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2024 >> 
2401 
An Asymptotic Expansion of the Null Distribution for Sphericity Test Statistic with Monotone Missing Data
by T. Sato, A. Yagi and T. Seo

2402 
Generalized Fused Lasso for Grouped Data in Generalized Linear Models
by M. Ohishi

2403 
On the Extension of Test Statistics for the Submean Vector under Twostep Monotone Missing Data
by R. Hosonuma, T. Kawasaki and T. Seo

2404 
A fast and consistent variable selection method for conditional independence under largedimensional Gaussian case
by T. Yamada, T. Sakurai and Y. Fujikoshi

2023 >> 
2301 
A Modified Normalizing Transformation Statistic Based on Kurtosis for Testing Multivariate Normality  Empirical Power 
by E. Kurita, T. Seo and Z. Hanusz

2302 
Tests for One and Two Mean Vectors and Simultaneous Confidence Intervals with Monotone Incomplete Data
by A. Yagi and T. Seo

2303 
A Multivariate Normality Test Based on Kurtosis with Threestep Monotone Missing Data
by E. Kurita and T. Seo

2304 
KOO Approach for Scalable Variable Selection Problem in Largedimensional Regression
by Z. Bai, K.P Choi, Y. Fujikoshi and J. Hu

2305 
Estimation of Spatial Effects by Generalized Fused Lasso for Nonuniformly Sampled Spatial Data: An Analysis of the Body Condition of Common Minke Whales (Balaenoptera acutorostrata acutorostrata) in the Northeast Atlantic
by M. Yamamura, H. Yanagihara, M. Ohishi, K. Fukui, H. Solvang, N. Øien and T. Haug

2306 
Tests for Multivariate Kurtosis with Two and ThreeStep Monotone Missing Data
by E. Kurita and T. Seo

2022 >> 
2201 
A BehrensFisher problem for general factor models in high dimensions
by M. Hyodo, T. Nishiyama and T. Pavlenko

2202 
A modified normalizing transformation statistic based on kurtosis for multivariate normality testing
by E. Kurita, T. Seo and Z. Hanusz

2203 
Confidence Intervals in Multiple Linear Regression Conditioned on the Selected Model via the KickOneOut Method
by K. Mochizuki and H. Yanagihara

2204 
Testing Equality of Multivariate Normal Populations with Threestep Monotone Missing Data
by R. Sakai, A. Yagi and T. Seo

2205 
Stable Estimation of the Slant Parameter in Skew Normal Regression via an MM Algorithm and Ridge Shrinkage
by M. Ohishi, H. Yanagihara, H. Wakaki and M. Ono

2206 
HighDimensional Consistencies of KOO Methods for Selecting Graphical Models
by Y. Fujikoshi, T. Sakurai and T. Yamada

2207 
HighDimensional Consistencies of KOO Methods for Selection of Variables in Multivariate Linear Regression Models with Covariance Structures
by Y. Fujikoshi and T. Sakurai

2021 >> 
2101 
Optimizations for Categorizations of Explanatory Variables in Linear Regression via Generalized Fused Lasso
by M. Ohishi, K. Okamura, Y. Itoh and H. Yanagihara

2102 
Coordinate Descent Algorithm for Generalized Group Fused Lasso
by M. Ohishi, K. Okamura, Y. Itoh and H. Yanagihara

2103 
Highdimensional Multiple Comparison Procedures among Mean Vectors under Covariance Heterogeneity
by M. Hyodo, T. Nishiyama, H. Hayashi

2104 
Simultaneous Testing of Mean Vector and Covariance Matrix with Threestep Monotone Missing Data
by R. Sakai, A. Yagi and T. Seo

2105 
Multivariate normality test based on kurtosis with twostep monotone missing data
by E. Kurita and T. Seo

2106 
Coordinate Descent Algorithm of Generalized Fused Lasso Logistic Regression for Multivariate Trend Filtering
by M. Ohishi, M. Yamamura and H. Yanagihara

