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- Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices (1975)

- An introduction to multivariate statistics (1979)

- Inferences on multivariate measures of interclass and intraclass correlations in familial data. .
- Test for a specified signal when the noise covariance matrix is unknown. .
- Some generalizations of Kantorovich inequality. .
- Characterizations of multivariate normality. 1. Through independence of some statistics. .
- Some characterizations of the gamma distribution. .
- Solutions to some functional equations and their applications to characterization of probability distributions. .
- Functional equations and characterization of probability laws through linear functions of random variables. .
- Empirical hierarchical Bayes estimation. .
- Analysis of a multicenter trial using a multivariate approach to a mixed linear model. Communications in Statistics: Theory and Methods 1992. 21:21-39 .
- On a class of orthogonal invariant and residual independent matrix distributions. Sankhyā, Series B 1991. 53:1-10 .
- Inferences on multivariate measures of interclass and intraclass correlations in familial data. Journal of the Royal Statistical Society, Series B: Methodological 1991. 53:649-659 .
- Characterization of distributions within the elliptical class by a gamma distibuted quadratic form. Gujarat Statistical Review 1990. 17A:89-98 .
- Inferences on interclass and intraclass correlations in multivariate familial data. Annals of the Institute of Statistical Mathematics 1990. 42:561-580 .
- Some properties of BLUE in a linear model and canonical correlations associated with linear transformations. Journal of Multivariate Analysis 1990. 34:211-226 .
- Some asymptotic inferential problems connected with complex elliptical distribution. Journal of Multivariate Analysis 1990. 35:66-85 .
- Asymptotic distributions of test statistics for matrices concerning elliptical distributions. American Journal of Mathematical and Management Sciences 1989. 9:101-112 .
- Study of redundancy of vector variables in canonical correlations. Communications in Statistics: Theory and Methods 1989. 18:1425-1440 .
- Some asymptotic inferential problems connected with elliptical distributions. .
- Stein type estimators for regression coefficients in a multivariate linear model under elliptical distributions. .
- Testing intraclass correlation coefficients. Communications in Statistics: Simulation and Computation 1989. 18:15-30 .
- Multivariate generalization of $t'$-statistic based on the mean square successive difference. Communications in Statistics: Theory and Methods 1989. 18:1983-1992 .
- Robustness study for a linear growth model. Journal of Multivariate Analysis 1988. 24:66-87 .
- Some asymptotic inferential problems connected with elliptical distributions. Journal of Multivariate Analysis 1988. 27:319-333 .
- Spherical distributions, beta distribution and linear models. .
- Characterization of normality within the class of elliptical contoured distributions (Corr: 88V7 p265; 91V11 p551-2 with T. Cacoullos). Statistics & Probability Letters 1987. 5:187-190 .
- Estimation of the location parameters (STMA V31 1597). Probability and Mathematical Statistics 1987. 8:17-25 .
- Test for a specified signal when the noise covariance matrix is unknown. Journal of Multivariate Analysis 1987. 22:177-188 .
- Quadratic forms to have a specified distribution. .
- Comments on ``Estimation in linear models with mixed effects: A unified theory''. .
- Effects of estimated noise covariance matrix in optimal signal detection. IEEE Transactions on Acoustics, Speech, and Signal Processing 1987. 35:671-679 .
- Quadratic forms and null robustness for elliptical distributions. .
- Characterization of bijective and bimeasurable transformations for bivariate normal variates. Sankhyā, Series A 1987. 49:405-411 .
- Characterization of bijective and bimeasurable transformations of normal variates. Sankhyā, Series A 1987. 49:395-404 .
- Tables for obtaining confidence bounds for realized signal to noise ratio with an estimated discriminant function. Communications in Statistics: Simulation and Computation 1986. 15:1-14 .
- On the solutions of two generalized Cauchy functional equations. METRON 1986. 44:163-178 .
- Orthogonality in multiway classifications. Linear Algebra and its Applications 1986. 82:215-224 .
