971) (23)
Bayesian Methods for Binomial Data with Applications to a Nonresponse Problem (1985) (21)
Distribution of LRC for testing sphericity of a complex multivariate Gaussian model. (1985) (21)
Estimation Methods for the Gompertz–Makeham Distribution Under Progressively Type-I Interval Censoring Scheme (2012) (21)
On the product and ratio of Bessel random variables (2005) (20)
On generalized matric variate beta distributions (1985) (20)
On Some Tests of the Covariance Matrix Under General Conditions (2006) (20)
Improved Estimation in a Contingency Table: Independence Structure (1989) (19)
Generalized liouville distribution (1996) (19)
Matrix variate Kummer-Dirichlet distributions (2001) (18)
Properties of Matrix Variate Beta Type 3 Distribution (2009) (18)
Tests for an Epidemic Change in a Sequence of Exponentially Distributed Random Variables (2003) (18)
Matrix variate skew normal distributions (2005) (18)
An asymptotic expansion of the distribution of Rao's U-statistic under a general condition (2006) (18)
On the ratio of logistic random variables (2006) (17)
Asymptotic Distributions of the Determinants of Some Random Matrices (1975) (17)
Generalisation of a ``square'' functional equation. (1975) (17)
On the sample characterization criterion for normal distributions (2003) (17)
Characterizations of the Beta Distribution (2004) (17)
On Some Properties of the Unified Skew Normal Distribution (2013) (16)
IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES (2001) (16)
Intensity-duration models based on bivariate gamma distributions (2006) (16)
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model† (2015) (15)
Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality (2007) (15)
MANOVA for large hypothesis degrees of freedom under non-normality (2008) (15)
Probability and Statistical Models: Foundations for Problems in Reliability and Financial Mathematics (2010) (15)
Quadratic forms in complex normal varieties: basic results (1987) (15)
Improved Estimation of Generalized Variance and Precision (1995) (15)
Recurrence relations for the moments of truncated multinormal distribution (1976) (15)
Improved Minimax Estimators of Normal Convariance and Precision Matrices (1995) (14)
Product and quotient of correlated beta variables (2009) (14)
Change Points with Linear Trend Followed by Abrupt Change for the Exponential Distribution (2002) (14)
Estimation of the precision matrix of multivariate Kotz type model (2009) (14)
A Matrix Variate Skew Distribution (2010) (14)
Change Point Analysis for Generalized Lambda Distribution (2009) (14)
Change points with linear trend for the exponential distribution (2001) (13)
On Reliability in a Multicomponent Stress-Strength Model with Power Lindley Distribution (2018) (13)
ON A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD RATIO CRITERIA (1988) (13)
On a classification rule for multiple measurements (1986) (13)
On matric variate-T distribution (1985) (13)
Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (2011) (13)
Properties and Applications of Extended Hypergeometric Functions (2014) (13)
A New Family of BAN Estimators for Polytomous Logistic Regression Models based on ϕ- Divergence Measures (2006) (13)
Percentage Points of a Test Statistic Useful in Manova with Structured Covariance Matrices (2013) (12)
Quadratic Forms in Disguised Matrix T-Variate (1998) (12)
Linear restrictions and two step multivariate least squares with applications (1997) (12)
The density of the skew normal sample mean and its applications (2004) (12)
Nonnull distribution of Wilks' statistic for Manova in the complex case (1976) (12)
On testing homogeneity of variances for nonnormal models using entropy (2007) (12)
Uniform Mixtures Via Posterior Means (1997) (12)
Testing- for Poissonity-normality vs. other infinite divisibility ' (1994) (12)
On the estimation of restricted mean (1980) (12)
Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry (2004) (12)
Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach : Volume 2 Multivariate Statistical Modeling (1994) (11)
Friday and Patil's Bivariate Exponential Distribution with Application to Drought Data (2006) (11)
A new process capability index (1997) (11)
CONSTRUCTION AND INFERENCES OF THE EFFICIENT FRONTIER IN ELLIPTICAL MODELS (2009) (11)
ON THE WEIBULL RECORD STATISTICS AND ASSOCIATED INFERENCES (2012) (11)
Information-Statistical Data Mining: Warehouse Integration With Examples of Oracle Basics (The Kluwer International Series in Engineering and Computer Science, 757) (2003) (11)
