Muni S. Srivastava

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This article analyzes whether the existing tests for the p × p covariance matrix Σ of the N independent identically distributed observation vectors with N ≤ p work under non-normality. We focus on three hypotheses testing problems: (1) testing for sphericity, that is, the covariance matrix Σ is proportional to an identity matrix I p ; (2) the covariance(More)
Discussion Papers are a series of manuscripts in their draft form. They are not intended for circulation or distribution except as indicated by the author. For that reason Discussion Papers may not be reproduced or distributed without the written consent of the author. ABSTRACT In this article, we consider the problem of testing the equality of mean vectors(More)
In this paper, we consider the prediction problem in multiple linear regression model in which the number of predictor variables, p, is extremely large compared to the number of available observations, n. The least squares predictor based on a generalized inverse is not efficient. We propose six empirical Bayes estimators of the regression parameters. Three(More)