The following pages link to Nariaki Sugiura (Q788428):
Displayed 50 items.
- Asymptotic risk comparison of improved estimators for normal covariance matrix (Q788430) (← links)
- Large sample theory of the Langevin distribution (Q794082) (← links)
- A class of asymptotic tests for principal component vectors (Q796934) (← links)
- (Q1058239) (redirect page) (← links)
- On nonparametric profile analysis of several multivariate samples (Q1058240) (← links)
- Testing for independence by the empirical characteristic function (Q1070713) (← links)
- On the local minimaxity of a test of independence in incomplete samples (Q1086950) (← links)
- Tests for sphericity under correlated multivariate regression equations model (Q1091055) (← links)
- Test for a specified signal when the noise covariance matrix is unknown (Q1098520) (← links)
- Entropy loss and risk of improved estimators for the generalized variance and precision (Q1118291) (← links)
- Estimating common parameters of growth curve models (Q1124250) (← links)
- Tests for random-effects covariance structures in the growth curve model with covariates (Q1199193) (← links)
- Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis (Q1220773) (← links)
- Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis (Q1231239) (← links)
- Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices (Q1235473) (← links)
- Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis (Q1240506) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
- Efficient tests for mean structure in random effects models (Q1378310) (← links)
- An example of the two-sided Wilcoxon test which is not unbiased (Q2394017) (← links)
- The bivariate orthogonal inverse expansion and the moments of order statistics (Q2394753) (← links)
- A generalization of the Wilcoxon test for censored data. II: Several- sample problem (Q2396102) (← links)
- Biased and unbiased two-sided Wilcoxon tests for equal sample sizes (Q2502133) (← links)
- Multisample and multivariate nonparametric tests based on U statistics and their asymptotic efficiencies (Q2551668) (← links)
- Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\) (Q2558718) (← links)
- Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives (Q2560691) (← links)
- Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix (Q3125792) (← links)
- (Q3201312) (← links)
- (Q3355101) (← links)
- Locally best invariant test for outliers in a gamma type distribution (Q3471362) (← links)
- Improved estimators for the location of double exponential distribution (Q3473077) (← links)
- (Q3497052) (← links)
- (Q3711507) (← links)
- (Q3785786) (← links)
- (Q3844037) (← links)
- Maximum likelihood estimates for the logit model and the iterative scaling method (Q4042491) (← links)
- (Q4137937) (← links)
- (Q4153942) (← links)
- Further analysis of the data by Akaike's information criterion and the finite corrections (Q4160270) (← links)
- Generalized bayes and multiple contrasts tests for simple loop-ordered normal means (Q4240713) (← links)
- Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (Q4269957) (← links)
- Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison (Q4715615) (← links)
- (Q4725491) (← links)
- Testing change-points with linear trend (Q4844142) (← links)
- Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data (Q4844159) (← links)
- (Q4891971) (← links)
- Homogeneity of variances in normal linear regression with a change point (Q4935314) (← links)
- Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence (Q5576093) (← links)
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices (Q5594241) (← links)
- On Bartlett's Test and Lehmann's Test for Homogeneity of Variances (Q5595927) (← links)
- Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix (Q5610818) (← links)