On a multiple observations model in discriminant analysis (1990) (11)
Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity (1988) (11)
Probability and Statistical Models (2010) (11)
Some Inference Problems for Matrix Variate Elliptically Contoured Distributions (1995) (11)
Properties of the Extended Whittaker Function (2013) (11)
A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions (2003) (11)
Bayesian discrimination using multiple observations (1993) (11)
Asymptotic expansions for the distribution of quadratic forms in normal variables (1988) (11)
Matrix variate generalization of a bivariate beta type 1 distribution (2009) (11)
Tests in variance components models under skew-normal settings (2015) (11)
The Distribution of a Linear Combination ofTwo Correlated Chi-Square Variables (2013) (10)
Likelihood Ratio Test for Multisample Sphericity (1987) (10)
On some sampling distributions for skew-normal population (2015) (10)
Generalized bivariate beta distributions involving Appell's hypergeometric function of the second kind (2012) (10)
Rank of a quadratic form in an elliptically contoured matrix random variable (1991) (10)
EXACT AND APPROXIMATE DISTRIBUTIONS FOR THE LINEAR COMBINATION OF INVERTED DIRICHLET COMPONENTS (2006) (9)
On testing circular stationary and related models (1988) (9)
On the type-B integral equation and the distribution of wilks statist for testing independence of several groups of variables (1987) (9)
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix (2014) (9)
Absolute Continuous Multivariate Generalized Exponential Distribution (2015) (9)
Adjusted empirical likelihood for long-memory time-series models (2016) (9)
Inferences about Interclass and Intraclass Correlations from Familial Data (1987) (9)
Characterizations of stable laws via functional equations (2006) (9)
Nonnull distribution of the likelihood ratio criterion for testing equality of covariance matrices under intraclass correlation model (1987) (9)
On bivariate inverse Weibull distribution (2017) (9)
Multidimensional statistical analysis and theory of random matrices : proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, OH, USA, 29-30 March 1996 (1996) (8)
An exact test about the covariance matrix (2014) (8)
Improved statistics for contrasting means of two samples under non-normality. (2009) (8)
On a stochastic inequality for the wilks statistic (1975) (8)
Properties of Noncentral Dirichlet Distributions (2006) (8)
Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution (2005) (8)
Sums, products and ratios for Mckay's bivariate gamma distribution (2006) (8)
A new family of multivariate skew slash distribution (2018) (8)
Information Theory & Statistics (2004) (8)
Applied Discriminant Analysis (Carl J. Huberty) (1996) (8)
Residual analysis and outliers in loglinear models based on phi-divergence statistics (2007) (8)
Estimation of the multivariate normal covariance matrix under some restrictions (2003) (8)
Evaluation of cumulative probabilities for matrix variate Kummer-beta and matrix variate Kummer-gamma distributions (2003) (8)
Percentage points for testing homogeneity of several univariate Gaussian populations (2004) (8)
On location and scale maximum likelihood estimators (1994) (8)
A class of integral identities with Hermitian matrix argument (2006) (8)
Change-Point Models (2011) (8)
Estimation and inference for dependence in multivariate data (2010) (8)
Adjusted Empirical Likelihood for Time Series Models (2016) (8)
Convex Ordering of Random Variables and its Applications in Econometrics and Actuarial Science (2010) (8)
Moments and other expected values for matrix variate elliptically contoured distribution (1994) (8)
Multivariate Generalization of the Hypergeometric Function Type I Distribution (2009) (7)
Certain nonparametric classification rules and their asymptotic efficiencies (1977) (7)
Characterization of characterization of joint density by conditional densities (1990) (7)
CONFIDENCE INTERVALS FOR THE MEAN VALUE OF RESPONSE FUNCTION IN GENERALIZED LINEAR MODELS (2005) (7)
Unitary invariant and residual independent matrix distributions (2009) (7)
Linearity of convex mean residual life (2001) (7)
Estimation of Parameters of the Unified Skew Normal Distribution Using the Method of Weighted Moments (2012) (7)
Testing for affine equivalence of elliptically symmetric distributions (2004) (7)
Duality between matrix variate t and matrix variate V.G. distributions (2006) (7)