2107 
On model selection consistency using a kickoneout method for selecting response variables in highdimensional multivariate linear regression
by R. Oda H. Yanagihara and Y. Fujikoshi

2108 
An l_{2,0}norm constrained matrix optimization via extended discrete firstorder algorithms
by R. Oda, M. Ohishi, Y. Suzuki and H. Yanagihara

2109 
Highdimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
by Y. Fujikoshi

2020 >> 
2001 
NONASYMPTOTIC ANALYSIS OF APPROXIMATIONS FOR LAWLEYHOTELLING AND BARTLETTNANDAPILLAI STATISTICS IN HIGHDIMENSIONAL SETTINGS
by A. A. Lipatiev and V. V. Ulyanov

2002 
Asymptotic optimality of Cptype criteria in highdimensional multivariate linear regression models
by S. Imori

2003 
Highdimensionalityadjusted Asymptotically Loss and Mean Efficient GCp Criterion for Normal Multivariate Linear Regression Models
by H. Yanagihara

2004 
Modified Likelihood Ratio Test for Simultaneous Testing of Mean Vectors and Covariance Matrices with Missing Data
by R. Nomura, A. Yagi and T. Seo

2005 
Exact and approximate computation of critical values of largest root test in high dimension
by G. A. T. Xiang, Z. Bai, K. P. Choi, Y. Fujikoshi and J. Hu

2006 
Contributions to Multivariate Analysis due to C. R. Rao and Associated Developments
by Y. Fujikoshi

2007 
Ridge Parameters Optimization based on Minimizing Model Selection Criterion in Multivariate Generalized Ridge Regression
by M. Ohishi

2008 
A Consistent LikelihoodBased Variable Selection Method in Normal Multivariate Linear Regression
by R. Oda and H. Yanagihara

2009 
AIC for Growth Curve Model with Monotone Missing Data
by A. Yagi, T. Seo and Y. Fujikoshi

2019 >> 
1901 
A fast and consistent variable selection method for highdimensional multivariate linear regression with a large number of explanatory variables
by R. Oda and H. Yanagihara

1902 
Strong consistency of loglikelihoodbased information criterion in highdimensional canonical correlation analysis
by R. Oda, H. Yanagihara and Y. Fujikoshi

1903 
Growth Curve Model with Bilinear Random Coefficients
by S. Imori, D. von Rosen and R. Oda

1904 
A consistent variable selection method in highdimensional canonical discriminant analysis
by R. Oda, Y. Suzuki, H. Yanagihara and Y. Fujikoshi

1905 
Equivalence between AdaptiveLasso and Generalized Ridge Estimators in Linear Regression with Orthogonal Explanatory Variables after Optimizing Regularization Parameters
by M. Ohishi, H. Yanagihara and S. Kawano

1906 
Computable Error Bounds for Asymptotic Approximations of the Quadratic Discriminant Function
by Y. Fujikoshi

1907 
Estimation for Spatial Effects by Using the Fused Lasso
by M. Ohishi, K. Fukui, K. Okamura, Y. Itoh and H. Yanagihara

1908 
Maximum Likelihood Estimators in Growth Curve Model with Monotone Missing Data
by A. Yagi, T. Seo and Y. Fujikoshi

2018 >> 
1801 
Constrained linear discriminant rule for 2groups via the Studentized classification statistic W for large dimension
by T. Yamada

1802 
Moment matching priors for nonregular models
by S. Hashimoto

1803 
T^2 Type Test Statistic and Simultaneous Confidence Intervals for Submean Vectors in ksample Problem
by T. Naito, T. Kawasaki and T. Seo

1804 
Consistency of Testbased Criterion for Selection of Variables in Highdimensional Two GroupDiscriminant Analysis.
by Y. Fujikoshi and T. Sakurai

