| Publication | Date of Publication | Type |
|---|
| Exact and approximate computation of critical values of the largest root test in high dimension | 2023-07-18 | Paper |
| Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression | 2022-09-28 | Paper |
| High-dimensional asymptotic results for EPMCs of W- and Z- rules | 2022-06-01 | Paper |
| A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration | 2022-05-23 | Paper |
| High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis | 2022-01-03 | Paper |
| Computable error bounds for asymptotic approximations of the quadratic discriminant function | 2021-07-23 | Paper |
| Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis | 2021-05-03 | Paper |
| Non-asymptotic analysis of approximations for multivariate statistics | 2020-08-17 | Paper |
| A consistent variable selection method in high-dimensional canonical discriminant analysis | 2020-02-05 | Paper |
| Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis | 2019-10-18 | Paper |
| Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis | 2019-09-23 | Paper |
| A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion | 2019-08-09 | Paper |
| Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression | 2018-10-30 | Paper |
| Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT | 2018-10-30 | Paper |
| Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis | 2018-06-29 | Paper |
| Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis | 2018-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4609194 | 2018-03-29 | Paper |
| High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis | 2018-02-08 | Paper |
| High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices | 2017-05-29 | Paper |
| Non-asymptotic results for Cornish-Fisher expansions | 2016-11-17 | Paper |
| High-dimensional consistency of rank estimation criteria in multivariate linear model | 2016-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5744560 | 2016-02-18 | Paper |
| A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large | 2015-06-02 | Paper |
| Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large | 2015-02-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5171131 | 2014-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4981599 | 2014-06-24 | Paper |
| Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification | 2014-06-18 | Paper |
| High-dimensional AIC in the growth curve model | 2014-01-13 | Paper |
| Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression | 2014-01-13 | Paper |
| High-dimensional AICs for selection of variables in discriminant analysis | 2013-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5327017 | 2013-08-01 | Paper |
| Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications | 2013-07-08 | Paper |
| A Variable Selection Criterion for Two Sets of Principal Component Scores in Principal Canonical Correlation Analysis | 2013-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3166051 | 2012-10-21 | Paper |
| LR Tests for some Linear Hypotheses in an Extended Growth Curve Model | 2012-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580343 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3575953 | 2010-07-28 | Paper |
| Multivariate Statistics | 2010-01-15 | Paper |
| High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound | 2009-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3635376 | 2009-07-06 | Paper |
| Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population | 2009-06-12 | Paper |
| High-dimensional asymptotic expansions for the distributions of canonical correlations | 2008-12-10 | Paper |
| Allometric extension model for conditional distributions | 2008-11-06 | Paper |
| Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size | 2008-09-29 | Paper |
| MANOVA for large hypothesis degrees of freedom under non-normality | 2008-09-22 | Paper |
| Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case | 2008-08-26 | Paper |
| Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis | 2008-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5437096 | 2008-01-18 | Paper |
| Computable error bounds for asymptotic expansions of the hypergeometric function \({}_1F_1\) of matrix argument and their applications | 2007-08-24 | Paper |
| On accuracy of approximations for location and scale mixtures | 2007-04-19 | Paper |
| Multivariate analysis of variance with fewer observations than the dimension | 2006-12-07 | Paper |
| Error bounds for asymptotic expansions of Wilks' lambda distribution | 2006-12-07 | Paper |
| Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution | 2006-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5473042 | 2006-06-19 | Paper |
| Error bounds for asymptotic expansions of the distribution of multivariate scale mixture | 2006-06-12 | Paper |
| An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition | 2006-04-28 | Paper |
| Asymptotics for testing hypothesis in some multivariate variance components model under non-normality | 2006-01-10 | Paper |
| \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\) | 2005-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4678103 | 2005-05-23 | Paper |
| Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size | 2005-04-04 | Paper |
| Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion | 2005-02-09 | Paper |
| Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large | 2005-01-14 | Paper |
| Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models | 2004-10-05 | Paper |
| Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution | 2004-09-27 | Paper |
| Bias correction of AIC in logistic regression models | 2003-07-30 | Paper |
| Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality | 2003-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2761603 | 2003-02-26 | Paper |
| SIMULTANEOUS CONFIDENCE REGIONS IN AN EXTENDED GROWTH CURVE MODEL WITHkHIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES | 2003-02-11 | Paper |
| Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality | 2002-10-23 | Paper |
| An extension of the product-parts replacement problem | 2002-09-18 | Paper |
| Heteroscedasticity checks for regression models | 2002-08-15 | Paper |
| Growth curve model with hierarchical within-individuals design matrices | 2002-01-24 | Paper |
| LR tests for random-coefficient covariance structures in an extended growth curve model | 2001-10-04 | Paper |
| Transformations with improved chi-squared approximations | 2001-10-04 | Paper |
| ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY | 2001-01-11 | Paper |
| A HETEROGENEITY TEST STATISTIC OF K CANONICAL CORRELATIONS AND ITS APPLICATION TO PRENATAL EXPOSURE | 2000-11-12 | Paper |
| Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large | 2000-10-03 | Paper |
| Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions | 1999-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251497 | 1999-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4851491 | 1999-11-08 | Paper |
