Curriculum vitae




Скачать 110.55 Kb.
НазваниеCurriculum vitae
страница1/2
Дата06.10.2012
Размер110.55 Kb.
ТипДокументы
  1   2
Revised: July 2011

CURRICULUM VITAE



A. BIOGRAPHICAL INFORMATION


1. PERSONAL


Name: MUNI SHANKER SRIVASTAVA

Citizenship: Canadian


Home Address: University Address:

44 Ames Circle Department of Statistics

Toronto, Ontario M3B 3C1 University of Toronto

Telephone/Fax: (416) 441-2430 100 St. George Street

Toronto, Ontario M5S 3G3

Email: srivasta@utstat.toronto.edu

Web: http://www.utstat.utoronto.ca/~srivasta/


  1. DEGREES


Ph.D. 1964 Stanford University

Thesis: Optimum Procedures for Classification and Related Problems

Supervisor: Charles M. Stein


M.Sc. 1957 Lucknow University, India


B.Sc. 1955 Lucknow University, India

3. HONOURS

Honorary Member, Statistical Society of Canada, 2006


Gold Medal, Statistical Society of Canada, 2002


Fellow, American Statistical Association, 1986


Fellow, Royal Statistical Society, 1980


Fellow, Institute of Mathematical Statistics, 1980


Elected Member, International Statistical Institute, 1978


4. EMPLOYMENT


1957-61 Assistant Professor, Department of Statistics, Lucknow University


196l-63 Research Assistant, Stanford University


1963-66 Assistant Professor, Department of Mathematics, University of Toronto


1966-72 Associate Professor, Department of Mathematics, University of Toronto


1972-01 Professor, Department of Statistics, University of Toronto


2001- Professor Emeritus, Department of Statistics, University of Toronto


Visiting Appointments:


1965-66 Research fellow, Princeton University


1970-71 Associate Professor, University of Connecticut


1977-78 Professor of Statistics, Math. Research Center & University of Wisconsin at Madison


    1. Professor of Statistics, Indian Statistical Institute


2007 Spring Distinguished visiting Lukacs Professor, Bowling Green State University, Ohio USA


Administrative Appointments:


1982-83 Director, Statistics Consulting Service, University of Toronto


1981-82 Chair, Pierre Robillard Award Committee


1982-83 Graduate Coordinator, University of Toronto


1988-1989 Chair, Statistics' Grant Selection Committee, Natural Sciences & Engineering Research Council of Canada


1990-91 Acting Chair, Department of Statistics, University of Toronto


1993-94 Chair, Awards Committee, Statistical Society of Canada


1994-95 Chair, Awards Committee, Statistical Society of Canada


5. PROFESSIONAL AFFILIATIONS AND ACTIVITIES


Associate Editor, Can. J. of Statistics, 1972-1973, 1985-95

Comm. in Statistics, 1988-91,

Editorial Board: Int. Jour. of Math.& Statistical Sciences, 1991-2000

Editorial Board: Japanese Association of Mathematical Sciences, 2001-

Journal of Statistics and Applications 2005-

Member; NSERC, 1986-89


Member, Awards Committee, Statistical Society of Canada, 1992-1995, 2002-2005.


Member, Awards Committee, Statistical Society of Canada, 2003-2005


Member, Awards Committee, CRM-SSC, 2005-2007


6. A. RESEARCH ENDEAVOURS


Multivariate Analysis, Sequential Analysis, and Quality Control.


B. RESEARCH AWARDS


2008-11 $14,000 per annum NSERC


SCHOLARLY & PROFESSIONAL WORK


7. Refereed Publications:


183) Yamamura, M., Yanagihara, Y., and Srivastava, M.S.(2011). Variable

Selection in Multivariate Linear Regression Model with Fewer Observations.

Japanese J. Applied Statistics: To appear (Won a prize by Japanese Society of

Applied Statistics).


182) Kubokawa, T., and Srivastava, M.S.(2011). Selection of Variables in

Multivariate Regression Models for Large Dimensions. Communication in

Statistics-Theory and Methods: To appear.


181) Yamada, T., and Srivastava, M.S.(2011). A test for Multivariate Analysis of

Variance Communication in Statistics-Theory and Methods: To appear.


180) Kubokawa, T., and Srivastava, M.S.(2011). Akaike Information criterion for

Selecting Variables in the Nested Error Regression Model. Communication in

Statistics Theory and Methods: To appear.


179) Srivastava, M.S., Kollo, T., and von Rosen, D.(2011). Some Tests for the

Covariance Matrix with fewer observations than the dimension under

non-normality. J. Multivariate Analysis, 102, 1090-1103.


178) Ohlson, M., and Srivastava, M.S.(2010). Profile Analysis for a Growth

Curve Model J. Japan Statist.Soc. Volume 40, No.1.,1-21.


177) Kubokawa, T., and Srivastava, M.S. (2010), An Empirical Bayes

Information Criteria for Selecting Variables in Linear Mixed Models.

