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- Developments in statistics, Volume one (1978)

- Developments in Statistics -- Volume 3 (1980)

- Handbook of Statistics Volume 1: Analysis of Variance (1980)

- Multivariate analysis V (1980)

- Handbook of statistics, Volume 1: Analysis of variance (1980)

- Handbook of Statistics Volume 2: Classification Pattern Recognition and Reduction of Dimensionality (1982)

- Statistics and probability: Essays in honour of C. R. Rao (1982)

- Handbook of statistics 2: Classification pattern recognition and reduction of dimensionality (1982)

- Handbook of statistics, Vol. 1: Analysis of variance (1982)

- Statistics and Probability: Essays in Honor of C. R. Rao (1982)

- Handbook of Statistics Volume 3: Time Series in the Frequency Domain (1983)

- Handbook of Statistics 3: Time series in the frequency domain (1983)

- Handbook of Statistics Volume 4: Nonparametric Methods (1984)

- Handbook of statistics (Vol. 3): Time series in the frequency domain (1984)

- Handbook of statistics (Vol. 4): Nonparametric methods (1984)

- Handbook of Statistics Volume 5: Time Series in the Time Domain (1985)

- Multivariate Analysis VI (1985)

- Handbook of statistics (Vol. 5): Time series in the time domain (1985)

- Handbook of Statistics Volume 6: Sampling (1988)

- Handbook of Statistics Volume 7: Quality Control and Reliability (1988)

- Handbook of statistics 6: Sampling (1988)