1805 
Consistency of Distancebased Criterion for Selection of Variables in Highdimensional TwoGroup Discriminant Analysis.
by T. Sakurai and Y. Fujikoshi

1806 
A Review of Discriminant Analysis by Regression Approach
by Y. Fujikoshi and T. Kan

1807 
Testing Equality of Two Mean Vectors with Monotone Missing Data
by A. Yagi, T. Seo and Z. Hanusz

1808 
Testing independence in highdimensional data:ρV coefficient based approach
by M. Hyodo, T. Nishiyama and T. Pavlenko

1809 
Strong Consistency of the AIC, BIC, Cp and KOO Methods in HighDimensional Multivariate Linear Regression
by Z. Bai, Y. Fujikoshi and J. Hu

1810 
A highdimensional biascorrected AIC for selecting response variables in multivariate calibration
by R. Oda , Y. Mima, H. Yanagihara and Y. Fujikoshi

2017 >> 
1701 
Reference priors via αdivergence for a certain nonregular multiparametric model
by S. Hashimoto

1702 
Asymptotic Expansions for Scale Mixtures of FDistribution and Their Error Bounds
by Y. Fujikoshi and R. Shimizu

1703 
Estimation of covariance matrix via shrinkage Cholesky factor
by N. Chanohara, T. Nakagawa and H. Wakaki

1704 
Interval estimation in twogroup discriminant analysis under heteroscedasticity for large dimension
by T. Yamada

1705 
Robust Bayesian inference via γdivergence
by T. Nakagawa and S. Hashimoto

1706 
Simultaneous testing of the mean vector and the covariance matrix for highdimensional data
by M. Hyodo and T. Nishiyama

1707 
A Fast Algorithm for Optimizing Ridge Parameters in a Generalized Ridge Regression by Minimizing an Extended GCV Criterion
by M. Ohishi, H. Yanagihara and Y. Fujikoshi

1708 
A Cp type criterion for model selection in the GEE method when both scale and correlation parameters are unknown
by Y. Inatsu and T. Sato

1709 
Improved Simplified T^2 Test Statistics for Mean Vector with Monotone Missing Data
by A. Yagi, T. Seo and Z. Hanusz

1710 
Estimation of multivariate 3rd moment for highdimensional data and its application for testing multivariate normality
by T. Yamada and T. Himeno

1711 
HighDimensional Asymptotic Distributions of Simplified MLEs in Growth Curve Model with an Autoregressive Covariance Structure
by T. Sakurai, R.Enomoto and Y. Fujikoshi

1712 
Highdimensional asymptotic results for EPMCs of W and Z rules
by T. Yamada, T. Sakurai and Y. Fujikoshi

1713 
HighDimensional Properties of Information Criteria and Their Efficient Criteria for Multivariate Linear Regression Models with Covariance Structures
by T. Sakurai and Y. Fujikoshi

1714 
Robust estimation of skewnormal distribution with location and scale parameters via logregularly varying functions
by S. Hashimoto

1715 
Second Order Expansions for Distributions of Statistics and Its Quantiles Based on Random Size Samples
by G. Christoph, M. M. Monakhov, V. V. Ulyanov

2016 >> 
1601 
On the Likelihood Ratio Test for the Equality of Multivariate Normal Populations with Twostep Monotone Missing Data
by M. Hosoya and T. Seo

1602 
Simultaneous Testing of Mean Vectors and Covariance Matrices with Monotone Missing Data
by A. Yagi, R. Yamaguchi and T. Seo

1603 
NonAsymptotic Results for CornishFisher Expansions
by V.V. Ulyanov, M. Aoshima and Y. Fujikoshi

1604 
Testing BlockDiagonal Covariance Structure for HighDimensional Data Under Nonnormality
by Y. Yamada, M. Hyodo and T. Nishiyama