Characterization ofp-Generalized Normality (1997) (7)
Weak limits of U-statistics of infinite order (1999) (7)
Some new classification rules for c univariate normal populations (1973) (7)
Theory of Sample Surveys (2011) (7)
Cherians bivariate gamma distributionas a model for drought data (2006) (7)
Testing Equality of Several Correlation Matrices (2013) (6)
Stochastic Frontier Analysis with Fat-tailed Error Models Applied to WHO Health Data (2011) (6)
Matrix variate extended skew normal distributions (2012) (6)
A Moment-Based Test for Homogeneity in Finite Mixture Models (2009) (6)
A study of generalized skew-normal distribution (2013) (6)
Sampling distributions of skew normal populations associated with closed skew normal distributions (2019) (6)
Bowling Green State University, Bowling Green (2013) (6)
On a ``square'' functional equation. (1974) (6)
Multivariate elliptically contoured linear models and some aspects of the theory of random matrices (1996) (6)
Skewed Bessel function distributions with application to rainfall data (2007) (6)
Local score tests in mixture exponential family (2003) (6)
An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data (2014) (6)
Testing for a change point in a sequence of exponential random variables with repeated values (2010) (6)
Aic-Replacements for Some Multivariate Tests of Homogeneity with Applications in Multisample Clustering and Variable Selection (1994) (5)
Locally optimal test of normality against skew-normality (2012) (5)
Beta Bessel distributions (2006) (5)
MATRIX-VARIATE GAUSS HYPERGEOMETRIC DISTRIBUTION (2012) (5)
Bayesian inference on P(X > Y) in bivariate Rayleigh model (2018) (5)
Characterization of multivariate distributions through a functional equation of their characteristic functions (1997) (5)
Some Bimatrix Beta Distributions (2012) (5)
Classification Rules for Exponential Populations: Two Parameter Case. (1977) (5)
Matrix variate Macdonald distribution (2016) (5)
Selberg-type squared matrices gamma and beta integrals (2008) (5)
Epidemic Change Model for the Exponential Family (2004) (5)
Distributions of Hotelling's T 2 and Multiple and Partial Correlation Coefficients for the Mixture of Two Multivariate Gaussian Populations (1999) (5)
An identity for multivariate elliptically contoured matrix distribution (2009) (5)
Distribution of the determinant of the sample correlation matrix from a mixture normal model (2004) (5)
Some tests with specified size for the behrens-fisher problem (1999) (5)
A simple motivation for James-Stein estimators (1991) (5)
On a conditional Cauchy functional equation of several variables and a characterization of multivariate stable distributions (1993) (5)
Testing of homogeneity of diagonal blocks with blockwise independence (1991) (5)
Jackknife empirical likelihood test for mean residual life functions (2017) (5)
TESTING SPHERICITY UNDER A MIXTURE MODEL (1992) (4)
Empirical Likelihood Ratio Test for the Epidemic Change Model (2021) (4)
NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE (1988) (4)
On the product and ratio for the elliptically symmetric Pearson type Vii distribution (2005) (4)
Properties of Matrix Variate Confluent Hypergeometric Function Distribution (2016) (4)
On the Non-central Distribution of the Second Elementary Symmetric Function of the Roots of a Matrix (1968) (4)
Discrete uniform mixtures via posterior means (1999) (4)
Normal and logistic random variables: distribution of the linear combination (2007) (4)
Information-Statistical Data Mining (2004) (4)
A product Pareto distribution (2008) (4)
A variable selection technique in discriminant analysis with application in marketing data (1999) (4)
Moments of Ratios of Quadratic Forms (1998) (4)
A quadratic programming approach to a survey sampling cost minimization problem (2011) (4)
Phi-divergences and polytomous logistic regression models: An overview (2007) (4)
On a test for reality of the covariance matrix in a complex gaussian distribution (1973) (4)
Jackknife empirical likelihood method for testing the equality of two variances (2015) (4)
A multivariate two-factor skew model (2007) (4)
Sums, products, and ratios for Freund's bivariate exponential distribution (2006) (4)
Wilks’ Factorization of the Complex Matrix Variate Dirichlet Distributions (2005) (4)
Gammaization and wishartness of dependent quadratic forms (1979) (4)
An Introduction to Actuarial Mathematics (2002) (4)
Estimation of Multinomial Probabilities under a Model Constraint (1996) (4)