- Reconstruction of the shape and size of objects from two orthogonal projections. .
- Asymptotic properties of the EVLP estimation for superimposed exponential signals in noise (Chinese). Chinese Journal of Applied Probability and Statistics 1995. 10:148-163 .
- Strong consistency of maximum likelihood parameter estimation of superimposed exponential signals in noise. Theory of Probability and its Applications 1992. 36:349-355 .
- Model selection for log-linear models. Sankhyā, Series B 1992. 54:200-219 .
- Almost sure $L_r$-norm convergence for data-based histogram density estimates. Theory of Probability and its Applications 1991. 35:396-403 .
- A test of linearity of regression model (Chinese). Chinese Journal of Applied Probability and Statistics 1990. 6:363-377 .
- Local likelihood method in the problems related to change point. Chinese Annals of Mathematics Series B 1990. 11:363-375 .
- Estimation of multivariate binary density using orthogonal functions. Journal of Multivariate Analysis 1989. 31:178-186 .
- Statistical analysis of dyadic stationary processes. Annals of the Institute of Statistical Mathematics 1989. 41:205-225 .
- Normalizing transformations of some statistics of Gaussian ARMA processes. Annals of the Institute of Statistical Mathematics 1989. 41:187-197 .
- Multidimensional control chart for correlated data (Chinese). Chinese Journal of Applied Probability and Statistics 1989. 5:307-316 .
- On the moments of classical estimates of explanatory variables under a multivariate calibration model. Sankhyā, Series A 1988. 50:137-148 .
- Review about estimation of change points. .
- Multivariate components of covariance model in unbalanced case. Communications in Statistics: Theory and Methods 1988. 17:1311-1324 .
- Limiting properties of the occurrence/exposure rate and simple risk rate. Annals of the Institute of Statistical Mathematics 1988. 40:491-505 .
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix. Probability Theory and Related Fields 1988. 78:509-521 .
- A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables. Journal of Multivariate Analysis 1987. 23:93-118 .
- On the limiting empirical distribution function of the eigenvalues of a multivariate $F$ matrix. Theory of Probability and its Applications 1987. 32:490-500 .
- Principal component analysis under correlated multivariate regression equations model. .
- Effect of additional variables in principal component analysis, discriminant analysis and canonical correlation analysis. .
- Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series. Journal of Multivariate Analysis 1987. 22:156-176 .
- Tests for sphericity under correlated multivariate regression equations model. Annals of the Institute of Statistical Mathematics 1987. 39:163-175 .
- On some nonparametric methods for detection of the number of signals. IEEE Transactions on Acoustics, Speech, and Signal Processing 1987. 35:1533-1538 .
- On tests for selection of variables and independence under multivariate regression models. Journal of Multivariate Analysis 1987. 21:207-237 .
- On detection of the number of signals in presence of white noise. Journal of Multivariate Analysis 1986. 20:1-25 .
- On detection of the number of signals when the noise covariance matrix is arbitrary. Journal of Multivariate Analysis 1986. 20:26-49 .
- On asymptotic joint distribution of the eigenvalues of the noncentral MANOVA matrix for nonnormal populations. Sankhyā, Series B 1986. 48:153-162 .
- On asymptotic distribution of the test statistic for the mean of the non-isotropic principal component. Communications in Statistics: Simulation and Computation 1986. 15:1163-1168 .
- Complex elliptically symmetric distributions. Communications in Statistics: Theory and Methods 1986. 15:3693-3718 .
- Limit theorems for the eigenvalues of a product of large dimensional random matrices when the underlying distribution is isotropic. Theory of Probability and its Applications 1986. 31:342-346 .
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic. Journal of Multivariate Analysis 1986. 19:189-200 .
- Multivariate gamma distributions. Electronic Communications in Probability 1985. 2014:63-66 .
- Multi-stage nonparametric estimation of density function using orthonormal systems. Journal of Multivariate Analysis 1985. 17:228-241 .
- Limit theorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropic. Theory of Probability and its Applications 1985. 30:861-867 .
- Nonparametric estimation of multivariate density using Laguerre and Hermite polynomials. .
- Multivariate multiple comparisons. .
- Nonparametric iterative estimation of multivariate binary density. Journal of Multivariate Analysis 1985. 16:162-172 .
- Tables for order statistics. .
- Selected tables for nonparametric statistics. .
- Robustness of finite intersection tests for multiple comparisons of means. .
- Asymptotic distributions of functions of the eigenvalues of the doubly non-central multivariate $F$ matrix. .
- Tests for independence of two multivariate regression equations with different design matrices. Journal of Multivariate Analysis 1984. 15:383-407 .
- On asymptotic distributions of test statistics for covariance matrices and correlation matrices. .
- Limiting behavior of the eigenvalues of a multivariate $F$ matrix. Journal of Multivariate Analysis 1983. 13:508-516 .
- Inference on parameters of multivariate normal populations when some data is missing. .
- A limit theorem for the eigenvalues of product of two random matrices. Journal of Multivariate Analysis 1983. 13:489-507 .
- Asymptotic distributions of the sphericity test in a complex multivariate normal distribution. Communications in Statistics: Theory and Methods 1983. 12:273-288 .
- Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series. .
- Journal of Multivariate Analysis. .
- Some tests with unbalanced data from a bivariate normal population. Annals of the Institute of Statistical Mathematics 1983. 35:63-75 .
- Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions. Journal of Multivariate Analysis 1982. 12:597-611 .
- Selection of variables under univariate regression models. .
- Selection of variables in discriminant analysis. .
- Asymptotic joint distributions of functions of the elements of sample covariance matrix. .
