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2017
2016 / 2015 / 2014 / 2013 / 2012 / 2011 / 2010 / 2009 / 2008 / 2007 / 2006 / 2005

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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
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 Signi cant 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 modi cation 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 Con dence 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.