On a superiority problem in misspecified restricted linear models (1989) (4)
Cumulants of infinitely divisible distributions (2009) (4)
Estimation of Population Mean Under Successive Sampling Scheme when Various Weights and Regression Coefficients are Unknown (1991) (3)
The beta skew t distribution and its properties (2018) (3)
Product Moments of Downton’s Bivariate Exponential Distribution (2008) (3)
Characterization theorems for some discrete distributions based on conditional structure (1996) (3)
Information matrices for some bivariate Pareto distributions (2007) (3)
An n-variate characterization of the gamma and the complex Wishart densities (1997) (3)
Identifiability of Modified Power Series Mixtures via Posterior Means (2001) (3)
Extended Matrix Variate Hypergeometric Functions and Matrix Variate Distributions (2015) (3)
Statistical Inference for the Beta Coefficient (2019) (3)
Improved confidence regions for a mean vector under general conditions (2006) (3)
An identity involving invariant polynomials of matrix arguments (2005) (3)
The Kumaraswamy skew-t distribution and its related properties (2018) (3)
Moment inequalities for truncated multivariate distributions (1977) (2)
Stochastic Frontier Analysis with Fat-Tailed Error Models (2010) (2)
Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate Gaussian populations (1989) (2)
On disguised inverted Wishart distribution (1995) (2)
On the distribution of the second elementary symmetric function of the roots of a matrix (1967) (2)
Test for the Equality of Partial Correlation Coefficients for Two Populations (2015) (2)
Asymptotic expansions of the distributions of some test statistics in generalized linear models (2007) (2)
Estimation in Roberts' Correlation Model for Twin Studies (2008) (2)
Skewed Double Exponential Distribution and Its Stochastic Representation (2009) (2)
Estimation of a multivariate normal covariance matrix under a certain structure (2004) (2)
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part I (2010) (2)
Characterizations of negative multinomial distributions based on conditional distributions (1996) (2)
Estimating odds-ratio: Homogeneity constraints (1997) (2)
On the Equivalence of two Classification Rules (1977) (2)
On testing the equality of K multiple and partial correlation coefficients (2001) (2)
Sums and ratios for beta Stacy distribution (2006) (2)
Credit Risk Modeling (2010) (2)
Information-statistical approach for temporal-spatial data with application (2002) (2)
Moments and cumulants of the skew normal distribution (2007) (2)
Some extensions of Girko’s limit theorems for permanents of random matrices (2000) (2)
ON TESTING AGAINST RESTRICTED ALTERNATIVES FOR THE VARIANCES OF GAUSSIAN MODELS (1989) (2)
Percentage points of LRC for testing equality of covariance matrices under intraclass correlation structure (2015) (2)
DISTRIBUTION OF VOTAW’S λ 1 ( vc ) CRITERION FOR TESTING COMPOUND SYMMETRY OF A COVARIANCE MATRIX (1999) (2)
On the asymptotic distribution of likelihood ratio statistic for testing multisample spherically in the complex case (1992) (2)
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part II (2011) (2)
Analysis of Covariance (Ancova) (2013) (2)
Characterizations of some continuous distributions (1997) (2)
The distribution of symmetric matrix quotients (2003) (1)
Introduction and Preliminary Results (2013) (1)
Parameter Estimation of absolute continuous four parameter Geometric Marshall-Olkin bivariate Pareto Distribution (2018) (1)
Exponential scale mixture of matrix variate Cauchy distribution (2011) (1)
On a multiple correlation ratio (1990) (1)
Quadratic Forms of Independent Complex Beta Matrices (2008) (1)
Elliptically contoured model and factorization of wllks1 A (1997) (1)
On maximum likelihood estimation of the center of a centrally symmetric convex domain (1991) (1)
Percentage Points for Testing Homogeneity of Several Bivariate Gaussian Populations (2014) (1)
Some New Approaches to Infinite Divisibility (2011) (1)
Almost sure behavior of elementary symmetric polynomials (2000) (1)
Univariate Normal Model (2012) (1)
Estimation of the common positive mean of a multivariate population (1979) (1)
Change Point Model for Hazard Function (2012) (1)
SAMPLING WITH VARYING PROBABILITIES OF SELECTION (2011) (1)
A Generalization of Durbin-Watson Statistic (2010) (1)
Statistical Inference for the Transformed Rayleigh Lomax Distribution with Progressive Type-II Right Censorship (2019) (1)
JACKKNIFE EMPIRICAL LIKELIHOOD TEST FOR CHANGES IN MEAN AND VARIANCE (2016) (1)
