Modern multivariate statistical analysis, a graduate course and handbook

Asymptotic expansions and bootstrap approximations in factor analysis

Journal of Multivariate Analysis

Inequalities associated with intra-inter-class correlation matrices

Journal of Multivariate Analysis

Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics

Journal of Multivariate Analysis

One-sided tests for independence of seemingly unrelated regression equations

Journal of Multivariate Analysis

Maximum likelihood and common factor analysis-based blind adaptive spatial filtering for cyclostationary signals

ICASSP '93 Proceedings of the Acoustics, Speech, and Signal Processing, 1993. ICASSP-93 Vol 4., 1993 IEEE International Conference on - Volume 04

Error bounds for asymptotic expansions of Wilks' lambda distribution

Journal of Multivariate Analysis - Special issue dedicated to Professor Yasunori Fujikoshi

Edgeworth expansion of Wilks' lambda statistic

Journal of Multivariate Analysis - Special issue dedicated to Professor Yasunori Fujikoshi

A family of estimators for multivariate kurtosis in a nonnormal linear regression model

Journal of Multivariate Analysis

Correlation analysis of principal components from two populations

Computational Statistics & Data Analysis

Adaptive beamforming for quadrupole resonance

Digital Signal Processing

Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality

Journal of Multivariate Analysis

A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions

Journal of Multivariate Analysis

High-dimensional asymptotic expansions for the distributions of canonical correlations

Journal of Multivariate Analysis

Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions

Journal of Multivariate Analysis

Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large

Journal of Multivariate Analysis

High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound

Journal of Multivariate Analysis

On the permutation test in canonical correlation analysis

Computational Statistics & Data Analysis

Improved confidence regions for a mean vector under general conditions

Computational Statistics & Data Analysis

Multivariate exponential families and the Taguchi loss function

Information Sciences: an International Journal

An unbiased Cp criterion for multivariate ridge regression

Journal of Multivariate Analysis

High-dimensional Edgeworth expansion of a test statistic on independence and its error bound

Journal of Multivariate Analysis

An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples

Journal of Multivariate Analysis

A non-iterative optimization method for smoothness in penalized spline regression

Statistics and Computing

Asymptotic properties of canonical correlation analysis for one group with additional observations

Journal of Multivariate Analysis

Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions

Journal of Multivariate Analysis