Advances in Multivariate Statistical Analysis : Pillai Memorial Volume

Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors -- Quasi-Inner Products and Their Applications -- A Hierarchy of Relationships Between Covariance Matrices -- Effect of Additional Variables in Principal Component Analysis, Discriminant Analysis and Canonical Correlation Analysis -- On a Locally Best Invariant and Locally Minimax Test in Symmetrical Multivariate Distributions -- Confidence Intervals for the Slope in a Linear Errors-in-Variables Regression Model -- Likelihood Ratio Test for Multisample Sphericity -- Statistical Selection Procedures in Multivariate Models -- Quadratic Forms to have a Specified Distribution -- Asymptotic Expansions for Errors of Misclassification:Nonnormal Situations -- Transformations of Statistics in Multivariate Analysis -- Error Rate Estimation in Discriminant Analysis: Recent Advances -- Some Simple Optimal Tests in Multivariate Analysis -- Developments in Eigenvalue Estimation -- Asymptotic Non-null Distributions of a Statistic for Testing the Equality of Hermitian Covariance Matrices in the Complex Gaussian Case -- A Model for Interlaboratory Differences -- Bayes Estimators in Lognormal Regression Model -- Multivariate Behrens-Fisher Problem by Heteroscedastic Method -- Tests for Covariance Structure in Familial Data and Principal Component -- Risk of Improved Estimators for Generalized Variance and Precision -- Sampling Distributions of Dependent Quadratic Forms from Normal and Nonnormal Universes -- Bibliography of Works by K. C. S. Pillai.