1605 
Temporal and geographical variation in body condition of common minke whales (Balaenoptera acutorostrata acutorostrata) in the Northeast Atlantic.
by H. K. Solvang , H. Yanagihara, N. Oien and T. Haug

1606 
Likelihood Ratio Tests in Multivariate Linear Model
by Y. Fujikoshi

1607 
Selection of the linear and the quadratic discriminant functions when the difference between two covariance matrices is small
by T. Nakagawa and H. Wakaki

1608 
A Modified Likelihood Ratio Test for a Mean Vector with Monotone Missing Data
by A. Yagi, T. Seo and M. Srivastava

1609 
HighDimensional Asymptotic Distributions of Characteristic Roots in Multivariate Linear Models and Canonical Correlation Analysis
by Y. Fujikoshi

1610 
Asymptotic nonnull distributions of test statistics for redundancy in the highdimensional canonical correlation analysis
by R. Oda, H. Yanagihara and Y. Fujikoshi

1611 
EPMC Estimation in Discriminant Analysis when the Dimension and Sample Sizes are Large
by T. Tonda, T. Nakagawa and H. Wakaki

1612 
Consistent information criterion in normal multivariate linear regression models even under highdimensionality.
by H. Yanagihara and H. Shimodaira

1613 
Akaike Information Criterion for ANOVA Model with a Simple Order Restriction
by Y. Inatsu

1614 
Model Selection Criteria for ANOVA Model with a Tree Order Restriction
by Y. Inatsu

1615 
Bartlett correction to the likelihood ratio test for MCAR with twostep monotone sample
by N. Shutoh, T. Nishiyama and M. Hyodo

1616 
Multigroup profile analysis for highdimensional elliptical populations
by M.Hyodo

1617 
Modified Likelihood Ratio Tests in a Oneway MANOVA with Monotone Missing Data
by A. Yagi, T. Seo and M. Srivastava

2015 >> 
1501 
Testing equality of two mean vectors with unequal sample sizes for populations with correlation.
by A. Shinozaki, N. Okamoto and T. Seo

1502 
HighDimensional Consistency of Estimation Criteria for the Rank in Multivariate Linear Model
by Y. Fujikoshi and T. Sakurai

1503 
Likelihood ratio test statistic for block compound symmetry covariance structure and its asymptotic expansion.
by M. Mitsui, K. Koizumi and T.Seo

1504 
Cutoff point of linear discriminant rule for large dimension.
by T. Yamada, T. Himeno and T. Sakurai

1505 
Approximate interval estimation for EPMC for improved linear discriminant rule under high dimensional frame work.
by M. Hyodo, T. Mitani, T. Himeno and T. Seo

1506 
Estimation of misclassification probability for a distancebased classifier in highdimensional data.
by Y. Yamada, M. Hyodo and T. Seo

1507 
Tests for Normal Mean Vectors with Monotone Incomplete Data
by A. Yagi and T. Seo

1508 
Consistency of loglikelihoodbased information criteria for selecting variables in highdimensional canonical correlation analysis under nonnormality
by K. Fukui

1509 
Estimation of misclassification probability for multiclass classification based on the Euclidean distance in highdimensional data.
by M. Hyodo, Y. Yamada and H. Furukawa

1510 
Information CriterionBased Nonhierarchical Clustering.
by I. Nagai, K. Takahashi and H. Yanagihara

1511 
Some Properties of Estimation Criteria for Dimensionality in Principal Component Analysis
by Y. Fujikoshiand T. Sakurai

1512 
A likelihood ratio test for subvector of mean vector with twostep monotone missing data
by T. Kawasaki and T. Seo

1513 
HighDimensional Consistency of AIC and BIC for Estimating the Number of Signicant Components in Principal Component Analysis
by Z. Bai, Y. Fujikoshi and K. P. Choi

1514 
Asymptotic expansions of the null distribution of the LR test statistic for randomeffects covariance structure in a parallel profile model.
by Y.Inatsu and H.Wakaki

