Multivariate analysis and its applications
Editor: T. W. Anderson
Editor: K. T. Fang
Editor: I. Olkin
Lecture Notes--Monograph Series, Volume 24
Hayward, CA: Institute of Mathematical Statistics, 1994.
472 pp.
Subjects:
62-06 (primary)62Hxx (secondary)
Mathmatical Reviews number (MathSciNet): MR1479452
ISBN:0-940600-35-8
Copyright © 1994, Institute of Mathematical Statistics.
Short Course Lectures
Coplots, nonparametric regression, and conditionally parametric fits
William S. Cleveland; 21-36
Multivariate non-normal distributions and models of dependency
Ingram Olkin; 37-53
Some useful notions for studying stochastic inequalities in multivariate distributions
Y. L. Tong; 55-71
Invited Papers
Normal linear models with lattice conditional independence restrictions
Steen A. Andersson, and Michael D. Perlman; 97-110
On some distributional properties of quadratic forms in normal variables and on some associated matrix partial orderings
J. K. Baksalary, J. Hauke, and G. P. H. Styan; 111-121
Unlinking theorem for symmetric convex functions
S. K. Bhandari, and S. DasGupta; 137-141
Asymptotical optimality of adaptive nearest neighbour discrimination
Gui-Jing Chen, and Y. H. Wang; 149-162
A comparison of robust linear discriminant procedures using projection pursuit methods
Zen-Yi Chen, and Robb J. Muirhead; 163-176
Invariant measures on Stiefel manifolds with applications to multivariate analysis
Yasuko Chikuse; 177-193
Bayesian implementation of a complex hierarchical model
A. P. Dempster, and J. S. Hwang; 221-236
Applications of number-theoretic methods to quantizers of elliptically contoured distributions
Kai-Tai Fang, Ke-Hai Yuan, and Peter M. Bentler; 237-251
Higher order approximations with generalized linear models
D. A. S. Fraser, G. Monette, K. W. Ng, and A. Wong; 253-262
Interim analysis for normally distributed observables
Seymour Geisser, and Wesley Johnson; 263-279
Normal multivariate analysis of families of regression coefficient vectors
Alan T. James; 281-295
Locally best invariant tests for multivariate normality in curved families with $\mu$ known
Takeaki Kariya, and Edward I. George; 311-322
Bayesian hypothesis testing of equality of normal covariance matrices
H. J. Kim, and S. J. Press; 323-330
Nearly optimal generalized sequential likelihood ratio tests in multivariate exponential families
Tze Leung Lai, and Li Min Zhang; 331-346
Covariance and correlation structure analyses with continuous and polytomous variables
Sik-Yum Lee, Wai-Yin Poon, and P. M. Bentler; 347-358
Inference for linear models with radially decomposable error
K. W. Ng, and D. A. S. Fraser; 359-367
On cluster regression and factor analysis models with elliptic $t$ errors
Brajendra C. Sutradhar; 369-383
Stepdown likelihood ratio test on each parameter component in testing equality of covariance matrices
Akimichi Takemura; 385-396
The test and confidence interval for a change-point in mean vector of multivariate normal distribution
Jing-Long Wang, and Jin Wang; 397-411
The virtual system method for estimation of parameter in system tree
Zhongguo Zheng; 413-426
Selected Contributed Papers
Locally most powerful rank tests for random effects in two-way experiments
Ann Clemmens, and Z. Govindarajulu; 427-437
Multivariate analysis of real estate prices
Delores A. Conway, and David Dale-Johnson; 439-444
A quasilinear regression model for cross-over trials
Ji-Qian Fang, Shu-Ying Yang, and Byron Jones; 445-448
A model for residential fatal fire in Hong Kong
Patrick S. L. Koh, Teresa W. C. Ling, and K. K. Wong; 449-456
Unbiasedness of a multivariate outlier test for elliptically contoured distributions
Jian-Xin Pan, and Xue-Ren Wang; 457-460
Differential geometric method for curved exponential families
Bo Cheng Wei, and Peter Che Bor Lam; 461-465
Institute of Mathematical Statistics Lecture Notes - Monograph Series