J. Jour.Japan Statist. Soc: No.1, Volume 40, 111-130.


176) Srivastava, M.S.(2010), Controlling the Average False Discovery in

Large Scale Mutiple Testing. Journal of a statistical Research,vol 44:

No.1, 85-102.


175) Srivastava, M.S. and Kubokawa,T.(2010), Conditional Information Criteria

for Selecting Variables in Linear Regression Mixed Model. J. Multivariate

Analysis: 101,1970-1980


174) Srivastava, M.S, and Yanagihara, H,(2010),Testing the equality of several

covariance matrices with fewer observations than the dimension. J.Multivar-

iate Analysis, No.101, 1319-1329.

173) Yamamura,Y., Yanagihara, H. and Srivastava, M.S.(2010). Variable Selection

in Multivariate Linear Regression Models with Fewer observations than the

dimension. Japanese J. Applied Statistics, vol 39, No.1, 1-19.


172) Srivastava, M.S, and Dolatabadi, M.(2009). Multiple imputation and other

resampling schemes for inputing missing observations. J. Multivariate

Analysis, No.100, 1919-1937.


171) Srivastava, M.S., von Rosen, T., and von Rosen, D (2009). Estimating and

Testing in General Multivariate Linear Models with Kronecker Product

Covariance Structure. Sankhya, Volume 71A, Part 2, pp. 137-163.

170) Srivastava,M.S.(2009), A Review of Multivariate Theory For High

Dimensional Data with Fewer Observations. Advances in Multivariate

Statistical Methods, in: A. Sengupta (Ed.), World Scientific Publishing Co.

Pte. Ltd. Singapore, pp. 25-51.

169) Srivastava, M.S. (2009), A Test of the Mean Vector with Fewer Observations

than the Dimension under non-normality. J. Multivariate Analysis, No.100,

518-532.

168) Srivastava, M.S. and Kubokawa, T. (2008) Akaike Information Criterion

for Selecting Components of the mean Vector in High Dimensional Data

with Fewer Observations. J. Japan Statist. Soc, No.2, 259-283.


167) Srivastava, M.S., von Rosen, T. and von Rosen, D. (2008) Models with a

Kronecker Product Covariance Structure: Estimation and

Testing. Mathematical Methods of Statistics,17, No.4,357-370

166) Kubokawa, T., and Srivastava, M.S.(2008), Estimation Of The Precision

Matrix Of A singular Wishart Distribution And Its Applications In High

Dimensional Data. J. Multivariate Analysis,99,1906-1928

165) Srivastava, M.S. and Du, M. (2008). A Test for the Mean Vector with

Fewer Observations than the Dimension. Journal of Multivariate Analysis,

99,386-402


164) Srivastava, M.S. and Kubokawa, T.(2007). Empirical Bayes Regression

Analysis With Many Regressors But Fewer Observations. Statist. Plann.

Inf. 137, 3778-3792


163) Srivastava, M.S., and Kubokawa, T. (2007). Comparison of Discrimina-

tion Methods for High Dimensional Data. Jour. Japan Statist. Soc. 37,

123-134.


162) Srivastava, M.S.(2007). Multivariate theory for Analyzing High

Dimensional Data. Jour. Japan Statist. Soc. 37, 53-86.


161) Srivastava, M.S. and Kubokawa, T.(2007). Empirical Bayes Regression

Analysis with Many Regressors but Fewer Observations. Jour. Statist.

planning and Inference. 137, 3778-3792.


160) Du, M., and Srivastava, M.S.(2006). Comparison of multiple testing pro-

cedures and the analysis of two examples from microarrays. JSM Procee-

dings . 217-222.


159) Srivastava, M.S. and Fujikoshi, Y. (2006). Multivariate Analysis of variance

with fewer observations than the dimension. Jour. Multi. Analy. 97, 1927-

1940.

158) Srivastava, M.S.(2006). Some test criteria for the covariance matrix with

fewer observations than the dimension. ACTA ET Commentationes

Universitatis Tartuensis De Mathematica, 10, 77-93


157) Srivastava, M.S.(2006). Minimum distance classification rules Jour. Multi

Analy. 97, 2057-2070


156) Srivastava, M.S.(2005). Some Tests Concerning the Covariance

Matrix in High Dimensional Data. Journal of Japanese Statistical Soc. 35,

251-272.

155) Srivastava, M.S. and Saleh, A.K.M.E. (2005). Estimation of the mean

vector of a multivariate normal distribution: Subspace Hypothesis. Jour.

Multivariate Analysis. 96, 55-72.


154) Srivastava, M.S., and Kubokawa, (2005). Minimax Multivariate Empirical Bayes Estimators under Multicollinearity. Jour. Multivariate Analy. 93, 394-416.