1515 
Limiting Behavior of Eigenvalues in HighDimensional MANOVA via RMT
by Z. Bai, K.P.Choi and Y.Fujikoshi

2014 >> 
1401 
Screening and Selection Methods in HighDimensional Linear Regression Model
by S. Imori, S. Katayama and H. Wakaki

1402 
HighDimensional Properties of AIC and Cp for Estimation of Dimensionality in Multivariate Models
by Y. Fujikoshi

1403 
Bias Correction for T2 Type Statistic with Twostep Monotone Missing Data
by T. Kawasaki and T. Seo

1404 
Testing equality of mean vectors based on threestep monotone missing data
by A. Yagi and T. Seo

1405 
Consistency properties of AIC, BIC, Cp and their modifications in the growth curve model under a large(q; n) framework
by R. Enomoto, T. Sakurai and Y. Fujikoshi

1406 
Illustration of the Varying Coefficient Model for Analyses the Tree Growth from the Age and Space Perspectives.
by M. Yamamura, K. Fukui and H. Yanagihara

1407 
Comparison with RSSBased Model Selection Criteria for Selecting Growth Functions.
by K. Fukui, M. Yamamura and H. Yanagihara

1408 
Simultaneous testing of the mean vector and the covariance matrix with twostep monotone missing data
by M. Hosoya and T. Seo

1409 
Tests for Two Mean Vectors and Simultaneous Confidence Intervals for Multiple Comparisons with Threestep Monotone Missing Data
by A. Yagi and T. Seo

1410 
HighDimensional Asymptotic Behaviors of Differences between the LogDeterminants of TwoWishart Matrices
by H. Yanagihara, Y. Hashiyama and Y. Fujikoshi

2013 >> 
1301 
On Properties of QIC in Generalized Estimating Equations
by S. Imori

1302 
Testing linear hypotheses of mean vectors for highdimension data with unequal covariance matrices
by T. Nishiyama, M. Hyodo, T. Seo and T. Pavlenko

1303 
Measures of multivariate skewness and kurtosis in highdimensional framework
by T. SUMIKAWA, K. KOIZUMI, T. SEO

1304 
Optimization using CrossValidation for Penalized Nonlinear Canonical
Correlation Analysis
by I. Nagai

1305 
Estimation of the large covariance matrix with twostep monotone missing data
by M. Hyodo, N. Shutoh, T. Seo, and T. Pavlenko

1306 
Testing the blockdiagonal covariance structure for highdimensional data
by M. Hyodo, N. Shutoh, T. Nishiyama, and T. Pavlenko

1307 
Explicit solution to the minimization problem of generalized crossvalidation criterion for selecting ridge parameters in generalized ridge regression
by H. Yanagihara

1308 
A Study on the BiasCorrection Effect of the AIC for Selecting Variables in Normal Multivariate Linear Regression Models under Model Misspecification
by H. Yanagihara, K. Kamo, S. Imori & M. Yamamura

1309 
Predictive Model Selection Criterion in Generalized Linear Models
by S. Imori, K. Satoh and K. Kamo

1310 
Model selection criterion based on the prediction mean squared error in generalized estimating equations
by Y. Inatsu and S. Imori

1311 
Conditions for Consistency of a LogLikelihoodBased Information Criterion in Normal Multivariate Linear Regression Models under the Violation of Normality Assumption
by H. Yanagihara

1312 
Consistency of AIC and its modication in the growth curve model under a large(q; n) framework
by R. Enomoto, T. Sakurai and Y. Fujikoshi

1313 
Testing homogeneity of mean vectors under heteroscedasticity in highdimension
by T. Yamada and T. Himeno

1314 
A Test for Mean Vector and Simultaneous Condence Intervals with Threestep Monotone Missing Data
by A. Yagi and T. Seo

2012 >> 
1201 
Multiple comparisons among mean vectors when the dimension is larger than the total sample size
by M. Hyodo, S. Takahashi and T. Nishiyama