- A note on idempotent matrices. Linear Algebra and its Applications 1985. 70:185-195 .
- Some remarks on the spherical distribution and linear models. .
- Optimality of block designs. .
- Tchebycheff's inequality: A classroom note. Gujarat Statistical Review 1984. 11:40-43 .
- Estimation in non-linear growth curves. .
- Some results on decomposition of matrices. .
- Characterization of gamma and gbinomial distributions based on regressions. Journal of the Indian Statistical Association 1984. 22:115-128 .
- Multivariate exponential discrete distributions and their characterization by the Rao-Rubin condition for the additive damage model. South African Statistical Journal 1983. 17:13-32 .
- Multivariate discrete exponential family of distributions and their properties. Communications in Statistics: Theory and Methods 1983. 12:877-893 .
- Estimation of the common location parameters for the two linear models. Communications in Statistics: Theory and Methods 1983. 12:929-946 .
- Characterization of the discrete multivariate additive damaged model using the regression condition (STMA V26 1103). Journal of the Indian Statistical Association 1983. 21:35-47 .
- A note on variance balanced designs. Journal of Statistical Planning and Inference 1982. 6:173-177 .
- On a double binomial distribution, linear operators, and approximation. Gujarat Statistical Review 1982. 9:41-48 .
- A representation of a matrix and its use in the Gauss-Markoff model (STMA V25 1420). Journal of the Indian Statistical Association 1982. 20:89-98 .
- Some generalizations of Kantorovich inequality. Sankhyā, Series A 1982. 44:91-102 .
- A theorem on quadratic forms for normal variables. .
- Multivariate Lagrangian Poisson and multinomial distributions. Sankhyā, Series B 1982. 44:259-269 .
- Interval estimation of the common mean. Communications in Statistics, B: Simulation and Computation 1981. 10:99-107 .
- Power of a test for location parameters of two exponential distributions. The Aligarh Journal of Statistics 1981. 1:8-12 .
- The distribution of product of independent beta random variables with application to multivariate analysis. Annals of the Institute of Statistical Mathematics 1981. 33:287-296 .
- On estimation and testing of the parameter $\theta$ in $N(\theta,a\theta)$ (STMA V24 1634). Journal of the Indian Statistical Association 1981. 19:77-84 .
- Study of $F$-tests under dependent model. Sankhyā, Series A 1981. 43:107-110 .
- Some extensions of the Kantorovich inequality and statistical applications. Journal of Multivariate Analysis 1981. 11:498-505 .
- On the estimation of fixed effects in a mixed model. Gujarat Statistical Review 1981. 8:1-6 .
- Two characterisations for convoluted negative multinomial distribution. Gujarat Statistical Review 1981. 8:44-50 .
- A note of an equality for elliptically contoured distributions. Gujarat Statistical Review 1980. 7:17-21 .
- Quadratic forms in normal variables. .
- Unified treatment of Cramer-Rao bound for the nonregular density functions. Journal of Statistical Planning and Inference 1980. 4:75-79 .
- The necessary and sufficient conditions for dependent quadratic forms to be distributed as multivariate gamma. Journal of Multivariate Analysis 1980. 10:233-242 .
- Characterizations of multivariate normality. II: Through linear regressions. Journal of Multivariate Analysis 1979. 9:589-598 .
- Exact distribution of the product of powers of independent beta variables. Journal of the Indian Statistical Association 1979. 17:93-102 .
- Minimum variance quadratic unbiased estimate of a linear function of variances and covariances under MANOVA model. Journal of Statistical Planning and Inference 1979. 3:299-303 .
- Matrices $G$ satisfying simultaneous equations $A^*MAG=A^*M$ and $G^*NGA=G^*N$. Journal of the Indian Statistical Association 1979. 17:103-108 .
- Asymptotic expansions for distributions of characteristic roots of covariance matrices. South African Statistical Journal 1978. 12:161-186 .
- Characterization of some discrete distributions by linear regression. Journal of the Indian Statistical Association 1978. 16:49-58 .
