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2021 >> |
21-01 |
Optimizations for Categorizations of Explanatory Variables in Linear Regression via Generalized Fused Lasso
by M. Ohishi, K. Okamura, Y. Itoh and H. Yanagihara
|
21-02 |
Coordinate Descent Algorithm for Generalized Group Fused Lasso
by M. Ohishi, K. Okamura, Y. Itoh and H. Yanagihara
|
21-03 |
High-dimensional Multiple Comparison Procedures among Mean Vectors under Covariance Heterogeneity
by M. Hyodo, T. Nishiyama, H. Hayashi
|
2020 >> |
20-01 |
NON-ASYMPTOTIC ANALYSIS OF APPROXIMATIONS FOR LAWLEY-HOTELLING AND BARTLETT-NANDA-PILLAI STATISTICS IN HIGH-DIMENSIONAL SETTINGS
by A. A. Lipatiev and V. V. Ulyanov
|
20-02 |
Asymptotic optimality of Cp-type criteria in high-dimensional multivariate linear regression models
by S. Imori
|
20-03 |
High-dimensionality-adjusted Asymptotically Loss and Mean Efficient GCp Criterion for Normal Multivariate Linear Regression Models
by H. Yanagihara
|
20-04 |
Modified Likelihood Ratio Test for Simultaneous Testing of Mean Vectors and Covariance Matrices with Missing Data
by R. Nomura, A. Yagi and T. Seo
|
20-05 |
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
|
20-06 |
Contributions to Multivariate Analysis due to C. R. Rao and Associated Developments
by Y. Fujikoshi
|
20-07 |
Ridge Parameters Optimization based on Minimizing Model Selection Criterion in Multivariate Generalized Ridge Regression
by M. Ohishi
|
20-08 |
A Consistent Likelihood-Based Variable Selection Method in Normal Multivariate Linear Regression
by R. Oda and H. Yanagihara
|
20-09 |
AIC for Growth Curve Model with Monotone Missing Data
by A. Yagi, T. Seo and Y. Fujikoshi
|
2019 >> |
19-01 |
A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
by R. Oda and H. Yanagihara
|
19-02 |
Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis
by R. Oda, H. Yanagihara and Y. Fujikoshi
|
19-03 |
Growth Curve Model with Bilinear Random Coefficients
by S. Imori, D. von Rosen and R. Oda
|
19-04 |
A consistent variable selection method in high-dimensional canonical discriminant analysis
by R. Oda, Y. Suzuki, H. Yanagihara and Y. Fujikoshi
|
19-05 |
Equivalence between Adaptive-Lasso and Generalized Ridge Estimators in Linear Regression with Orthogonal Explanatory Variables after Optimizing Regularization Parameters
by M. Ohishi, H. Yanagihara and S. Kawano
|
19-06 |
Computable Error Bounds for Asymptotic Approximations of the Quadratic Discriminant Function
by Y. Fujikoshi
|
19-07 |
Estimation for Spatial Effects by Using the Fused Lasso
by M. Ohishi, K. Fukui, K. Okamura, Y. Itoh and H. Yanagihara
|
19-08 |
Maximum Likelihood Estimators in Growth Curve Model with Monotone Missing Data
by A. Yagi, T. Seo and Y. Fujikoshi
|
2018 >> |
18-01 |
Constrained linear discriminant rule for 2-groups via the Studentized classification statistic W for large dimension
by T. Yamada
|
18-02 |
Moment matching priors for non-regular models
by S. Hashimoto
|
18-03 |
T^2 Type Test Statistic and Simultaneous Confidence Intervals for Sub-mean Vectors in k-sample Problem
by T. Naito, T. Kawasaki and T. Seo
|
18-04 |
Consistency of Test-based Criterion for Selection of Variables in High-dimensional Two Group-Discriminant Analysis.
by Y. Fujikoshi and T. Sakurai
|
18-05 |
Consistency of Distance-based Criterion for Selection of Variables in High-dimensional Two-Group Discriminant Analysis.