1202 
On the distribution of test statistic using Song's kurtosis
by R. Enomoto, N. Okamoto and T. Seo

1203 
Biascorrected aic for selecting variables in multinomial logistic regression models
by H. Yanagihara, K. Kamo, S. Imori and K. Satoh

1204 
Selection of Model Selection Criteria for Multivariate Ridge Regression
by I. Nagai

1205 
General Formula of BiasCorrected AIC in Generalized Linear Models with Unknown Scale Parameter
by S. Imori

1206 
Asymptotic distribution of the likelihood ratio test statistic for equality of two covariance matrices with twostep monotone missing data
by Y. Fukumoto, N. Shutoh and T. Seo

1207 
Asymptotic expansion for the distribution of Wald's classification statistic with twostep monotone missing data
by K. Kurihara, R. Enomoto and N. Shutoh

1208 
A Consistency Property of the AIC for Multivariate Linear Models
When the Dimension and the Sample Size are Large
by H. Yanagihara, H. Wakaki and Y. Fujikoshi

1209 
Principal Components Regression by using Generalized Principal Components Analysis
by M. Fujiwara, T. Minamidani, I. Nagai and H. Wakaki

1210 
Jackknife Bias Correction of the AIC for Selecting Variables in Canonical Correlation Analysis under Model Misspecification
by Y. Hashiyama, H. Yanagihara and Y. Fujikoshi

1211 
Estimations for some functions of covariance matrix in high dimension under nonnormality
by T. Himeno and T. Yamada

1212 
Profile analysis in highdimensional data
by N. Shutoh and S. Takahashi

1213 
HighDimensional AICs for Selection of Redundancy Models in Discriminant Analysis
by T. Sakurai, T. Nakada and Y. Fujikoshi

1214 
Highdimensional AIC and consistency properties of several criteria in multivariate linear regression
by by Y. Fujikoshi, T. Sakurai and H. Yanagihara

1215 
Choosing the Number of Repetitions in the Multiple Plugin Optimization Method for the Ridge Parameters in Multivariate Generalized Ridge Regression
by I. Nagai, K. Fukui and H. Yanagihara

1216 
HighDimensional AIC in the Growth Curve Model
by Y. Fujikoshi, R. Enomoto and T. Sakurai

1217 
Test for assessing multivariate normality which is available for highdimensional data
by T. Yamada and T. Himeno

1218 
Multiple comparison procedures for highdimensional data and their robustness under nonnormality
by S. Takahashi, M. Hyodo, T. Nishiyama and T. Pavlenko

1219 
A Two Sample Test for Mean Vectors with Unequal Covariance Matrices
by T. Kawasaki and T. Seo

1220 
Computable error bounds for high{dimensional approximations of LR test for additional information in canonical correlation analysis
by H. Wakaki and Y. Fujikoshi

2011 >> 
1101 
Testing independence by stepwise multiple comparison procedure
by S. Takahashi, T. Nishiyama and T. Seo

1102 
Normal Approximation to Multivariate Sample Measures of Kurtosis
by A. Hara and T. Seo

1103 
A New Multivariate Kurtosis and Its Asymptotic Distribution
by C. Miyagawa and T. Seo

1104 
Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method
by A. Kamada

1105 
Modified Cp Criterion for Optimizing Ridge and Smooth Parameters in
the MGR Estimator for the Nonparametric GMANOVA model
by I. Nagai

1106 
General formula of biascorrected AIC in gereralized linear models.
by S. Imori, H. Yanagihara and H. Wakaki

1107 
Pairwise comparisons among components of mean vector in elliptical distributions
by S. Takahashi, T. Nishiyama and T. Seo

1108 
An asymptotic approximation for EPMC in linear discriminant analysis based on threestep monotone missing data
by K. Kurihara, N. Shutoh and T. Seo