- A Lagrangian beta distribution. South African Statistical Journal 1978. 12:57-64 .
- Some optimization problems with applications to canonical correlations and sphericity tests (Corr: V12 p612). Journal of Multivariate Analysis 1978. 8:453-467 .
- A remark on the necessary and sufficient conditions for a quadratic form to be distributed as chi-squared. Biometrika 1978. 65:239-240 .
- Characterization of some multivariate distributions by conditional distributions and linear regression. Journal of the Indian Statistical Association 1978. 16:59-70 .
- Uniform distribution on a Stiefel manifold. Journal of Multivariate Analysis 1977. 7:468-473 .
- Quadratic forms and extension of Cochran's theorem to normal vector variables. .
- Some converses of the Gauss Markov theorem. Gujarat Statistical Review 1977. 4:51-59 .
- The von Mises-Fisher matrix distribution in orientation statistics. Journal of the Royal Statistical Society, Series B: Methodological 1977. 39:95-106 .
- A note on the joint distribution of correlated quadratic forms. Journal of Statistical Planning and Inference 1977. 1:299-308 .
- Distribution of a quadratic form in noncentral normal vectors using generalised Laguerre polynomials. South African Statistical Journal 1977. 11:167-180 .
- A heuristic distribution for the Geissler's data on sex-ratio. Gujarat Statistical Review 1977. 4:27-30 .
- Optimality of two and three factor designs. The Annals of Statistics 1976. 4:419-422 .
- A note on an inequality for a multivariate normal distribution. Gujarat Statistical Review 1976. 3:1-12 .
- Nonnull distribution of likelihood ratio criterion for reality of covariance matrix. Journal of Multivariate Analysis 1976. 6:176-184 .
- A note on multiple and canonical correlation for a singular covariance matrix. Psychometrika 1976. 41:465-470 .
- Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices, II. METRON 1976. 34:55-72 .
- Characterizations of multivariate normality. I: Through independence of some statistics. Journal of Multivariate Analysis 1976. 6:81-94 .
- A note on the independence of the mean vector and the covariance matrix. Gujarat Statistical Review 1976. 3:21-23 .
- On the likelihood ratio test for covariance matrix in growth curve model. .
- Some designs for two-way elimination of heterogeneity. Sankhyā, Series B 1975. 37:418-428 .
- Distribution of a quadratic form in normal vectors (multivariate non-central case). .
- Exact variance of combined inter- and intra-block estimates in incomplete block designs. Journal of the American Statistical Association 1975. 70:402-406 .
- A characterization property of normal distribution. Gujarat Statistical Review 1975. 2:24-27 .
- A Bayesian approach to some problems involving the detection of spuriosity. .
- Characterization of normal law by constancy of regression. .
- Some probability inequalities connected with Schur functions. Journal of Multivariate Analysis 1975. 5:480-486 .
- On the non-central chi-square distribution with odd degrees of freedom and some related results. Gujarat Statistical Review 1975. 2:33-40 .
- ON TESTING THE EQUALITY OF LOCATION PARAMETERS IN k CENSORED EXPONENTIAL DISTRIBUTIONS. Australian & New Zealand Journal of Statistics 1974. 16:1-10 .
- A note on characterization of some laws by the symmetrical distribution of one linear function given another. Canadian Journal of Statistics 1974. 2:241-247 .
- Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices. The Annals of Statistics 1974. 2:109-117 .
- Distribution of regression estimate in double sampling. Sankhyā, Series C 1974. 36:3-22 .
- On testing the equality of location parameters in $k$ censored exponential distributions. The Australian Journal of Statistics 1974. 16:1-10 .
- Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix. The Annals of Statistics 1974. 2:833-836 .
- Note: Corrections to "Conditions for Wishartness and Independence of Second Degree Polynomials in Normal Vector". The Annals of Statistics 1973. 1:991-991 .