by T. Sakurai and Y. Fujikoshi
|
18-06 |
A Review of Discriminant Analysis by Regression Approach
by Y. Fujikoshi and T. Kan
|
18-07 |
Testing Equality of Two Mean Vectors with Monotone Missing Data
by A. Yagi, T. Seo and Z. Hanusz
|
18-08 |
Testing independence in high-dimensional data:ρV -coefficient based approach
by M. Hyodo, T. Nishiyama and T. Pavlenko
|
18-09 |
Strong Consistency of the AIC, BIC, Cp and KOO Methods in High-Dimensional Multivariate Linear Regression
by Z. Bai, Y. Fujikoshi and J. Hu
|
18-10 |
A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
by R. Oda , Y. Mima, H. Yanagihara and Y. Fujikoshi
|
2017 >> |
17-01 |
Reference priors via α-divergence for a certain non-regular multi-parametric model
by S. Hashimoto
|
17-02 |
Asymptotic Expansions for Scale Mixtures of F-Distribution and Their Error Bounds
by Y. Fujikoshi and R. Shimizu
|
17-03 |
Estimation of covariance matrix via shrinkage Cholesky factor
by N. Chanohara, T. Nakagawa and H. Wakaki
|
17-04 |
Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension
by T. Yamada
|
17-05 |
Robust Bayesian inference via γ-divergence
by T. Nakagawa and S. Hashimoto
|
17-06 |
Simultaneous testing of the mean vector and the covariance matrix for high-dimensional data
by M. Hyodo and T. Nishiyama
|
17-07 |
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
|
17-08 |
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
|
17-09 |
Improved Simplified T^2 Test Statistics for Mean Vector with Monotone Missing Data
by A. Yagi, T. Seo and Z. Hanusz
|
17-10 |
Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
by T. Yamada and T. Himeno
|
17-11 |
High-Dimensional Asymptotic Distributions of Simplified MLEs in Growth Curve Model with an Autoregressive Covariance Structure
by T. Sakurai, R.Enomoto and Y. Fujikoshi
|
17-12 |
High-dimensional asymptotic results for EPMCs of W- and Z- rules
by T. Yamada, T. Sakurai and Y. Fujikoshi
|
17-13 |
High-Dimensional Properties of Information Criteria and Their Efficient Criteria for Multivariate Linear Regression Models with Covariance Structures
by T. Sakurai and Y. Fujikoshi
|
17-14 |
Robust estimation of skew-normal distribution with location and scale parameters via log-regularly varying functions
by S. Hashimoto
|
17-15 |
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 >> |
16-01 |
On the Likelihood Ratio Test for the Equality of Multivariate Normal Populations with Two-step Monotone Missing Data
by M. Hosoya and T. Seo
|
16-02 |
Simultaneous Testing of Mean Vectors and Covariance Matrices with Monotone Missing Data
by A. Yagi, R. Yamaguchi and T. Seo
|
16-03 |
Non-Asymptotic Results for Cornish-Fisher Expansions
by V.V. Ulyanov, M. Aoshima and Y. Fujikoshi
|
16-04 |
Testing Block-Diagonal Covariance Structure for High-Dimensional Data Under Non-normality
by Y. Yamada, M. Hyodo and T. Nishiyama
|
16-05 |
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
|
16-06 |
Likelihood Ratio Tests in Multivariate Linear Model
by Y. Fujikoshi
|
16-07 |
Selection of the linear and the quadratic discriminant functions when the difference between two covariance matrices is small
by T. Nakagawa and H. Wakaki
|
16-08 |
A Modified Likelihood Ratio Test for a Mean Vector with Monotone Missing Data
by A. Yagi, T. Seo and M. Srivastava
|
16-09 |
High-Dimensional Asymptotic Distributions of Characteristic Roots in Multivariate Linear Models and Canonical Correlation Analysis
by Y. Fujikoshi
|
16-10 |
Asymptotic non-null distributions of test statistics for redundancy in the high-dimensional canonical correlation analysis
by R. Oda, H. Yanagihara and Y. Fujikoshi
|
16-11 |
EPMC Estimation in Discriminant Analysis when the Dimension and Sample Sizes are Large
by T. Tonda, T. Nakagawa and H. Wakaki
|
16-12 |
Consistent information criterion in normal multivariate linear regression models even under high-dimensionality.
