Partial table of contents |
Some Significance Tests for Normal Bivariate Distributions / D. Villars ; T. Anderson |
On the Theory of Testing Serial Correlation |
Classification by Multivariate Analysis |
A Test of Goodness of Fit |
Some Recent Results in Latent Structure Analysis |
On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations |
Least Squares and Best Unbiased Estimates |
A Test for Equality of Means When Covariance Matrices Are Unequal |
On Bayes Procedures for a Problem with Choice of Observations |
Large Sample Distribution Theory for Estimates of the Parameters of a Latent Class Model |
Tests for Randomness of Directions Against Equatorial and Bimodal Alternatives |
An Extremal Problem for Positive Definite Matrices |
Maximum Likelihood Estimation in Autoregressive and Moving Average Models |
A New Proof of Admissibility of Tests in the Multivariate Analysis of Variance |
Maximum Likelihood Estimation of the Parameters of a Multivariate Normal Distribution |
Commentaries |
Index |
Partial table of contents |
Some Significance Tests for Normal Bivariate Distributions / D. Villars ; T. Anderson |
On the Theory of Testing Serial Correlation |