- Asymptotic distributions of functions of the eigenvalues of some random matrices for non-normal populations. Journal of Multivariate Analysis 1982. 12:39-63 .
- Asymptotic distributions of functions of the eigenvalues of the real and complex noncentral Wishart matrices. .
- Transformations to normality. .
- A study on finite intersection tests for multiple comparisons of means. .
- Likelihood ratio tests for mean vectors and covariance matrices. .
- Computations of some multivariate distributions. .
- Simultaneous test procedures for mean vectors and covariance matrices. .
- Inference on the structure of interaction in two-way classification model. .
- Some developments on simultaneous test procedures. .
- On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices. Journal of Multivariate Analysis 1979. 9:248-258 .
- Approximations to the traces of complex multivariate beta and $F$ matrices. .
- Some recent developments on real multivariate distributions. .
- On generalized multivariate gamma type distributions and their applications in reliability. Theory and Applications of Reliability, Vol 1 and 2 1977. 1:475-494 .
- Approximations to the distributions of the determinants of real and complex multivariate beta matrices. South African Statistical Journal 1977. 11:13-26 .
- A note on the joint distribution of correlated quadratic forms. Journal of Statistical Planning and Inference 1977. 1:299-308 .
- Inference on the Eigenvalues of the covariance matrices of real and complex multivariate normal populations. .
- Approximations to the distributions of the likelihood ratio statistics for testing certain structures on the covariance matrices of real multivariate normal populations. .
- Approximations to the distributions of the likelihood ratio statistics for testing the hypotheses on covariance matrices and mean vectors simultaneously. .
- On the distribution of the likelihood ratio test statistic for compound symmetry. South African Statistical Journal 1976. 10:49-62 .
- On covariance structures. Sankhyā, Series A 1976. 38:357-371 .
- Some recent developments on complex multivariate distributions. Journal of Multivariate Analysis 1976. 6:1-30 .
- The distributions of the likelihood ratio statistics for tests of certain covariance structures of complex multivariate normal populations. Biometrika 1976. 63:543-550 .
- Tests for the equality of the covariance matrices of correlated multivariate normal populations. .
- Tables for a multivariate $F$ distribution. Sankhyā, Series B 1975. 37:308-331 .
- Simultaneous tests for multiple comparisons of growth curves when errors are autocorrelated. .
- Asymptotic distributions of the determinants of some random matrices. Communications in Statistics 1975. 4:33-48 .
- On some noncentral distributions in multivariate analysis. South African Statistical Journal 1975. 9:37-46 .
- On some noncentral distributions in multivariate analysis. South African Statistical Journal 1975. 9:37-46 .
- On a class of simultaneous rank order tests in MANOCOVA. Annals of the Institute of Statistical Mathematics 1974. 26:135-145 .
- Upper percentage points of the intermediate roots of the MANOVA matrix. Sankhyā, Series B 1973. 35:339-358 .
- Upper percentage points of the individual roots of the Wishart matrix. Sankhyā, Series B 1973. 35:325-338 .
- Simultaneous tests for equality of latent roots against certain alternatives-II. Annals of the Institute of Statistical Mathematics 1972. 24:81-85 .
- On the exact distributions of the traces of $S_1(S_1+S_2)^{-1}$ and $S_1S_2^{-1}$. Sankhyā, Series A 1972. 34:153-160 .
- Exact distributions of a few arbitrary roots of some complex random matrices. The Australian Journal of Statistics 1972. 14:84-88 .
- Some asymptotic simultaneous tests for multivariate moving average processes. Sankhyā, Series A 1971. 33:81-90 .
- Simultaneous test procedures under general MANOVA models. .
- Correction Notes: Corrections and Comments on "Tests for the Equality of Covariance Matrices Under the Intraclass Correlation Model". The Annals of Mathematical Statistics 1968. 39:1358-1358 .
- Simultaneous tests for the equality of covariance matrices against certain alternatives. The Annals of Mathematical Statistics 1968. 39:1303-1309 .
- A NOTE ON CONFIDENCE BOUNDS FOR CERTAIN RATIOS OF CHARACTERISTIC ROOTS OF COVARIANCE MATRICES. Australian & New Zealand Journal of Statistics 1968. 10:116-119 .
- Tables for the moments of gamma order statistics. Sankhyā, Series B 1968. 30:59-72 .
- A note on confidence bounds for certain ratios of characteristic roots of co-variance matrices. The Australian Journal of Statistics 1968. 10:116-119 .
- A note on moments of gamma order statistics. Technometrics 1967. 9:315-318 .
- Tests for the equality of covariance matrices under the intraclass correlation model (Corr: V39 p1358). The Annals of Mathematical Statistics 1967. 38:1286-1288 .
- Tests for the Equality of Covariance Matrices under the Intraclass Correlation Model. The Annals of Mathematical Statistics 1967. 38:1286-1288 .
- A note on recurrence relations between expected values of functions of order statistics. The Annals of Mathematical Statistics 1966. 37:733-734 .
- Simultaneous tests for trend and serial correlations for Gaussian Markov residuals (Corr: 66V34 p908-909). Econometrica 1966. 34:472-480 .
- Tables for multivariate $t$ distribution. Sankhyā, Series B 1966. 28:31-56 .
- Some procedures for selection of multivariate normal populations better than a control. .
- On a multivariate generalization of the simultaneous analysis of variance test. Annals of the Institute of Statistical Mathematics 1965. 17:167-173 .
- Multiple comparison tests in multi-response experiments. Sankhyā, Series A 1965. 27:65-72 .
- Simultaneous tests for the equality of variances against certain alternatives (Corr: 68V10 p43). The Australian Journal of Statistics 1965. 7:105-109 .
- SIMULATNEOUS TESTS FOR THE EQUALITY OF VARIANCES AGAINST CERTAIN ALTERNATIVES†. Australian & New Zealand Journal of Statistics 1965. 7:105-109 .
- On the simultaneous anova and manova tests. Annals of the Institute of Statistical Mathematics 1965. 17:- .
- Correction Notes: Correction to Abstract "Tables for the Distribution of the Maximum of Correlated Chi-Square Variates with One Degree of Freedom". The Annals of Mathematical Statistics 1965. 36:1069-1069 .