153) Srivastava, M.S. and von Rosen, D. (2004). MANOVA with singular variance matrix. Acta Et Commentationes Universitatis Tartuenesis De Mathematica. 8, 253-269.


152) Kollo, T. and Srivastava, M.S. (2004). Estimation and testing of

parameters in multivariate Laplace Distribution Comm. in Statist.

Theory and Methods ee (10), 2363-2387.


151) Kubokawa, T., and Srivastava, M.S. (2004). Improved empirical Bayes ridge regression estimators under multicollinearity. Comm. In Statist., Theory and Methods, 33, 1943-1973.


150) Kubokawa, T., and Srivastava, M.S. (2003) Prediction in multivariate mixed linear models. Journal of Japan Statistical Society. 33, 245-270.


149) Srivastava, M.S., and Wu, Yanhong (2003). Taguchi’s on-line control procedure. Handbook in Statistics. Vol. 22, 657-694. Editors: R. Khattree and C.R. Rao.


148) Kubokawa, T. and Srivastava, M.S. (2003). Estimating the covariance matrix : A new approach. J. Multivariate Analysis. 86, 28-47.


147) Srivastava, M.S. (2003). Singular Wishart and multivariate beta distributions. Ann. Statist. 31, 1537-1560.


146) Srivastava, M.S. and Solanky, T. (2003). Predicting multivariate response in linear regression model. Communication in Statistics – Simulation and computation. 32, 389-409.


145) Glimm, E., Srivastava, M.S. and Lauter, J. (2002). Multivariates tests of normal mean vectors with restricted alternatives. Communication in Statistics. 31(4), 589-604.


144) Srivastava, M.S. and von Rosen, D. (2002). Regression models with 255-

273. singular covariance matrix unknown. Linear Algebra and its

applications. 255-273.


143) Srivastava, M.S. (2002). Nested Growth Curve Models. Sankhyá. Ser. A, 64, 1-30.


142) Nagao, H. and Srivastava, M.S. (2002) Fixed Width Confidence Region for the Mean of a Multivariate Normal Distribution. J. Multivariate Analy. 81, 259-273.


141) Aoshima, M., Takada, Y. and Srivastava, M.S. (2002) A Two-stage procedure for estimating a linear function of K multinormal mean vectors when covariance matrices are unknown. Journal of Statistics Planning and Inference. 100, 109-119.


140) Kubokawa, T. and Srivastava, M.S. (2002) Estimating Risk and Mean Squared Error Matrix in Stein Estimation. J. Multivariate Analysis. 82, 39-64.


139) Kubokawa, T. and Srivastava, M.S. (2001) Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution. J. Multivariate Analysis. 76, 138-152.


138) Srivastava, M.S., Solanky, T.K.S. and Sen, A. (2001) Power comparison of some tests for detecting a change in the multivariate mean. Comm. in Statist.-Simulation and computation 30 (1), 19-36.


137) Srivastava, M.S. Hirotsu, C., Aori, S. and Glimm, E. (2001) Multivariate one-sided tests. Data Analysis from Statistical Foundations - A Fesstchrift in Honour of the 75th Birthday of D.A.S. Fraser, Nova Science Publishers Inc. pp 387-401.


136) Seo, T. and Srivastava, M.S. (2000). Testing equality of means and simultaneous confidence intervals in repeated measures with missing data. Biometrical Journal 42, 8, 981-993.


135) Hirotsu, C. and Srivastava, M.S. (2000) Simultaneous Confidence Intervals Based on One-Sided Max t-Test. Statistics and Probability Letters. 49, 25-37.


134) Aoshima, M. and Srivastava, M.S. (1999). Classification with a preassigned error rate when two covariance matrices are equal. Statistical Region Estimation and its application. (Kyoto, 1999). Surikaisekikenkyusho Kokyuroku No. 1101, 83-95.


133) Srivastava, M.S. and von Rosen, D. (1999). Growth Curve Models In ``Multivariate Analysis, Design of Experiments, and Survey Sampling'', S. Ghosh, Editor, 547-578 Marcel Dekker, New York.


132) Srivastava, M.S. and Kubokawa, T. (1999). Improved Non-negative

Estimation of Multivariate Components of Variance. Ann. Statist. 27, 2008-

2032.

131) Srivastava, M.S. and Wu, Y. (1999). Quasi-Stationary Biases of Change

Point and Change Magnitude Estimation after Sequential CUSUM Test.

Sequential Analysis: 18, 203-216.


130) Kubokawa, T. and Srivastava, M.S. (1999). Robust improvements in

estimation of covariance matrix in Elliptically contoured Distribution. Ann.

Statist. 27, 600-609.


129) Srivastava, M.S. (1999). On-line Control Procedures for integrated Moving Average Process of Order one. Comm. in Stats. Theory & Methods. 28, 1857-1882.


128) Srivastava, M.S. and Wu, Y. (1999). Economical process adjustment with measurement error. Comm. in Stats. Theory and methods. 28, 989-1003.


