A test for the mean vector with fewer observations than the dimension under non-normality. - Muni S. Srivastava (J. Multivar. Anal., 2009)

Multiple imputation and other resampling schemes for imputing missing observations. - Muni S. Srivastava; Mohammad Dolatabadi (J. Multivar. Anal., 2009)

Variable Selection by Cp Statistic in Multiple Responses Regression with Fewer Sample Size Than the Dimension. - Mariko Yamamura; Hirokazu Yanagihara; Muni S. Srivastava (KES (3), 2010)

Conditional information criteria for selecting variables in linear mixed models. - Muni S. Srivastava; Tatsuya Kubokawa (J. Multivar. Anal., 2010)

Testing the equality of several covariance matrices with fewer observations than the dimension. - Muni S. Srivastava; Hirokazu Yanagihara (J. Multivar. Anal., 2010)

Some tests for the covariance matrix with fewer observations than the dimension under non-normality. - Muni S. Srivastava; Tõnu Kollo; Dietrich von Rosen (J. Multivar. Anal., 2011)

Testing the structure of the covariance matrix with fewer observations than the dimension. - Muni S. Srivastava; N. Reid (J. Multivar. Anal., 2012)

Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension. - Shota Katayama; Yutaka Kano; Muni S. Srivastava (J. Multivar. Anal., 2013)

Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. - Tatsuya Kubokawa; Masashi Hyodo; Muni S. Srivastava (J. Multivar. Anal., 2013)

Tests for multivariate analysis of variance in high dimension under non-normality. - Muni S. Srivastava; Tatsuya Kubokawa (J. Multivar. Anal., 2013)

A two sample test in high dimensional data. - Muni S. Srivastava; Shota Katayama; Yutaka Kano (J. Multivar. Anal., 2013)

Corrigendum to "A two sample test in high dimensional data" [J. Multivariate Analysis 114 (2013) 349-358]. - Muni S. Srivastava; Shota Katayama; Yutaka Kano (J. Multivar. Anal., 2013)

Tests for covariance matrices in high dimension with less sample size. - Muni S. Srivastava; Hirokazu Yanagihara; Tatsuya Kubokawa (J. Multivar. Anal., 2014)

Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. - Yuki Ikeda; Tatsuya Kubokawa; Muni S. Srivastava (Comput. Stat. Data Anal., 2016)

Testing sphericity and intraclass covariance structures under a growth curve model in high dimension. - Muni S. Srivastava; Martin Singull (Commun. Stat. Simul. Comput., 2017)