On Samples From a Multivariate Normal Population

On the Distribution of a Trace of a Multivariate Quadratic Form in the Multivariate Normal Samples

This paper considers the derivation of the p.d.f. of the trace of a non-central multivariate quadratic form using a polynomial P (T,A) defined by Ie the author and compares with the results of Katz et al and Ruben. The come plex case is also discussed.

James-Stein estimators for the mean vector of a multivariate normal population based on independent samples from two normal populations with common covariance structure

The paper considers shrinkage estimators of the mean vector of a multivariate normal population based on independent random samples from two multivariate normal populations with different mean vectors but common covariance structure. The shrinkage and the positive-rule shrinkage estimators are defined by using the preliminary test approach when uncertain prior information regarding the equality...

Screening for a Multivariate Mixture Normal Distribution

Joint Asymptotic Distribution of Marginal Quantiles and Quantile Functions in Samples from a Multivariate Population*

The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from a p-variate population are derived. Of particular interest is the joint asymptotic distribution of the marginal sample medians, on the basis of which tests of significance for population medians are developed. Methods of estimating unknown nuisance parameters are discussed. The approach is comple...

The asymptotical distribution of range in samples from a normal population.