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2012 / 2011 / 2010 / 2009 / 2008 / 2007 / 2006 / 2005

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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
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.