127) Srivastava, M.S. and von Rosen, D. (1998). Outliers in multivariate regression models. J. Multiv. Analysis. 65, 195-208.


126) Robustness of on-line Control Procedures (1998). In Quality Improvement Through Statistical Methods, Edited by Bovas Abraham. Birkhauser, Boston, pp 97-107.


125) Srivastava, M.S. (1998). Mean Shift Detection Procedures. Encyclopedia of

Statistical Sciences Vol. 2, 381-390. Wiley, New York


124) Srivastava, M.S. (1997). CUSUM Procedure for monitoring Variability. Comm. in Stats. Theor. & Methods 26, 2905-2926.


123) Srivastava, M.S. (1997). Some Slippage tests of mean for a single outlier in multivariate normal data. Amer. J. of Math. and Management sciences, 17.


122) Srivastava, M.S. and Wu, Y. (1997). Evaluation of optimum in weights and

average run lenghs in EWMA control schemes. Comm. Statist. Theor. and

Meth. 26(5). 1253-1268.

121) Srivastava, M.S. and Wu, Y. (1997). On-line quality control procedures for a random walk model with measurement error. Sequential Analysis (1997). 16, 93-105.


120) Srivastava, M.S. (1997). Reduced Rank Discrimination. Scan. J. of Statist.

24, 115-124.


119) Kubokawa, T. and Srivastava, M.S. (1996). Double Shrinkage Estimators of Ratio of variances. Multidimensional Statistical Analysis and Theory of Random Matrices. Editors A.K. Gupta and V.L. Girko, VSP, The Netherlands, 139-154.


118) Ghosh, M., Carlin, B.P. and Srivastava, M.S. (1996). Probability matching priors for linear calibration. Test, 4, 333-357.


117) Srivastava, M.S. and Wu, Y. (1996). Economical Quality Control Procedures based on symmetric random walk model. Statistica Sinica. 6, 389-402.


116) Srivastava, M.S. (1996). Economical Process Adjustment with sampling interval. Comm. in Stat. Theor. & Methods 25, 2403-2430.


115) Oman, S. and Srivastava, M.S. (1996). Exact mean squared error comparisons of the inverse and classical estimators in Multi-univariate linear calibration. Scan. J. of Statist. 23, 473-488.


114) Purkayastha, S. and Srivastava, M.S. (1995). Asymptotic Distributions of some test criteria for covariance matrix in elliptical distributions under local

alternatives. J. Multi. Analysis. 55, 165-186.


113) Srivastava, M.S. (1995). Comparison of On-line Control Procedures based on Taguchi's model and Random Walk Model. J. of Statistical Research. 29, 51-58.


112) Srivastava, M.S. (1995). Comparison of the Inverse and classical estimators in Multi-Univariate Linear Calibration. Comm. in Statist. Theory and Methods, 24 (11), 2753-2767.


111) Srivastava, M.S. and Wu, Y. (1995). An improved version of Taguchi's On-line Control procedure. J. Statist. Plan & Inf. 43, 133-145.


110) Chow, W. and Srivastava, M.S. (1994). A comparison of some omnibus monitoring schemes. Stochastic & Statistical Methods in Hydrology and Environmental Engineering, Vol. 4, 153-164. K.W. Hipel & L. Fang (Eds.) Kluwer Academic Publishers.


109) Srivastava, M.S. (1994). An Economical Control Procedure for Detecting a Shift in the Quality Level. 1994 Proceedings of the Section on Quality and Productivity Amer. Statist. Assoc. pp 1-6.


108) Srivastava, M.S. (1994). Comparison of CUSUM and EWMA procedures for detecting a shift in the mean or an increase in the variance. Journal of Applied Statistical Science. 1,445-468.


107) Srivastava, M.S. (1994). Recent Advances in the Economical On-line Control procedures. Proceedings of Inter. Conf., Statist. in Industry, science and Tech. Editor C. Hirotsu. pp. 35-40.


106) Srivastava, M.S. and Wu, Y. (1994). On-line control procedures under the random walk model with measurement error and attribute observations. Canadian Journal of Statistics. 22, 377-386.


105) Srivastava, M. and Wu, Y. (1994). Dynamic sampling plan in Shiryayev - Roberts procedure for detecting a change in the drift of Brownian Motion, Ann. of Statistics. 22, 805-823.


104) Srivastava, M.S. AND NG, F.K.L. (1994). Estimation of intraclass correlation in regression Models. Gujarat Statistical Review (Prof. Khatri Memorial Volume, 1990). 229-236.


103) Wu, Y. and Srivastava, M.S. (1993). Dynamic sampling plans in on-line control charts. Can. J. Statistics. 21, 409-419.


102) Srivastava, M.S. and Wu, Y. (1993) Local Efficiency of Moment Estimators in Beta-binomial model. Comm. in Statist. Theory & Mathods. 22 (9). pp 2471-2490.