2010 >> 
1001 
Asymptotic expansion of the distribution of the studentized linear
discriminant function with 2Step monotone missing data
by N. Shutoh and T. Seo 
1002 
Asymptotics and bootstrap inference for panel quantile regression
models with fixed effects by K. Kato, A. F. Galvao,
Jr. and G. V. MontesRojas 
1003 
Optimization of Ridge Parameters in Multivariate Generalized
Ridge Regression by Plugin Methods by I. Nagai,
H. Yanagihara and K. Satoh 
1004 
Asymptotic expansions relating to discrimination based on 2step
monotone missing samples by N. Shutoh

1005 
Asymptotic expansions for a class of tests for a
general covariance structure under a local alternative
by H. Shimizu and H. Wakaki

1006 
Approximation to the upper percentiles of the statistic for
pairwise comparison among components of mean vector in
elliptical distributions
by S. Takahashi, T. Nishiyama and T. Seo

1007 
On the distribution of test statistic using Srivastava's skewness and kurtosis
by R. Enomoto, N. Okamoto and T. Seo

1008 
Tests for mean vector and simultaneous confidence intervals with twostep monotone missing data
by N. Seko, A. Yamazaki and T. Seo

1009 
Constrained sample discrimination with the Studentized linear discriminant function based on monotone missing training data
by N. Shutoh

1010 
On the conservative multivariate multiple comparison
procedure of correlated mean vectors with a control
by T. Nishiyama

2009
>> 
0901 
Expected
probabilities of misclassification
in linear discriminant analysis based on 2Step monotone missing samples
by N. Shutoh, M. Hyodo and T. Seo 
0902 
Asymptotic
normality of Powell's kernel estimator
by K. Kato 
0903 
Weighted
NadarayaWatson estimation of conditional
expected shortfall
by K. Kato 
0904 
Biascorrected AIC for selecting variables in
Poisson regression models
by K. Kamo, H. Yanagihara and K. Satoh 
0905 
Estimation of
the innovation density in nonlinear autoregressive models with applications
by K. Kato 
0906 
Improvement of the Quality of the Chisquare Approximation
for the ADF Test on a Covariance Matrix with a Linear Structure
by C. Matsumoto, H. Yanagihara and H. Wakaki 
0907 
A Derivativefree Multivariate Function Maximization
Algorithm and Its Application to Maximum Likelihood
by T. Akita, S. Izumi and M. Ohtaki 
0908 
A Noniterative Optimization for Smoothness
in Penalized Spline Regression
by H. Yanagihara 
2008 >> 
0801 
On the
Distribution of Multivariate Sample Skewness for Assessing
Multivariate
Normality
by N. Okamoto and T. Seo 
0802 
Testing
equality of two mean vectors and simultaneous confidence
intervals
in repeated measures with missing data
by K. Koizumi and T. Seo 
0803 
Iterative
Bias Correction of the CrossValidation Criterion
by H. Yanagihara and H. Fujisawa 
0804 
An
Unbiased Cp Criterion for Multivariate Ridge Regression
by H. Yanagihara and K. Satoh 
0805 
Edgeworth Expansions of
Functions of the Sample Covariance Matrix with an Unknown Population
by H. Yanagihara and K. H. Yuan 
0806 
Asymptotic expansions of
test statistics for dimensionality and additional information in
canonical correlation analysis when the dimension is large
by T. Sakurai 
0807 
Simultaneous confidence
intervals among k mean vectors in repeated measures with missing
data by K. Koizumi and T. Seo 
0808 
Estimation of varying
coefficients for a growth curve model by K. Satoh and
H. Yanagihara 
0809 
On approximation of
goodnessoffit statistics for discrete three dimensional
data by Zh. A. Assylbekov, V. V. Ulyanov and
V. N. Zubov 
0810 
Chisquared approximation
for the power divergence family of statistics by
V. N. Zubov and V. V. Ulyanov 
0811 
Numerical Studies on
Convergence of Multinomial Goodnessoffit Statistics to Chisquare
Distribution by Zh. Assylbekov 
0812 
A nonparametric method of
multistep ahead forecasting in diffusion processes by
M. Yamamura and I. Shoji 
0813 
Variable Selection in
Multivariate Linear Regression Models with Fewer Observations than
the Dimension by M. Yamamura, H. Yanagihara and
M. Srivastava 
0814 
On JarqueBera tests for
assessing multivariate normality by K. Koizumi, N. Okamoto
and T. Seo 
2007 >> 
0701 
A Class of
Model Selection Criteria Based on CrossValidation Method
by H. Yanagihara, K. H. Yuan, H. Fujisawa and K. Hayashi 
0702 
Ordering
Municipalities by Medical Cost Efficiency Under the Japanese
National Health Insurance System using the Stochastic Cost
Frontier Model by M. Yamamura and H. Yanagihara 
0703 
An error
bound for highdimensional Edgeworth expansion of Wilks' Lambda
distribution by H. Wakaki 
0704 
Error
bounds for highdimensional Edgeworth expansions for some tests on
covariance matrices by H. Wakaki 
0705 
A Discriminant Condition
for the Test of Greatest Power in the MANOVA Model When the
Dimension is Large Compared to the Sample Size by
T. Himeno 
0706 
The statistic of greatest
power in a class of test statistics for testing equality of means
of two groups without assuming equal covariance matrices
by T. Himeno 
0707 
GLS Discrepancy Based
Information Criteria for Selecting Covariance Structure
Models by H. Yanagihara, T. Himeno and K. H. Yuan 
0708 
Analysis of Grouped Growth
Patterns in EvenAged Sugi Forest Stand within the Framework of
Mixture Model by H. Yanagihara, Y. Ninomiya and
A. Yoshimoto 
2006 >> 
0601 
SecondOrder BiasCorrected AIC in Multivariate
Normal Linear Models under Nonnormality by H. Yanagihara,
K. Kamo and T. Tonda. 
0602 
A mathematical estimation of cancer incidence using data from populationbased
cancer registries
by K. Kamo, S. Kaneko, K. Satoh, H. Yanagihara, S. Mizuno and T. Sobue.