by H. Yanagihara and H. Shimodaira
|
16-13 |
Akaike Information Criterion for ANOVA Model with a Simple Order Restriction
by Y. Inatsu
|
16-14 |
Model Selection Criteria for ANOVA Model with a Tree Order Restriction
by Y. Inatsu
|
16-15 |
Bartlett correction to the likelihood ratio test for MCAR with two-step monotone sample
by N. Shutoh, T. Nishiyama and M. Hyodo
|
16-16 |
Multi-group profile analysis for high-dimensional elliptical populations
by M.Hyodo
|
16-17 |
Modified Likelihood Ratio Tests in a One-way MANOVA with Monotone Missing Data
by A. Yagi, T. Seo and M. Srivastava
|
2015 >> |
15-01 |
Testing equality of two mean vectors with unequal sample sizes for populations with correlation.
by A. Shinozaki, N. Okamoto and T. Seo
|
15-02 |
High-Dimensional Consistency of Estimation Criteria for the Rank in Multivariate Linear Model
by Y. Fujikoshi and T. Sakurai
|
15-03 |
Likelihood ratio test statistic for block compound symmetry covariance structure and its asymptotic expansion.
by M. Mitsui, K. Koizumi and T.Seo
|
15-04 |
Cut-off point of linear discriminant rule for large dimension.
by T. Yamada, T. Himeno and T. Sakurai
|
15-05 |
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
|
15-06 |
Estimation of misclassification probability for a distance-based classifier in high-dimensional data.
by Y. Yamada, M. Hyodo and T. Seo
|
15-07 |
Tests for Normal Mean Vectors with Monotone Incomplete Data
by A. Yagi and T. Seo
|
15-08 |
Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality
by K. Fukui
|
15-09 |
Estimation of misclassification probability for multi-class classification based on the Euclidean distance in high-dimensional data.
by M. Hyodo, Y. Yamada and H. Furukawa
|
15-10 |
Information Criterion-Based Nonhierarchical Clustering.
by I. Nagai, K. Takahashi and H. Yanagihara
|
15-11 |
Some Properties of Estimation Criteria for Dimensionality in Principal Component Analysis
by Y. Fujikoshiand T. Sakurai
|
15-12 |
A likelihood ratio test for subvector of mean vector with two-step monotone missing data
by T. Kawasaki and T. Seo
|
15-13 |
High-Dimensional 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
|
15-14 |
Asymptotic expansions of the null distribution of the LR test statistic for random-effects covariance structure in a parallel profile model.
by Y.Inatsu and H.Wakaki
|
15-15 |
Limiting Behavior of Eigenvalues in High-Dimensional MANOVA via RMT
by Z. Bai, K.P.Choi and Y.Fujikoshi
|
2014 >> |
14-01 |
Screening and Selection Methods in High-Dimensional Linear Regression Model
by S. Imori, S. Katayama and H. Wakaki
|
14-02 |
High-Dimensional Properties of AIC and Cp for Estimation of Dimensionality in Multivariate Models
by Y. Fujikoshi
|
14-03 |
Bias Correction for T2 Type Statistic with Two-step Monotone Missing Data
by T. Kawasaki and T. Seo
|
14-04 |
Testing equality of mean vectors based on three-step monotone missing data
by A. Yagi and T. Seo
|
14-05 |
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
|
14-06 |
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
|
14-07 |
Comparison with RSS-Based Model Selection Criteria for Selecting Growth Functions.
