The following pages link to Yasunori Fujikoshi (Q290724):
Displayed 50 items.
- Error bounds for asymptotic expansions of some distributions in a multivariate two-stage procedure (Q1321765) (← links)
- The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models (Q1347086) (← links)
- Variable selection for the growth curve model (Q1360305) (← links)
- An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality (Q1361807) (← links)
- Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures (Q1370547) (← links)
- Bias correction of AIC in logistic regression models (Q1399263) (← links)
- Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large (Q1570286) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality (Q1612043) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis (Q1695763) (← links)
- Two-way ANOVA models with unbalanced data (Q1802139) (← links)
- A study of redundancy of some variables in covariate discriminant analysis (Q1814444) (← links)
- Selection of variables in a multivariate inverse regression problem (Q1819509) (← links)
- On tests for selection of variables and independence under multivariate regression models (Q1819865) (← links)
- Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds (Q1823580) (← links)
- LR tests for random-coefficient covariance structures in an extended growth curve model (Q1840779) (← links)
- The likelihood ratio tests for the dimensionality of regression coefficients (Q1846318) (← links)
- Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality (Q1866236) (← links)
- Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution (Q1881007) (← links)
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models (Q1881417) (← links)
- Growth curve model with hierarchical within-individuals design matrices (Q1974120) (← links)
- Transformations with improved chi-squared approximations (Q1975526) (← links)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← 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)
- Computable error bounds for asymptotic approximations of the quadratic discriminant function (Q2041753) (← links)
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis (Q2062799) (← links)
- Non-asymptotic analysis of approximations for multivariate statistics (Q2192692) (← links)
- Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large (Q2258627) (← links)
- On the distribution of a statistic in multivariate inverse regression analysis (Q2266546) (← 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)
- Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis (Q2329876) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- High-dimensional AICs for selection of variables in discriminant analysis (Q2392076) (← links)
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (Q2426742) (← links)
- An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition (Q2489765) (← links)
- Error bounds for asymptotic expansions of the distribution of multivariate scale mixture (Q2493357) (← links)
- Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution (Q2494873) (← links)
- Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations (Q2559119) (← links)
- Monotonicity of the power functions of some tests in general MANOVA models (Q2559120) (← links)
- \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\) (Q2571806) (← links)
- Asymptotics for testing hypothesis in some multivariate variance components model under non-normality (Q2581515) (← links)
- Computable error bounds for asymptotic expansions of the hypergeometric function \({}_1F_1\) of matrix argument and their applications (Q2643498) (← links)
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (Q2676924) (← links)
- (Q2761603) (← links)
- Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications (Q2838145) (← links)
- A Variable Selection Criterion for Two Sets of Principal Component Scores in Principal Canonical Correlation Analysis (Q2839073) (← links)