Multinomial Distribution and Ascertainment by Sex (1982) (1)
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part III (2011) (1)
Edgeworth Expansion of the Moment-Based Test for Homogeneity in an NEF-QVF Mixture Model (2013) (1)
Generalized Extended Matrix Variate Beta and Gamma Functions and Their Applications (2016) (1)
Other Change Point Models (2012) (1)
Balanced Incomplete Block Designs (2013) (1)
Comonotonic Approximations for the Sum of Log Unified Skew Normal Random Variables: Application in Finance and Actuarial Science (2021) (1)
DISTRIBUTION OF LIKELIHOOD CRITERIA AND BOX APPROXIMATION (1987) (1)
A Posterior Distribution for the Normal Mean Arising from a Ratio (2007) (1)
Estimation of the precision matrix of multivariate Pearson type II model (2009) (1)
On multivariate Liouville distribution (1999) (1)
Experimental Designs: Exercises and Solutions (2006) (1)
On testing against restricted alternatives for penrose model (1985) (1)
Elliptically symmetric Bessel distribution: the distribution of $XY$ (2006) (1)
SPHERICAL DISTRIBUTIONS, BETA DISTRIBUTIONS, AND THEIR APPLICATIONS TO LINEAR MODELS (1994) (1)
Application in Portfolio Theory (2013) (1)
A SKEWED TRUNCATED PEARSON TYPE VII DISTRIBUTION (2005) (1)
NONNULL DISTRIBUTION OF THE LIKELIHOOD RATIO CRITERION FOR TESTING THE EQUALITY OF DIAGONAL BLOCKS WITH BLOCKWISE INDEPENDENCE (1994) (1)
A New Bivariate Gamma Distribution (2011) (1)
A compound beta distribution with applications in finance (2007) (1)
CHERIAN’S BIVARIATE GAMMA DISTRIBUTION AS A MODEL FOR DROUGHT DATA LA DISTRIBUCIÓN GAMA BIVARIADA DE CHERIAN COMO UN MODELO PARA DATOS DE SEQUÍA (2006) (1)
A note on the characteristic functions of spherical matrix distributions (1998) (1)
A condition for the nonexistence of ancillary statistics (1995) (1)
Evaluation of a generalized Selberg integral (2015) (1)
Models for Reflecting Prior Beliefs of Association in two-way Contingency Tables (1983) (1)
Student Leave Management System (2017) (1)
New estimators of discriminant coefficients as the gradient of log-odds (2004) (1)
Corrections: On the Exact Distribution of Wilks's Criterion (1970) (1)
A study of the effects of truncation in bivariate normal distribution (1980) (1)
Case Study 2: Financial Data Analysis (2004) (0)
Impact of Skewness on the Performance of Optimal Portfolios (2010) (0)
ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL (1985) (0)
SUB-SAMPLING TWO-STAGE AND THREE-STAGE SAMPLING (2011) (0)
Modeling Technical Efficiency using Truncated Skewed Laplace Distribution (2014) (0)
A simple formula for parabolic cylinder functions (2007) (0)
Characterization of Normal Distribution Related to Two Samples Based on Regression (2006) (0)
Missing and Mixed Plots (2013) (0)
On the joint distribution of a linear and a quadratic form in skew normal variables (2007) (0)
Association and Dependence (2010) (0)
Concept of Patterns & Visualization (2004) (0)
Extended Goursat's hypergeometric function (2015) (0)
On a zonal polynomial integral (2003) (0)
Elements of Modern Algebra (2013) (0)
Elliptically contoured model and factorization of Wilks' $ \Lambda$: noncentral case (2000) (0)
A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution (2012) (0)
Some identities in G-functions (1979) (0)
A simplified version of Cochran's theorem in mixed linear models (2008) (0)
Bayesian Nets & Model Generation (2004) (0)
Estimators for "the fraction of variance explained" in the one-way classification (1977) (0)
Hermite polynomials and truncated trivariate normal distributions (1978) (0)
I. Bayesian Decision Theory A. Statistical Decision Theory (2004) (0)
Skew Elliptically Contoured Distributions (2013) (0)
Mixtures of Normal Distributions (2013) (0)
Estimation Methods for the Gompertz–Makeham Distribution Under Progressively Type-I Interval Censoring Scheme (2012) (0)
Blood bank venture framework (2018) (0)
Information and Statistics Linkage (2004) (0)
Local score test for the mixing proportion for the contaminated elliptical distributions (2011) (0)
Linear combination and product of inverted Dirichlet components (2006) (0)
Multivariate Normal Model (2012) (0)
A new approach to statistical efficiency of weighted least squares fitting algorithms for reparameterization of nonlinear regression models (2012) (0)
Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part IV (2011) (0)
Complex generalized binomial coefficients (2006) (0)
Generalized Models for Estimation of Technical Efficiencies (2013) (0)