101) Srivastava, M.S. and Wu, Y. (1993). Comparison of EWMA CUSUM and Shiryayev - Roberts procedures for detecting a shift in the mean. Annals of Statistics 21, pp 625-644.


100) Srivastava, M.S. and Wu, Y. (1993). Estimation & Testing in an imperfect inspection model. I E E E. Trans. in Reliab, 42, pp 280-286.


99) Srivastava, M.S. (1993), Estimation of the intraclass correlation coefficient Ann. of Human Genetics. 57, pp 159-165.

98) Rao, C.R., Srivastava, M.S. and Wu, Y. (1993). Some aspects of statistical quality control methods. Quality through Engineering Design. pp 21-31. Way Kuo, Editor, Elsevier.


97) Nagao, H. and Srivastava M.S. (1992). On the distributions of some test criteria for a covariance matrix under local alternative and bootstrap approximation J. Mult. Analys. 43., 331-350.


96) Biladeau, M. and Srivastava, M. (1992). Estimation of the eigen values of 12-1. J. of Multivariate Analysis. 41, 1-13.


95) Srivastava, M.S. and Wu, Y. (1991) A second order approximation to Taguchi's on-line control procedures. Comm. in Statistic. Theory & Methods. 20, 2059-2072.


94) Fraser, D.A.S., Guttman, I., and Srivastava, M.S. (1991). Conditional inference for treatment and error in multivariate analysis. Biometrika 78; 565-572.


93) Keen, K.J. and Srivastava, M.S. (1991). The asymptotic variance of the interclass correlation coefficient. Biometrika 78; 225-228.


92) Carter, R.A.L., Srivastava, M.S., Srivastava, V.K., and Ullah, A. (1990). Unbiased estimation of the MSE matrix of Stein-Rule estimators, confidence ellipsoids and hypothesis testing. Econometric Theory, 6, 63-74.


91) Srivastava, M.S. and Yau, W.K. (1989). Saddlepoint method for obtaining tail probability of Wilk's liklihood ratio test. J. Multivariate Analysis. 31, 117-126.


90) Srivastava, M.S. and Chan, Y. M. (1989). A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance - one sample & two sample cases. Comm. in Statist.

18 (1), 339-361.


89) Srivastava, M.S. and Singh, B. (1989). Bootstrapping in multipliative models. J. of Econometrics, 42, 287-297.


88) Srivastava, M.S. and Bilodeau, M. (1989). Stein estimation under elliptical distributions. J. of Multivariate Analysis, 28, No. 2, 247-259.


87) Srivastava, M.S. and Keen, K.J. (1988). Estimation of the interclass correlation coefficient. Biometrika, 75, No. 4, 731-739.


86) Chan, Y.M. and Srivastava, M.S. (1988). Comparison of Powers of the spherecity tests using both the asymptotic distribution and the bootstrap methods. Comm. in Statistics A. 17, No. 3, 671-690.


85) Bilodeau, M., and Srivastava, M.S. (1988). Estimation of the MSE matrix of the stein estimator. Can. J. of Statistics. Volume 16, No. 2, 155-159.


84) Srivastava, M.S., Keen, K. J. and Katapa, R. (1988). Estimation of 'Interclass' and 'Intraclass' correlations in multivariate Familial Data. Biometrics, 44, 141-150.


83) Srivastava, M.S. (1987). Bootstrap Method in Ranking and Slippage Problems. Comm. in Statistics 16, 3285-3299.


82) Srivastava, M.S. (1987). Bootstrapping Durbin-Watson statistic. Indian J. of Math., Ramanijan Cent. Volume 29, No. 2, 193-210.


81) Srivastava, M.S. (1987). Likelihood Ratio Tests for the covariance structure in familial data and in principle components. Advances in Multivariate Statistical Analysis. (K.C.S. Pillai memorial volume) Ed. A.K. Gupta, Reidel Publishing Co., 341-352.


80) Srivastava, M.S. (1987). Asymptotic Distribution of Durbin-Watson Statistic. Economics Letters. 157-160.


79) Srivastava, M.S. (1987). Profile Analysis of Several groups. Comm. in Stat. Theory & Methods. 16, 909-926.


78) Srivastava, M.S. and Hui, T.K. (1987). On assessing multivariate normality based on Shapiro-Wilk W. statistic. Statistics & Probability Letters 5, 15-18.


77) Guttman, I. & Srivastava, M.S., Bayesian Method of Detecting Change Point in Regression and Growth Curve Models; (1986), Foundations of Statistical Inference, 73-91. D. Reidel Publishing Co. (I.B. MacNeill & G.J. Umphrey Editors)


76) Srivastava, M.S. (1986). Discussion to "Jackknife, Bootstrap and other Resampling Methods in Regression analysis" by C.F.J. Wu. Ann. Statist. 14, 1331-1334.


