# | Document title | Authors | Year | Source | Cited by |
1 | A test for testing the equality of two covariance matrices for high-dimensional data | Chaipitak S., Chongcharoen S. | 2013 | Journal of Applied Sciences 13(2),pp. 270-277 | 4 |
2 | A covariance matrix test for high-dimensional data | Chaipitak S., Chongcharoen S. | 2016 | Songklanakarin Journal of Science and Technology 38(5),pp. 521-535 | 1 |
3 | Performance Comparison of Three Ratio Estimators of the Population Ratio in Simple Random Sampling Without Replacement | Ounrittichai N., Utha P., Choopradit B., Chaipitak S. | 2024 | International Journal of Analysis and Applications 22 | 0 |
4 | Thai Baht and Chinese Yuan Exchange Rate Forecasting Models: ARIMA and SMA-ARIMA Comparison | Chaipitak S., Choopradit B. | 2024 | International Journal of Analysis and Applications 22 | 0 |
5 | A New Test for Equality of Two Covariance Matrices in High-Dimensional Data | Chaipitak S., Choopradit B. | 2024 | Mathematics and Statistics 12(5),pp. 455-464 | 0 |