Parametric Families of Lifetime Distributions (2010) (0)
Construction of Designs (2013) (0)
Multivariate Lifetime Distributions (2010) (0)
Generalized Selberg integral and nearly poised _3F_2 series (2015) (0)
Uniformly most powerful test for a binomial model (1999) (0)
Intersection of a Sure Ellipsoid and a Random Ellipsoid (2012) (0)
Tests in variance components models under skew-normal settings (2015) (0)
Proportionality of Diagonal Blocks with Blockwise Independence (1994) (0)
New estimator for functions of the canonical correlation coefficients (2005) (0)
RATIO METHOD OF ESTIMATION (2011) (0)
Testing Equality of Several Correlation Matrices Prueba de Igualdad de Varias Matrices de Correlación (2013) (0)
Empirical likelihood based detection procedure for change point in mean residual life functions under random censorship (2016) (0)
Probability Density Function and Expected Values (2013) (0)
Distribution of the canonical correlation coefficients for the elliptical error model (2000) (0)
Matrix Variate Pareto Distribution of the Second Kind (2012) (0)
Phi-Residual Based on Minimum Phi-Divergence Estimator in the Loglinear Model of Symmetry (2004) (0)
A NEW APPROACH FOR SKEW t DISTRIBUTION WITH APPLICATIONS TO ENVIRONMENTAL DATA (2016) (0)
The dependence of uncorrelated statistics (1994) (0)
Covariance Structures of Linear Models (2011) (0)
Asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation model (1990) (0)
An exact test for a column of the covariance matrix based on a single observation (2012) (0)
Temporal-Spatial Data (2004) (0)
Plenary lecture 1: information criteria and detection of change (2011) (0)
Generalized Quadratic Form's Doubly Noncentral Multivariate Beta Distribution (2011) (0)
Skew t distribution and its moments (2006) (0)
ON MALLOWS'Cp FOR THE GMANOVA MODEL UNDER DOUBLE LINEAR RESTRICTIONS ON THE REGRESSION PARAMETER MATRIX (2000) (0)
Preview: Data Warehousing/Mining (2004) (0)
A characterization of the multivariate discrete exponential family (2000) (0)
On testing structure of mean vector of compound symmetric gaussian model (1995) (0)
Case Study 1: Oracle Data Warehouse (2004) (0)
On Testing Equality of Two Correlation Coefficients (2015) (0)
Modeling Stochastic Production Frontier with Panel Data (2012) (0)
On a test statistic connected with the multivariate Behrens - Fisher problem (1986) (0)
Quadratic Forms and Other Functions of Elliptically Contoured Matrices (2013) (0)
On minimum distance classification rules for c multivariate populations (1985) (0)
Tail Dependence of Generalized Modified Skew Slash Distribution (2022) (0)
Matrix Variate θ-Generalized Normal Distribution (1995) (0)
An exact test for a column of the covariance matrix based on a single observation (2013) (0)
Data Mining Approach Based on Information-Statistical Analysis: Application to Temporal-Spatial Data (2001) (0)
One‐Way Classification ANOVA Model for the Mixture of Two Multivariate Normal Populations (1991) (0)
Test for the equality of partial correlation coefficients for several populations (2018) (0)
On the LBI criterion for the multivariate one-way random effects model under non-normality (2005) (0)
Case Study 3: Forest Classification (2004) (0)
Letter to the Editor (2003) (0)
GEYSERS AND TESTS (1992) (0)
Tail Dependence of Generalized Modified Skew Slash Distribution (2022) (0)
Change Point Detection Techniques (2004) (0)
Preliminary Phi-divergence test estimator for multinomial probabilities (2006) (0)
Pattern Ordering Inference: Part I (2004) (0)
Asymptotic Expansion of The Matrix-Variate Kummer-Dirichlet Type I Distribution (2012) (0)
Multinomial Distribution and Ascertainment Models (1985) (0)
Selberg-Type Generalized Quadratic Forms Gamma and Beta Integrals (2017) (0)
Pattern Inference & Model Discovery (2004) (0)
Statistical Association Patterns (2004) (0)
Bimatrix variate Kummer-gamma distribution (2021) (0)
New defective models based on the Topp-Leone generated family of distributions (2022) (0)
Data Warehouse Basics (2004) (0)
Some results for a superiority problem in misspecified restricted linear models (1997) (0)
Theory of Linear Estimation (2013) (0)
Characterization Results for the Skewed Double Exponential Distributions (2011) (0)
REGRESSIONAL IDENTIFIABILITY AND IDENTIFICATION FOR BETA MIXTURES (2001) (0)
STOCHASTIC FRONTIER ANALYSIS : A MATRIX REPRESENTATION (2005) (0)
REGRESSION METHOD OF ESTIMATION (2011) (0)
Lifetime Distribution Classes (2010) (0)

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