75) Srivastava, M.S. and Srivastava, V.K. (1986). Asymptotic Distribution of Least Squares Estimator and Test Statistic in Linear Regression Models. Economics Letters., 21, 173-176.


74) Srivastava, M.S. and Carter, E.M. (1986). The Maximum Likelihood Method for Non-Response in Sample Surveys. Survey Methodology, 12, 61-72.


73) Srivastava, M.S. and Katapa, Rose, S.; (1986). Comparison of Estimation of interclass and intraclass correlations from Familial Data. Can. J. Statist. 14, 29-42.


72) Srivastava, M.S.; (1986), Multivariate Bioassay, Combination of Bioassays, and Fieller's Theorem, Biometrics. 42, 131-141.


71) Srivastava, M.S. & Chakravorti, S.R., Asymptotic Distributions of Two Test Statistics for Testing Independence with Missing Data; (1986), Comm. in Stat. Theory & Methods, 15, 571-588.


70) Srivastava, M.S. & Worsley, K.J.; (1986), Likelihood Ratio Tests for a Change in the Multivariate Normal Mean, Jour. Amer. Stat. Assoc., 81, 199-204.


69) Srivastava, M.S.; (1985), Multivariate Data with Missing Observations, Comm. in Stat., Theo. Method, 14, 775-792.


68) Srivastava, M.S. & Lee, G.C.; (1985), On the robustness of Correlation Coefficient in the Presence of an Outlier, Comm. in Stat., Theo. Method, 14, 25-40.


67) Beran R. & Srivastava,, M.S.; (1985), Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix, Ann. Statist. 13: 95-115.


66) Srivastava, M.S.; (1984), A measure of skewness and kurtosis and a graphical method for assessing multivariate normality, Prob. & Statist. Letters, 2: 263-267.


65) Srivastava, M.S. & Awan, H.M.; (1984), On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals, Comm. in Stat., Theo. Method, A14: 371-382.


64) Srivastava, M.S.; (1984), Estimation of Interclass Correlations in Familial Data, Biometrika 71: 171-185.


63) Srivastava, M.S. & Lee, G.C.; (1984), On the Distribution of the Correlation Coefficient when Sampling from a mixture of two Bivariate Normal Densities, Can. J. of Statist., 12 (2): 119-133.


62) Srivastava, M.S. & Lee, G.C.; (1983), On the Choice of Transformation of the Correlation Coefficient with or without an Outlier, Comm. in Stat., Theo. Method, A12 (21): 2533-2547.


61) Srivastava, M.S. & Carter, E.M.; (1983), Asymptotic Non-Null Distribution for the locally Most Powerful Invariant Test for Spherecity, Comm. in Stat., Theo. Method, A12 (15): 1719-1726.


60) Leung, C.Y. and Srivastava, M.S. (1983). Asymptotic comparison of two discriminants used in normal covariate classification. Comm. in Statist. Theor. Method A12(14): 1637-1646.


59) Srivastava, M.S.; (1983), On the Distribution of Hotelling's % T sup 2 % and Multiple Correlation R when Sampling from a Mixture of Two Normals. Comm. in Stat., Theo. Method, A12 (13): 1481-1497.


58) Srivastava, M.S. & Leung, C.Y.; (1983), Covariate Classification for two Correlated Populations, Comm. in Stat., Theo. Method, A12 (2): 223-241.


57) Awan, H.M. & Srivastava, M.S.; (1982), On the Distribution of Partial and Multiple correlation Coefficients when Sampling from a Mixture of Two Multivariate Normals, The Punjab University, Journal of Math.: 14-15, 86-108.


56) Srivastava, M.S. & Awan, H.M.; (1982), On the Robustness of Hotelling's % T sup 2 %-test and Distribution of Linear and Quadratic Forms in Sampling from a Mixture of two Multivariate Normal Populations, Comm. in Stat., Theo. Method, A11 (1): 81-


55) Srivastava, M.S.; (1981), On Tests for Detecting Change in the Multivariate Mean, Statistical Distributions in Scientific Work (Eds, Taillie, Patil and Baldessari), pp. 181-191.


54) C.Y.Leung and Srivastava, M.S. (1980). Monotonicity of the probabilities of misclassification in Discrimination with covariate adjustment. Inter. Statist. Inst., 42nd Session, pp. 513-516.


53) Srivastava, M.S.; (1980), Effect of Equicorrelation of Observations in Detecting a Spurious Observation, Can. Jour. Statist. 8 (2): 249-251.


52) Srivastava, M.S. & Carter, E.M.; (1980), Asymptotic Expansions for Hypergeometric functions, Multivariate Analysis V. (Editor, P.R Krishnaiah), pp. 337-348.


51) Carter, E.M. & Srivastava, M.S.; (1980), Asymptotic distribution of the latent roots of the non-central Wishart distribution and the power L.R.T. for non-additivity, Can. Jour. of Statist. 8 (1): 119-134.


