Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2006.05.013
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+W1982964150
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+Q4769776
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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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+Asymptotic Theory for Principal Component Analysis
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+A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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+Some Non-Central Distribution Problems in Multivariate Analysis
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+A High Dimensional Two Sample Significance Test
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+A Significance Test for the Separation of Two Highly Multivariate Small Samples
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+Q5610137
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+Monotonicity of the power functions of some tests in general MANOVA models
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+The likelihood ratio tests for the dimensionality of regression coefficients
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+The block replacement model with inactivity periods and general cost structure
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+Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
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+Partial differential equations for hypergeometric functions <sub>3</sub>F<sub>2</sub> of matrix argument
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+Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
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+An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
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+Q4148678
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+Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
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+Asymptotic expansions for the distributions of the sample roots under nonnormality
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+Q3946981
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+A criterion for variable selection in multiple discriminant analysis
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+An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
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+Q3740063
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+Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
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+Comparison of powers of a class of tests for multivariate linear hypothesis and independence
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+Q3355098
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+Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator
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+Two-way ANOVA models with unbalanced data
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+Asymptotic expansions for the standardized and Studentized estimates in the growth curve model
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+Q4279805
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+A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
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+An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
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+Simultaneous confidexce intervals in an extended crow iii curve model
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+Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
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+Transformations with improved chi-squared approximations
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+Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
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+Q3580343
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+Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
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+Lower bounds for the distributions of certain multivariate test statistics
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+Growth curve model with hierarchical within-individuals design matrices
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+The growth curve model with an autoregressive covariance structure
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+A study of redundancy of some variables in covariate discriminant analysis
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+Q3798067
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+Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
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+Approximations for the quantiles of Student's \(t\) and \(F\) distributions and their error bounds
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+On the distribution of a statistic in multivariate inverse regression analysis
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+Selection of variables in a multivariate inverse regression problem
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+LR Tests for some Linear Hypotheses in an Extended Growth Curve Model
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+Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
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+Selection of covariables in the growth curve model
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+Estimation and model selection in an extended growth curve model
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+Modified AIC and Cp in multivariate linear regression
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+Asymptotic aproximations for EPMC’s of the linear and the quadratic discriminant functions when the sample sizes and the dimension are large
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+Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions
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+Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds
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+Error bounds for asymptotic expansions of Wilks' lambda distribution
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+\(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
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+Estimation of dimensionality in canonical correlation analysis
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+Tests for the mean direction of the Langevin distribution with large concentration parameter
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+LR tests for random-coefficient covariance structures in an extended growth curve model
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+Improvement on chi-squared approximation by monotone transformation
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+Q5667383
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+Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
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+An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
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+ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS
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+On the Limiting Distribution of Roots of a Determinantal Equation
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+Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
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+Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
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+The Distribution of the Latent Roots of the Covariance Matrix
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+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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+Higher order monotone Bartlett-type adjustment for some multivariate test statistics
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+Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
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+SIMULTANEOUS CONFIDENCE REGIONS IN AN EXTENDED GROWTH CURVE MODEL WITH<i>k</i>HIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES
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+An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions
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+On tests for selection of variables and independence under multivariate regression models
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+A note on a Manova model applied to problems in growth curve
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+Some Comments on C P
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+STABILITY OF MULTIDIMENSIONAL SCALING WITH AN ERROR MODEL
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+A generalized multivariate analysis of variance model useful especially for growth curve problems
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+TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
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+Q5644917
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+Variable selection for the growth curve model
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+The effects on the distributions of sample canonical correlations under nonnormality
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+Q4834444
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+A Generalized Tukey Conjecture for Multiple Comparisons Among Mean Vectors
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+On the distributions of the Hotelling's \(T^ 2\)-statistics
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+Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
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+Asymptotic approximations for the distributions of multinomial goodness- of-fit statistics
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+Multivariate analysis of variance with fewer observations than the dimension
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+Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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+Further analysis of the data by Akaike's information criterion and the finite corrections
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+Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
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+Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
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+Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
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+A class of tests for a general covariance structure
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+Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
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+Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
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+Bias correction of AIC in logistic regression models
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+Tests for random-effects covariance structures in the growth curve model with covariates
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+Q3142208
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