Muni S. Srivastava

Publication Activity (10 Years)

Years Active: 2009-2017
Publications (10 Years): 2

Top Topics

Dimensional Data

Covariance Matrices

Kolmogorov Smirnov

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Muni S. Srivastava, Martin Singull
Testing sphericity and intraclass covariance structures under a growth curve model in high dimension. Commun. Stat. Simul. Comput. 46 (7) (2017)
Yuki Ikeda, Tatsuya Kubokawa, Muni S. Srivastava
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. Comput. Stat. Data Anal. 95 (2016)
Muni S. Srivastava, Hirokazu Yanagihara, Tatsuya Kubokawa
Tests for covariance matrices in high dimension with less sample size. J. Multivar. Anal. 130 (2014)
Shota Katayama, Yutaka Kano, Muni S. Srivastava
Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension. J. Multivar. Anal. 116 (2013)
Muni S. Srivastava, Shota Katayama, Yutaka Kano
A two sample test in high dimensional data. J. Multivar. Anal. 114 (2013)
Muni S. Srivastava, Shota Katayama, Yutaka Kano
Corrigendum to "A two sample test in high dimensional data" [J. Multivariate Analysis 114 (2013) 349-358]. J. Multivar. Anal. 119 (2013)
Tatsuya Kubokawa, Masashi Hyodo, Muni S. Srivastava
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. J. Multivar. Anal. 115 (2013)
Muni S. Srivastava, Tatsuya Kubokawa
Tests for multivariate analysis of variance in high dimension under non-normality. J. Multivar. Anal. 115 (2013)
Muni S. Srivastava, N. Reid
Testing the structure of the covariance matrix with fewer observations than the dimension. J. Multivar. Anal. 112 (2012)
Muni S. Srivastava, Tõnu Kollo, Dietrich von Rosen
Some tests for the covariance matrix with fewer observations than the dimension under non-normality. J. Multivar. Anal. 102 (6) (2011)
Muni S. Srivastava, Hirokazu Yanagihara
Testing the equality of several covariance matrices with fewer observations than the dimension. J. Multivar. Anal. 101 (6) (2010)
Muni S. Srivastava, Tatsuya Kubokawa
Conditional information criteria for selecting variables in linear mixed models. J. Multivar. Anal. 101 (9) (2010)
Mariko Yamamura, Hirokazu Yanagihara, Muni S. Srivastava
Statistic in Multiple Responses Regression with Fewer Sample Size Than the Dimension. KES (3) (2010)
Muni S. Srivastava, Mohammad Dolatabadi
Multiple imputation and other resampling schemes for imputing missing observations. J. Multivar. Anal. 100 (9) (2009)
Muni S. Srivastava
A test for the mean vector with fewer observations than the dimension under non-normality. J. Multivar. Anal. 100 (3) (2009)