50) Srivastava, M.S. & Carter, E.M.; (1980), Asymptotic Distribution of latent roots and applications. Multi. Statist. Inf., (Editor, R.P. Gupta), pp. 219-236.


49) Srivastava, M.S. (1979), Review of Multivariate Statistical Inference by N.C. Giri, Academic Press, 1977. Can. Jour. Statist. 7: 114-115.


48) Carter, E.M., Khatri, C.G. & Srivastava, M.S.; (1979), The effect of inequality of variances on the t-test, Sankhya, Sr. B,: 216-225.


47) Srivastava, M.S. & Bhargava, R.P.; (1979), on fixed-width Confidence Region for the mean, Metron, 37 (1,2): 163-174.


46) Khatri, C.G. & Srivastava, M.S.; (1978), Asymptotic Distribution of the roots of the covariance matrices, South African Journal of Statistics, 12: 161-186.


45) Srivastava, M.S., Khatri, C.G. & Carter, E.M.; (1978), On monotonicity of the modified likelihood ratio test for the equality of two covariance, J. Multivariate Analysis, 8 (2): 262-267.


44) Carter, E.M. & Srivastava, M.S.; (1978), Asymptotic non-null distributions for tests for reality of a covariance matrix, J. Multivariate Analysis, 8 (1): 126-133.


43) Srivastava, M.S. & Carter, E.M.; (l977), Asymptotic non-null distribution of a likelihood ratio criterion for spherecity in the growth curve model, Sankhya, Ser. 8 (39): 160-165.


42) Carter, E.M. & Srivastava, M.S.; (1977), Monotonicity of the power functions of the modified likelihood ratio criterion for the homogeneity of variances and spherecity test, J. Multivariate Analysis, 7 (1): 229-233.


41) Khatri, C.G. & Srivastava, M.S.; (1976), Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for covariance matrices II., Metron, 34: 55-71.


40) Carter, E.M., Khatri, C.G. & Srivastava, M.S.; (1976), Non-Null Distribution of Likelihood Ratio Criterion for Reality of Covariance Matrix, J Multivariate Analysis, 5 (1): 176-194.


39) Khatri, C.G. & Srivastava, M.S.; (1975), Probability inequalities connected with Schur function, Jour. Mult. Analysis, 5 (4): 480-486.


38) Sen, A.K. & Srivastava, M.S.; (1975), On tests for detecting change in mean when the variance is unknown, Ann. Inst. Statis. Math., 25 (3): 479-486.


37) Srivastava, M.S.; (1975), On a class of rank score tests for censored data, Ann. Inst. Statist. Math. Tokyo, 25 (3): 69-78.


36) Sen, A.K. & Srivastava, M.S.; (1975), Some One-Sided Tests for change in level, Technometrics, 17 (1): 61-64.


35) Sen, A.K. & Srivastava, M.S.; (1975), On tests for detecting change in mean, Ann. Statist. 3 (1): 98-108.


34) Khatri, C.G. & Srivastava, M.S.; (1974), On the Likelihood Ratio Test for Covariance Matrix in Growth Curve Model, Applied Statistics, pp. 187-198, (Editor, R.P. Gupta), North Holland Publishing Co., Amsterdam


33) Khatri, C.G. & Srivastava, M.S.; Asymptotic expansions of the non-null distributions of Likelihood ratio criteria for covariance matrices, Ann. Statist., 2 (1): 109-117.


32) Srivastava, M.S.; (1973), On a class of nonparametric tests for independence Bivariate Case, Can. Math. Bull., 16 (3): 337-342.


31) Sen, A.K. & Srivastava, M.S.; (1973), A sequential solution of Wilcoxon types for a slippage problem. Proceedings of the conference on multivariate statistical inference held at Halifax, N.S. Northland Publishing Co.


30) Srivastava, M.S.; (1973), Evaluation of misclassification errors, Can. Jour. Statist., 1 (1): 35-50.


29) Srivastava, M.S. & Taneja, V.S.; (1973), Some sequential procedure for a slippage problem, Metron, 31: 1-10.


28) Srivastava, M.S.; (1973), Asymptotically most powerful rank test, J. Statist. Res., 7 (1,2:): 1-11.


27) Srivastava, M.S. & Sen, A.K.; (1973), On sequential confidence intervals based on Wilcoxon type of statistics, Ann. Statist., 1 (6): 1201-1202.


26) Srivastava, M.S.; (1973), A sequential approach to classification: Cost of not knowing the covariance matrix, J. Multivariate Analysis, 3 (2): 173-183.


25) Sen, A.K. & Srivastava, M.S.; (1973), On multivariate tests for detecting change in mean, Sankhya Ser. A, 35 : 173-186.


24) Bhargava, R.P. & Srivastava, M.S.; (1973), On Turkey's Confidence Interval for the contrasts in the means of the intraclass correlation model, J. Roy. Statist. Soc. Ser. B, 35 (1): 147-152.