by K. Fukui, M. Yamamura and H. Yanagihara
|
14-08 |
Simultaneous testing of the mean vector and the covariance matrix with two-step monotone missing data
by M. Hosoya and T. Seo
|
14-09 |
Tests for Two Mean Vectors and Simultaneous Confidence Intervals for Multiple Comparisons with Three-step Monotone Missing Data
by A. Yagi and T. Seo
|
14-10 |
High-Dimensional Asymptotic Behaviors of Differences between the Log-Determinants of TwoWishart Matrices
by H. Yanagihara, Y. Hashiyama and Y. Fujikoshi
|
2013 >> |
13-01 |
On Properties of QIC in Generalized Estimating Equations
by S. Imori
|
13-02 |
Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
by T. Nishiyama, M. Hyodo, T. Seo and T. Pavlenko
|
13-03 |
Measures of multivariate skewness and kurtosis in high-dimensional framework
by T. SUMIKAWA, K. KOIZUMI, T. SEO
|
13-04 |
Optimization using Cross-Validation for Penalized Nonlinear Canonical
Correlation Analysis
by I. Nagai
|
13-05 |
Estimation of the large covariance matrix with two-step monotone missing data
by M. Hyodo, N. Shutoh, T. Seo, and T. Pavlenko
|
13-06 |
Testing the block-diagonal covariance structure for high-dimensional data
by M. Hyodo, N. Shutoh, T. Nishiyama, and T. Pavlenko
|
13-07 |
Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
by H. Yanagihara
|
13-08 |
A Study on the Bias-Correction 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
|
13-09 |
Predictive Model Selection Criterion in Generalized Linear Models
by S. Imori, K. Satoh and K. Kamo
|
13-10 |
Model selection criterion based on the prediction mean squared error in generalized estimating equations
by Y. Inatsu and S. Imori
|
13-11 |
Conditions for Consistency of a Log-Likelihood-Based Information Criterion in Normal Multivariate Linear Regression Models under the Violation of Normality Assumption
by H. Yanagihara
|
13-12 |
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
|
13-13 |
Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
by T. Yamada and T. Himeno
|
13-14 |
A Test for Mean Vector and Simultaneous Condence Intervals with Three-step Monotone Missing Data
by A. Yagi and T. Seo
|
2012 >> |
12-01 |
Multiple comparisons among mean vectors when the dimension is larger than the total sample size
by M. Hyodo, S. Takahashi and T. Nishiyama
|
12-02 |
On the distribution of test statistic using Song's kurtosis
by R. Enomoto, N. Okamoto and T. Seo
|
12-03 |
Bias-corrected aic for selecting variables in multinomial logistic regression models
by H. Yanagihara, K. Kamo, S. Imori and K. Satoh
|
12-04 |
Selection of Model Selection Criteria for Multivariate Ridge Regression
by I. Nagai
|
12-05 |
General Formula of Bias-Corrected AIC in Generalized Linear Models with Unknown Scale Parameter
by S. Imori
|
12-06 |
Asymptotic distribution of the likelihood ratio test statistic for equality of two covariance matrices with two-step monotone missing data
by Y. Fukumoto, N. Shutoh and T. Seo
|
12-07 |
Asymptotic expansion for the distribution of Wald's classification statistic with two-step monotone missing data
by K. Kurihara, R. Enomoto and N. Shutoh
|
12-08 |
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
|
12-09 |
Principal Components Regression by using Generalized Principal Components Analysis
by M. Fujiwara, T. Minamidani, I. Nagai and H. Wakaki
|
12-10 |
Jackknife Bias Correction of the AIC for Selecting Variables in Canonical Correlation Analysis under Model Misspecification
by Y. Hashiyama, H. Yanagihara and Y. Fujikoshi
|
12-11 |
Estimations for some functions of covariance matrix in high dimension under non-normality
by T. Himeno and T. Yamada
|
12-12 |
Profile analysis in high-dimensional data
by N. Shutoh and S. Takahashi
|
12-13 |
High-Dimensional AICs for Selection of Redundancy Models in Discriminant Analysis
by T. Sakurai, T. Nakada and Y. Fujikoshi
|
12-14 |
High-dimensional AIC and consistency properties of several criteria in multivariate linear regression
by by Y. Fujikoshi, T. Sakurai and H. Yanagihara
|
12-15 |
Choosing the Number of Repetitions in the Multiple Plug-in Optimization Method for the Ridge Parameters in Multivariate Generalized Ridge Regression
by I. Nagai, K. Fukui and H. Yanagihara
|
12-16 |
High-Dimensional AIC in the Growth Curve Model
by Y. Fujikoshi, R. Enomoto and T. Sakurai
|
12-17 |
Test for assessing multivariate normality which is available for high-dimensional data
by T. Yamada and T. Himeno
|
12-18 |
Multiple comparison procedures for high-dimensional data and their robustness under non-normality
by S. Takahashi, M. Hyodo, T. Nishiyama and T. Pavlenko
|
12-19 |
A Two Sample Test for Mean Vectors with Unequal Covariance Matrices
by T. Kawasaki and T. Seo
|
12-20 |
Computable error bounds for high{dimensional approximations of LR test for additional information in canonical correlation analysis
by H. Wakaki and Y. Fujikoshi
|
2011 >> |
11-01 |
Testing independence by step-wise multiple comparison procedure
by S. Takahashi, T. Nishiyama and T. Seo
|
11-02 |
Normal Approximation to Multivariate Sample Measures of Kurtosis
by A. Hara and T. Seo
|
11-03 |
A New Multivariate Kurtosis and Its Asymptotic Distribution
by C. Miyagawa and T. Seo
|
11-04 |
Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method
by A. Kamada
|
11-05 |
Modified Cp Criterion for Optimizing Ridge and Smooth Parameters in
the MGR Estimator for the Nonparametric GMANOVA model
by I. Nagai
|
11-06 |
General formula of bias-corrected AIC in gereralized linear models.
