The following pages link to Haruhiko Ogasawara (Q272056):
Displayed 19 items.
- Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures (Q3625319) (← links)
- Correlations Among Maximum Likelihood and Weighted/Unweighted Least Squares Estimators in Factor Analysis (Q4462561) (← links)
- PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123) (← links)
- ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA (Q4606375) (← links)
- Standard Errors for the Harris-Kaiser Case II Orthoblique Solution (Q4804629) (← links)
- Asymptotic Correlations Between Rotated Solutions in Factor Analysis (Q4804630) (← links)
- Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification (Q5077196) (← links)
- The echelon Markov and Chebyshev inequalities (Q5077373) (← links)
- Asymptotic biases of information and cross-validation criteria under canonical parametrization (Q5078294) (← links)
- Improvements of the Markov and Chebyshev inequalities using the partial expectation (Q5079024) (← links)
- The multivariate Markov and multiple Chebyshev inequalities (Q5085587) (← links)
- Alternative expectation formulas for real-valued random vectors (Q5085588) (← links)
- An asymptotic equivalence of the cross-data and predictive estimators (Q5085606) (← links)
- Unified and non-recursive formulas for moments of the normal distribution with stripe truncation (Q5104490) (← links)
- Asymptotic Expansions of the Distributions of the Polyserial Correlation Coefficients (Q5388279) (← links)
- Approximations to the Distribution of the Sample Coefficient Alpha Under Nonnormality (Q5493072) (← links)
- Some Improvements on Markov's Theorem with Extensions (Q5869282) (← links)
- The multivariate <i>t</i> -distribution with multiple degrees of freedom (Q6082447) (← links)
- The Wishart distribution with two different degrees of freedom (Q6115516) (← links)