Ebook: Advances in Multivariate Statistical Analysis: Pillai Memorial Volume

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Content:
Front Matter....Pages i-xvi
Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors....Pages 1-12
Quasi-Inner Products and Their Applications....Pages 13-30
A Hierarchy of Relationships Between Covariance Matrices....Pages 31-43
Effect of Additional Variables in Principal Component Analysis, Discriminant Analysis and Canonical Correlation Analysis....Pages 45-61
On a Locally Best Invariant and Locally Minimax Test in Symmetrical Multivariate Distributions....Pages 63-83
Confidence Intervals for the Slope in a Linear Errors-in-Variables Regression Model....Pages 85-109
Likelihood Ratio Test for Multisample Sphericity....Pages 111-139
Statistical Selection Procedures in Multivariate Models....Pages 141-160
Quadratic Forms to Have a Specified Distribution....Pages 161-190
Asymptotic Expansions for Errors of Misclassification: Nonnormal Situations....Pages 191-211
Transformations of Statistics in Multivariate Analysis....Pages 213-231
Error Rate Estimation in Discriminant Analysis: Recent Advances....Pages 233-252
Some Simple Optimal Tests in Multivariate Analysis....Pages 253-275
Developments in Eigenvalue Estimation....Pages 277-288
Asymptotic Non-Null Distributions of a Statistic for Testing the Equality of Hermitian Covariance Matrices in the Complex Gaussian Case....Pages 289-302
A Model for Interlaboratory Differences....Pages 303-314
Bayes Estimators in Lognormal Regression Model....Pages 315-325
Multivariate Behrens-Fisher Problem by Heteroscedastic Method....Pages 327-340
Tests for Covariance Structure in Familial Data and Principal Component....Pages 341-352
Risk of Improved Estimators for Generalized Variance and Precision....Pages 353-371
Back Matter....Pages 379-389
Sampling Distributions of Dependent Quadratic Forms from Normal and Nonnormal Universes....Pages 373-378

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Content:
Front Matter....Pages i-xvi
Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors....Pages 1-12
Quasi-Inner Products and Their Applications....Pages 13-30
A Hierarchy of Relationships Between Covariance Matrices....Pages 31-43
Effect of Additional Variables in Principal Component Analysis, Discriminant Analysis and Canonical Correlation Analysis....Pages 45-61
On a Locally Best Invariant and Locally Minimax Test in Symmetrical Multivariate Distributions....Pages 63-83
Confidence Intervals for the Slope in a Linear Errors-in-Variables Regression Model....Pages 85-109
Likelihood Ratio Test for Multisample Sphericity....Pages 111-139
Statistical Selection Procedures in Multivariate Models....Pages 141-160
Quadratic Forms to Have a Specified Distribution....Pages 161-190
Asymptotic Expansions for Errors of Misclassification: Nonnormal Situations....Pages 191-211
Transformations of Statistics in Multivariate Analysis....Pages 213-231
Error Rate Estimation in Discriminant Analysis: Recent Advances....Pages 233-252
Some Simple Optimal Tests in Multivariate Analysis....Pages 253-275
Developments in Eigenvalue Estimation....Pages 277-288
Asymptotic Non-Null Distributions of a Statistic for Testing the Equality of Hermitian Covariance Matrices in the Complex Gaussian Case....Pages 289-302
A Model for Interlaboratory Differences....Pages 303-314
Bayes Estimators in Lognormal Regression Model....Pages 315-325
Multivariate Behrens-Fisher Problem by Heteroscedastic Method....Pages 327-340
Tests for Covariance Structure in Familial Data and Principal Component....Pages 341-352
Risk of Improved Estimators for Generalized Variance and Precision....Pages 353-371
Back Matter....Pages 379-389
Sampling Distributions of Dependent Quadratic Forms from Normal and Nonnormal Universes....Pages 373-378
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