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An exact test for a column of the covariance matrix based on a single observation
Bodnar, Taras; Gupta, Arjun K. - In: Metrika : international journal for theoretical and … 76 (2013) 6, pp. 847-855
Persistent link: https://www.econbiz.de/10010152283
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Uniform mixtures via posterior means
Gupta, Arjun K.; Wesolowski, Jacek - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 1, pp. 171-180
Persistent link: https://www.econbiz.de/10007368448
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On Some Tests of the Covariance Matrix Under General Conditions
Gupta, Arjun K.; Xu, Jin - In: Annals of the Institute of Statistical Mathematics : AISM 58 (2006) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10006542615
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Characterization - Characterization of the skew-normal distribution
Gupta, Arjun K.; Nguyen, Truc T.; Sanqui, Jose Almer T. - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 2, pp. 351-360
Persistent link: https://www.econbiz.de/10006548824
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Distribution - A class of multivariate skew-normal models
Gupta, Arjun K.; Chen, John T. - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 2, pp. 305-316
Persistent link: https://www.econbiz.de/10006548826
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New estimators of discriminant coefficients as the gradient of log-odds
Sheena, Yo; Gupta, Arjun K. - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 4, pp. 757-770
Persistent link: https://www.econbiz.de/10006550134
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Characterization of the skew-normal distribution
Gupta, Arjun K.; Nguyen, Truc T.; Sanqui, Jose Almer T. - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 4, pp. 351-360
Persistent link: https://www.econbiz.de/10006550156
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A class of multivariate skew-normal models
Gupta, Arjun K.; Chen, John T. - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 4, pp. 305-316
Persistent link: https://www.econbiz.de/10006550158
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Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality
Harrar, Solomon W.; Gupta, Arjun K. - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 3, pp. 531-556
Persistent link: https://www.econbiz.de/10007793548
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Statistical inference procedure for the mean–variance efficient frontier with estimated parameters
Bodnar, Olha; Bodnar, Taras - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 93 (2009) 3, pp. 295-306
Persistent link: https://www.econbiz.de/10008352245