23) Srivastava, M.S.; (1973), The performance of a sequential procedure for a slippage problem, J. Roy. Statist. Soc. Ser. B, 35 (1): 97-103.


22) Khatri, C.G. & Srivastava, M.S.; (1973), On exact non-null Distribution of Likelihood Ration Criteria for covariance matrices, Ann. Inst. Statist. Math., 25 (2): 345-354.


21) Sen, A.K. & Srivastava, M.S.; (1972), On a sequential selection procedure based on Wilcoxon statistics, J. Statist. Res., 6 (2): 43-51.


20) Srivastava, M.S. & Taneja, V.S.; (1972)l, Some sequential procedures for ranking multivariate populations, Ann. Inst. Statist. Math. Tokyo, 24 (3): 455-464.


19) Srivastava, M.S.; (1972), Asymptotically most powerful rank tests for regression parameters in MANOVA, Ann. Inst. Statist. Math. Tokyo, 24, (2): 285-297.


18) Srivastava, M.S.; (1971), On fixed-width confidence bounds for regression parameters, Ann. Math. Statist. 42 (4): 1403-1411.


17) Khatri, C.G. & Srivastava, M.S.; (1971), On exact non-null distributions of likelihood ratio criteria for spericity test and equality of two covariance matrices, Sankhya Ser. A, 32 (1):


16) Srivastava, M.S.; (1970), On a sequential analogue of the Behrens-Fisher problem, J. Roy. Statist. Soc. Ser. B, 32 (1): 144-148.


15) Srivastava, M.S.; (1970), A sequential procedure for comparing several experimental categories with a control, J. Statist. Res., 4 (2): 160-173.


14) Srivastava, M.S. & Saleh, A.K.M.E.; (1970), On a class of non-parametric estimates for regression parameters, J. Statist. Res., 4 (2): 133-139.


13) Srivastava, M.S.; (1970), On a class of non-parametric tests for regression parameters, J. Statist. Res., 4 (2): 117-132.


12) Srivastava, M.S.; (1970), On a class of non-parametric tests for multivariate regression parameters, J. Statist. Res., 4 (1): 25-3l.


11) Srivastava, M.S. & Ogilvie, J.; (1968), The performance of some sequential procedures for a ranking problem, Ann. Math. Statist., 39 (3): 1040-1047.


10) Srivastava, M.S.; (1968), On the distribution of a multiple correlation matrix: non-central multivariate Beta distributions, Ann. Math Statist., 39 (1): 227-232.


9) Srivastava, M.S.; (1967), Some tests for students’ hypothesis, Bull. Inst. Internat. Statist., 42:1194-1195.


8) Srivastava, M.S.; (1967), Classification into multivariate normal populations when the population means are linearly restricted, Ann. Inst. Statist. Math. Tokyo, 19 (3): 473-478.


7) Srivastava, M.S.; (1967), Comparing distances between multivariate populations - the problem of minimum distance. Ann. Math. Statist., 38

(2): 550-556.


6) Srivastava, M.S.; (1967), On fixed-width confidence bounds for regression parameters and mean vector, J. Roy. Statist. Soc. Ser. B, 29 (1): 132-140.


5) Srivastava, M.S.; (1967), A characterization of the exponential distribution, Amer. Math. Monthly, 74: 414-416.


4) Srivastava, M.S.; (1966), Some asymptotically efficient sequential procedures for ranking and slippage problems, J. Roy. Statist. Soc. Ser. B, 28 (2): 370-380.


3) Srivastava, M.S.; (1966), On a multivariate slippage problem, Ann. Inst. Statist. Math. Tokyo, 18 (3): 299-305.


2) Srivastava, M.S.; (1965), Some tests for the intraclass correlation model, Ann. Math. Statist., 36 (6): 1802-1806.


1) Srivastava, M.S.; (1965), On the complex Wishart distribution, Ann. Math. Statist., 36, (1): 313-315.


Books


1) Srivastava, M. S. and Khatri, C.G. (1979). An introduction to Multivariate Statistics, North Holland, New York.


2) Srivastava, M.S. and Carter, E.M. (1983). An introduction to Applied Multivariate Statistics, North Holland, New York.


  1. Sen, A.K. and Srivastava, M.S. (1990) Regression Analysis, Theory,

Methods & Applications, Springer-Verlag. Fifth Print 2000.


  1. Kollo, T., Tiit, E-M and Srivastava, M. (2000). Editors New Trends in

Probability and Statistics Volum 5: Multivariate Statistics. Utrecht, The

Netherlands.



  1. Srivastava, M.S. (2002). Methods of Multivariate Statistics, Wiley


  1   2

Похожие:

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum Vitae

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum vitae

Curriculum vitae iconCurriculum vitae

Разместите кнопку на своём сайте:
Библиотека


База данных защищена авторским правом ©lib.znate.ru 2014
обратиться к администрации
Библиотека
Главная страница