- Note: Corrections to "Further Contributions to Wishartness and Independence of Second Degree Polynomials in Normal Vectors". The Annals of Statistics 1973. 1:991-991 .
- On characterization of the distribution from the regression of sample covariance matrix on the sample mean vector. Sankhyā, Series A 1972. 34:235-242 .
- On exact non-null distributions of likelihood ratio criteria for sphericity test and equality of two covariance matrices. Sankhyā, Series A 1971. 33:201-206 .
- On certain tests and monotonicity of their power for the parameters involved in the non-regular density functions. Annals of the Institute of Statistical Mathematics 1971. 23:199-210 .
- On multivariate contagious distributions. Sankhyā, Series B 1971. 33:197-216 .
- On the moments of traces of two matrices in three situations for complex multivariate normal populations. Sankhyā, Series A 1970. 32:65-80 .
- A note on Mitra's paper ``A density free approach to the matrix variate beta distribution'' (70V32 p81-88). Sankhyā, Series A 1970. 32:311-318 .
- A note on a commutative $g$-inverse of a matrix. Sankhyā, Series A 1970. 32:299-310 .
- Progressively censored samples from log-normal and logistic distributions. Technometrics 1969. 11:793-803 .
- On testing the equality of parameters ink triangular populations with unequal observations. Annals of the Institute of Statistical Mathematics 1969. 21:137-148 .
- Testing the equality of parameters in the distributions when the range depends upon the parameter. Australian & New Zealand Journal of Statistics 1969. 11:79-84 .
- Power function of the likelihood ratio test when range depends upon the parameter. Annals of the Institute of Statistical Mathematics 1969. 21:127-136 .
- Some identities and approximations concerning positive and negative multinomial distributions. .
- Distributions of vectors corresponding to the largest roots of three matrices. .
- On some characterizations of statistics. Sankhyā, Series A 1969. 31:199-208 .
- Non-central distributions ofith largest characteristic roots of three matrices concerning complex multivariate normal populations. Annals of the Institute of Statistical Mathematics 1969. 21:23-32 .
- Characterization of some univariate distributions. Sankhyā, Series A 1969. 31:269-280 .
- On the Moments of Elementary Symmetric Functions of the Roots of Two Matrices and Approximations to a Distribution. The Annals of Mathematical Statistics 1968. 39:1274-1281 .
- A simple method for fitting the regression curves derivable from a second degree difference equation. Sankhyā, Series B 1968. 30:1-4 .
- Some results for the singular normal multivariate regression models. Sankhyā, Series A 1968. 30:267-280 .
- Some characterizations of the gamma distribution. Sankhyā, Series A 1968. 30:157-166 .
- On moments of elementary symmetric functions of the roots of two matrices and approximations to a distribution. The Annals of Mathematical Statistics 1968. 39:1274-1281 .
- A note on exact moments of ARC sine correlation coefficient with the help of characteristic function. Annals of the Institute of Statistical Mathematics 1968. 20:143-149 .
- On the non-central distributions of two test criteria in multivariate analysis of variance. The Annals of Mathematical Statistics 1968. 39:215-226 .
- Solutions to some functional equations and their applications to characterization of probability distributions. Sankhyā, Series A 1968. 30:167-180 .
- On certain inequalities for normal distributions and their applications to simultaneous confidence bounds. The Annals of Mathematical Statistics 1967. 38:1853-1867 .
- Some distribution problems connected with the characteristic roots of $S_1S_2^{-1}$. The Annals of Mathematical Statistics 1967. 38:944-948 .
- Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$. The Annals of Mathematical Statistics 1967. 38:944-948 .
- On the moments of traces of two matrices in multivariate analysis. Annals of the Institute of Statistical Mathematics 1967. 19:143-156 .
- A theorem on least squares in multivariate linear regression. Journal of the American Statistical Association 1967. 62:1494-1495 .
- A note on a manova model applied to problems in growth curve. Annals of the Institute of Statistical Mathematics 1966. 18:- .
