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The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data
Fujisawa, Hironori - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 423-428
Persistent link: https://www.econbiz.de/10005395761
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Some Geometry of the Cone of Nonnegative Definite Matrices and Weights of Associated X<Superscript>2</Superscript> Distribution
Kuriki, Satoshi; Takemura, Akimichi - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10005395586
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A proof of independent Bartlett correctability of nested likelihood ratio tests
Takemura, Akimichi; Kuriki, Satoshi - In: Annals of the Institute of Statistical Mathematics 48 (1996) 4, pp. 603-620
Persistent link: https://www.econbiz.de/10005616387
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Orthogonally invariant estimation of the skew-symmetric normal mean matrix
Kuriki, Satoshi - In: Annals of the Institute of Statistical Mathematics 45 (1993) 4, pp. 731-739
Persistent link: https://www.econbiz.de/10005760350
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Graph presentations for moments of noncentral Wishart distributions and their applications
Kuriki, Satoshi; Numata, Yasuhide - In: Annals of the Institute of Statistical Mathematics 62 (2010) 4, pp. 645-672
Persistent link: https://www.econbiz.de/10008456215