| Asymptotic aproximations for EPMC’s of the linear and the quadratic discriminant functions when the sample sizes and the dimension are large | 1999-09-14 | Paper |
| Simultaneous confidexce intervals in an extended crow iii curve model | 1999-07-07 | Paper |
| Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t2statlstics under normality | 1999-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221413 | 1999-05-10 | Paper |
| Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data | 1999-04-29 | Paper |
| STABILITY OF MULTIDIMENSIONAL SCALING WITH AN ERROR MODEL | 1998-10-06 | Paper |
| A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics | 1998-08-16 | Paper |
| Modified AIC and Cp in multivariate linear regression | 1997-11-18 | Paper |
| An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality | 1997-11-04 | Paper |
| Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures | 1997-10-26 | Paper |
| Variable selection for the growth curve model | 1997-07-17 | Paper |
| Estimation and model selection in an extended growth curve model | 1997-05-20 | Paper |
| Siotani's Contributions to Multivariate Statistical Analysis | 1997-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4891977 | 1996-10-28 | Paper |
| The effects on the distributions of sample canonical correlations under nonnormality | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834444 | 1995-07-05 | Paper |
| The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models | 1995-06-06 | Paper |
| A Generalized Tukey Conjecture for Multiple Comparisons Among Mean Vectors | 1994-09-15 | Paper |
| Error bounds for asymptotic expansions of some distributions in a multivariate two-stage procedure | 1994-07-26 | Paper |
| Approximations for the quantiles of Student's \(t\) and \(F\) distributions and their error bounds | 1994-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279805 | 1994-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142208 | 1994-01-19 | Paper |
| Asymptotic expansions for the standardized and Studentized estimates in the growth curve model | 1993-12-02 | Paper |
| Two-way ANOVA models with unbalanced data | 1993-08-08 | Paper |
| On confidence regions in canonical discriminant analysis | 1993-05-16 | Paper |
| Selection of covariables in the growth curve model | 1993-01-17 | Paper |
| Tests for the mean direction of the Langevin distribution with large concentration parameter | 1993-01-17 | Paper |
| Tests for random-effects covariance structures in the growth curve model with covariates | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976272 | 1992-06-26 | Paper |
| A study of redundancy of some variables in covariate discriminant analysis | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3485734 | 1990-01-01 | Paper |
| A class of tests for a general covariance structure | 1990-01-01 | Paper |
| The growth curve model with an autoregressive covariance structure | 1990-01-01 | Paper |
| Asymptotic distributions of the MLE's and the LR test in the growth curve model with a serial covariance structure | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473942 | 1989-01-01 | Paper |
| Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator | 1989-01-01 | Paper |
| Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions | 1989-01-01 | Paper |
| Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3355098 | 1988-01-01 | Paper |
| Comparison of powers of a class of tests for multivariate linear hypothesis and independence | 1988-01-01 | Paper |
| Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3763429 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3798067 | 1987-01-01 | Paper |
| Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model | 1987-01-01 | Paper |
| Error bounds for asymptotic expansions of scale mixtures of distributions | 1987-01-01 | Paper |
| On tests for selection of variables and independence under multivariate regression models | 1987-01-01 | Paper |
| Selection of variables in a multivariate inverse regression problem | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696332 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3716064 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740063 | 1985-01-01 | Paper |
| An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model | 1985-01-01 | Paper |
| Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria | 1985-01-01 | Paper |
| Test for independence of two multivariate regression equations with different design matrices | 1984-01-01 | Paper |
| Asymptotic approximations for the distributions of multinomial goodness- of-fit statistics | 1984-01-01 | Paper |
| Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process | 1984-01-01 | Paper |
| On the distribution of a statistic in multivariate inverse regression analysis | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326634 | 1983-01-01 | Paper |
| A criterion for variable selection in multiple discriminant analysis | 1983-01-01 | Paper |
| A test for additional information in canonical correlation analysis | 1982-01-01 | Paper |
| Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3946981 | 1981-01-01 | Paper |
| The power of the likelihood ratio test for additional information in a multivariate linear model | 1981-01-01 | Paper |
| Asymptotic expansions for the distributions of the sample roots under nonnormality | 1980-01-01 | Paper |
| Erratum to: Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations | 1980-01-01 | Paper |
| Estimation of dimensionality in canonical correlation analysis | 1979-01-01 | Paper |
| Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4148678 | 1977-01-01 | Paper |
| An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots | 1977-01-01 | Paper |
| Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4139505 | 1976-01-01 | Paper |
| Lower bounds for the distributions of certain multivariate test statistics | 1976-01-01 | Paper |
| Partial differential equations for hypergeometric functions 3F2 of matrix argument | 1975-01-01 | Paper |
| Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis | 1975-01-01 | Paper |
| The block replacement model with inactivity periods and general cost structure | 1974-01-01 | Paper |
| Asymptotic expansions of the non-nuu distributions of three statistics in GMANOVA | 1974-01-01 | Paper |
| The likelihood ratio tests for the dimensionality of regression coefficients | 1974-01-01 | Paper |
| Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis | 1973-01-01 | Paper |
| Monotonicity of the power functions of some tests in general MANOVA models | 1973-01-01 | Paper |
| Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix | 1972-01-01 | Paper |
| Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5610137 | 1970-01-01 | Paper |
| Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5572968 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5658989 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5564899 | 1967-01-01 | Paper |