- On certain distribution problems based on positive definite quadratic functions in normal vectors. The Annals of Mathematical Statistics 1966. 37:468-479 .
- On the Moments of the Trace of a Matrix and Approximations to Its Non- Central Distribution. The Annals of Mathematical Statistics 1966. 37:1312-1318 .
- On the moments of the trace of a matrix and approximations to its non-central distribution. The Annals of Mathematical Statistics 1966. 37:1312-1318 .
- A note on the confidence bounds for the characteristic roots of dispersion matrices of normal variates. Annals of the Institute of Statistical Mathematics 1965. 17:175-183 .
- Some results on the non-central multivariate beta distribution and moments of traces of two matrices. The Annals of Mathematical Statistics 1965. 36:1511-1520 .
- A method of fitting the regression curve $E(y)=\alpha+\delta x+\beta\rho^x$. Technometrics 1965. 7:59-65 .
- A test for reality of a covariance matrix in a certain complex Gaussian distribution. The Annals of Mathematical Statistics 1965. 36:115-119 .
- Classical statistical analysis based on a certain multivariate complex Gaussian distribution. The Annals of Mathematical Statistics 1965. 36:98-114 .
- Distribution of the `Generalised' Multiple Correlation Matrix in the Dual Case. The Annals of Mathematical Statistics 1964. 35:1801-1806 .
- Distribution of the ``generalized'' multiple correlation matrix in the dual case. The Annals of Mathematical Statistics 1964. 35:1801-1806 .
- Distribution of the largest or the smallest characteristic root under null hypothesis concerning complex multivariate normal populations. The Annals of Mathematical Statistics 1964. 35:1807-1810 .
- Correction Notes: Correction to "Distribution of a Definite Quadratic Form for Non-central Normal Variates". The Annals of Mathematical Statistics 1963. 34:673-673 .
- Estimation of parameters of a truncated bivariate normal distribution. Journal of the American Statistical Association 1963. 58:519-526 .
- An inequality for balanced incomplete block design. Annals of the Institute of Statistical Mathematics 1962. 14:95-96 .
- A fitting procedure for a generalised binomial distribution. Annals of the Institute of Statistical Mathematics 1962. 14:133-141 .
- A characterization of the inverse Gaussian distribution. The Annals of Mathematical Statistics 1962. 33:800-802 .
- Distributions of order statistics for discrete case. Annals of the Institute of Statistical Mathematics 1962. 14:167-171 .
- Conditions for Wishartness and independence of second degree polynomials in a normal vector. The Annals of Mathematical Statistics 1962. 33:1002-1007 .
- A method for estimating approximately the parameters of a certain class of distributions from grouped observations. Annals of the Institute of Statistical Mathematics 1962. 14:57-62 .
- On the distributions obtained by varying the number of trials in a binomial distribution. Annals of the Institute of Statistical Mathematics 1961. 13:47-51 .
- Distribution of a definite quadratic form for non-central normal variates (Corr: V34 p673). The Annals of Mathematical Statistics 1961. 32:883-887 .
- Simultaneous confidence bounds on the departures from a particular kind of multicollinearity. Annals of the Institute of Statistical Mathematics 1961. 13:239-242 .
- Correction to "On the Mutual Independence of Certain Statistics". The Annals of Mathematical Statistics 1961. 32:1344-1344 .
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates. The Annals of Mathematical Statistics 1961. 32:883-887 .
- On testing the equality of parameters in $k$ rectangular populations. Journal of the American Statistical Association 1960. 55:144-147 .
- A note on the interval estimation related to the Regression Matrix. Annals of the Institute of Statistical Mathematics 1960. 12:147-149 .
- On the mutual independence of certain statistics (Corr: V32 p1344). The Annals of Mathematical Statistics 1959. 30:1258-1262 .
- On the Mutual Independence of Certain Statistics. The Annals of Mathematical Statistics 1959. 30:1258-1262 .
- On a Decision Procedure Based on the Tukey Statistic. The Annals of Mathematical Statistics 1957. 28:802-806 .