by S. Imori, H. Yanagihara and H. Wakaki
|
11-07 |
Pairwise comparisons among components of mean vector in elliptical distributions
by S. Takahashi, T. Nishiyama and T. Seo
|
11-08 |
An asymptotic approximation for EPMC in linear discriminant analysis based on three-step monotone missing data
by K. Kurihara, N. Shutoh and T. Seo
|
2010 >> |
10-01 |
Asymptotic expansion of the distribution of the studentized linear
discriminant function with 2-Step monotone missing data
by N. Shutoh and T. Seo |
10-02 |
Asymptotics and bootstrap inference for panel quantile regression
models with fixed effects by K. Kato, A. F. Galvao,
Jr. and G. V. Montes-Rojas |
10-03 |
Optimization of Ridge Parameters in Multivariate Generalized
Ridge Regression by Plug-in Methods by I. Nagai,
H. Yanagihara and K. Satoh |
10-04 |
Asymptotic expansions relating to discrimination based on 2-step
monotone missing samples by N. Shutoh
|
10-05 |
Asymptotic expansions for a class of tests for a
general covariance structure under a local alternative
by H. Shimizu and H. Wakaki
|
10-06 |
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
|
10-07 |
On the distribution of test statistic using Srivastava's skewness and kurtosis
by R. Enomoto, N. Okamoto and T. Seo
|
10-08 |
Tests for mean vector and simultaneous confidence intervals with two-step monotone missing data
by N. Seko, A. Yamazaki and T. Seo
|
10-09 |
Constrained sample discrimination with the Studentized linear discriminant function based on monotone missing training data
by N. Shutoh
|
10-10 |
On the conservative multivariate multiple comparison
procedure of correlated mean vectors with a control
by T. Nishiyama
|
2009
>> |
09-01 |
Expected
probabilities of misclassification
in linear discriminant analysis based on 2-Step monotone missing samples
by N. Shutoh, M. Hyodo and T. Seo |
09-02 |
Asymptotic
normality of Powell's kernel estimator
by K. Kato |
09-03 |
Weighted
Nadaraya-Watson estimation of conditional
expected shortfall
by K. Kato |
09-04 |
Bias-corrected AIC for selecting variables in
Poisson regression models
by K. Kamo, H. Yanagihara and K. Satoh |
09-05 |
Estimation of
the innovation density in nonlinear autoregressive models with applications
by K. Kato |
09-06 |
Improvement of the Quality of the Chi-square Approximation
for the ADF Test on a Covariance Matrix with a Linear Structure
by C. Matsumoto, H. Yanagihara and H. Wakaki |
09-07 |
A Derivative-free Multivariate Function Maximization
Algorithm and Its Application to Maximum Likelihood
by T. Akita, S. Izumi and M. Ohtaki |
09-08 |
A Non-iterative Optimization for Smoothness
in Penalized Spline Regression
by H. Yanagihara |
2008 >> |
08-01 |
On the
Distribution of Multivariate Sample Skewness for Assessing
Multivariate
Normality
by N. Okamoto and T. Seo |
08-02 |
Testing
equality of two mean vectors and simultaneous confidence
intervals
in repeated measures with missing data
by K. Koizumi and T. Seo |
08-03 |
Iterative
Bias Correction of the Cross-Validation Criterion
by H. Yanagihara and H. Fujisawa |
08-04 |
An
Unbiased Cp Criterion for Multivariate Ridge Regression
by H. Yanagihara and K. Satoh |
08-05 |
Edgeworth Expansions of
Functions of the Sample Covariance Matrix with an Unknown Population
by H. Yanagihara and K. H. Yuan |
08-06 |
Asymptotic expansions of
test statistics for dimensionality and additional information in
canonical correlation analysis when the dimension is large
by T. Sakurai |
08-07 |
Simultaneous confidence
intervals among k mean vectors in repeated measures with missing
