The following pages link to Hirokazu Yanagihara (Q222221):
Displaying 50 items.
- A class of cross-validatory model selection criteria (Q372591) (← links)
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928) (← links)
- Bias-corrected AIC for selecting variables in multinomial logistic regression models (Q414719) (← links)
- (Q622450) (redirect page) (← links)
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure (Q622451) (← links)
- A non-iterative optimization method for smoothness in penalized spline regression (Q746232) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition (Q855905) (← links)
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
- Bias correction of AIC in logistic regression models (Q1399263) (← links)
- Adjustment on an asymptotic expansion of the distribution function with \({\chi}^2\)-approximation (Q1409322) (← links)
- Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality (Q1612043) (← links)
- On distribution of AIC in linear regression models (Q1781523) (← links)
- Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model (Q1873107) (← links)
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models (Q1881417) (← links)
- Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality (Q1885293) (← links)
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods (Q1940034) (← links)
- Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression (Q1990478) (← links)
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification (Q2015078) (← links)
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis (Q2023829) (← links)
- Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters (Q2027229) (← links)
- Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering (Q2103275) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method (Q2258633) (← links)
- A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (Q2317348) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- Erratum to ``The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption'' (Q2482617) (← links)
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case (Q2493133) (← links)
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
- Conditions for Consistency of a Log-Likelihood-Based Information Criterion in Normal Multivariate Linear Regression Models under the Violation of the Normality Assumption (Q2811388) (← links)
- Bias-Corrected AIC for Selecting Variables in Poisson Regression Models (Q2839055) (← links)
- (Q2844130) (← links)
- Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
- (Q2976009) (← links)
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality (Q3019147) (← links)
- GLS Discrepancy Based Information Criteria for Selecting Covariance Structure Models (Q3062993) (← links)
- Estimation of Varying Coefficients for a Growth Curve Model (Q3118591) (← links)
- (Q3161552) (← links)
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (Q3520977) (← links)
- Knot-Placement to Avoid over Fitting in<i>B</i>-Spline Scedastic Smoothing (Q4416332) (← links)
- ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY (Q4500629) (← links)
- Asymptotic expansion of the null distribution of one-way anova test statistic for heteroscedastic case under nonnormal1ty (Q4541705) (← links)
- Bridging the Gap Between<i>B</i>-Spline and Polynomial Regression Model (Q4803408) (← links)
- (Q4981583) (← links)
- (Q5011487) (← links)