0603 
Conditions for Robustness to Nonnormality of Test Statistics in a GMANOVA
Model.
by H. Yanagihara. 
0604 
On the Distribution of Kurtosis Test for Multivariate Normality
by T. Seo and M. Ariga 
0605 
Computable Error Bounds for Approximations of Transformed ChiSquared Variables
and Its Statistical Applications.
by V. V. Ulyanov, G. Christoph and Y. Fujikoshi 
0606 
A Class of Population Covariance Matrices for Monte Carlo Simulation
by K. H. Yuan, K. Hayashi and H. Yanagihara 
0607 
The multivariate tukeykramer multiple comparison procedure among four
correlated mean vectors
by T. Seo and T. Nishiyama 
2005 >> 
0501 
Bias Correction of CrossValidation Criterion Based on KullbackLeibler
Information under a General Condition.
by H. Yanagihara, T. Tonda and C. Matsumoto. 
0502 
Nonparametric Kernel Regression for Multidimensional Data
by H. Okumura and K. Naito. 
0503 
Multivariate Analysis of Variance with fewer observations than the dimension
by M. S. Srivastava and Y. Fujikoshi. 
0504 
On the conservative multivariate TukeyKramer type procedures for multiple
comparisons among mean vectors
by T. Seo and T. Nishiyama. 
0505 
On simultaneous confidence intervals for all contrasts in the means of
the intraclass correlation model with missing data
by T. Seo, J. Kikuchi and K. Koizumi. 
0506 
Prediction Error Criterion for Selecting of Variables in Regression Model
by Y. Fujikoshi, T. Kan and S. Takahashi. 