data by K. Koizumi and T. Seo |
08-08 |
Estimation of varying
coefficients for a growth curve model by K. Satoh and
H. Yanagihara |
08-09 |
On approximation of
goodness-of-fit statistics for discrete three dimensional
data by Zh. A. Assylbekov, V. V. Ulyanov and
V. N. Zubov |
08-10 |
Chi-squared approximation
for the power divergence family of statistics by
V. N. Zubov and V. V. Ulyanov |
08-11 |
Numerical Studies on
Convergence of Multinomial Goodness-of-fit Statistics to Chisquare
Distribution by Zh. Assylbekov |
08-12 |
A nonparametric method of
multi-step ahead forecasting in diffusion processes by
M. Yamamura and I. Shoji |
08-13 |
Variable Selection in
Multivariate Linear Regression Models with Fewer Observations than
the Dimension by M. Yamamura, H. Yanagihara and
M. Srivastava |
08-14 |
On Jarque-Bera tests for
assessing multivariate normality by K. Koizumi, N. Okamoto
and T. Seo |
2007 >> |
07-01 |
A Class of
Model Selection Criteria Based on Cross-Validation Method
by H. Yanagihara, K. H. Yuan, H. Fujisawa and K. Hayashi |
07-02 |
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 |
07-03 |
An error
bound for high-dimensional Edgeworth expansion of Wilks' Lambda
distribution by H. Wakaki |
07-04 |
Error
bounds for high-dimensional Edgeworth expansions for some tests on
covariance matrices by H. Wakaki |
07-05 |
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 |
07-06 |
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 |
07-07 |
GLS Discrepancy Based
Information Criteria for Selecting Covariance Structure
Models by H. Yanagihara, T. Himeno and K. H. Yuan |
07-08 |
Analysis of Grouped Growth
Patterns in Even-Aged Sugi Forest Stand within the Framework of
Mixture Model by H. Yanagihara, Y. Ninomiya and
A. Yoshimoto |
2006 >> |
06-01 |
Second-Order Bias-Corrected AIC in Multivariate
Normal Linear Models under Nonnormality by H. Yanagihara,
K. Kamo and T. Tonda. |
06-02 |
A mathematical estimation of cancer incidence using data from population-based
cancer registries
by K. Kamo, S. Kaneko, K. Satoh, H. Yanagihara, S. Mizuno and T. Sobue.
|
06-03 |
Conditions for Robustness to Nonnormality of Test Statistics in a GMANOVA
Model.
by H. Yanagihara. |
06-04 |
On the Distribution of Kurtosis Test for Multivariate Normality
by T. Seo and M. Ariga |
06-05 |
Computable Error Bounds for Approximations of Transformed Chi-Squared Variables
and Its Statistical Applications.
by V. V. Ulyanov, G. Christoph and Y. Fujikoshi |
06-06 |
A Class of Population Covariance Matrices for Monte Carlo Simulation
by K. H. Yuan, K. Hayashi and H. Yanagihara |
06-07 |
The multivariate tukey-kramer multiple comparison procedure among four
correlated mean vectors
by T. Seo and T. Nishiyama |
2005 >> |
05-01 |
Bias Correction of Cross-Validation Criterion Based on Kullback-Leibler
Information under a General Condition.
by H. Yanagihara, T. Tonda and C. Matsumoto. |
05-02 |
Nonparametric Kernel Regression for Multidimensional Data
by H. Okumura and K. Naito. |
05-03 |
Multivariate Analysis of Variance with fewer observations than the dimension
by M. S. Srivastava and Y. Fujikoshi. |
05-04 |
On the conservative multivariate Tukey-Kramer type procedures for multiple
comparisons among mean vectors
by T. Seo and T. Nishiyama. |
05-05 |
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. |
05-06 |
Prediction Error Criterion for Selecting of Variables in Regression Model
by Y. Fujikoshi, T. Kan and S. Takahashi. |
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