Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899)

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Contributions to multivariate analysis by Professor Yasunori Fujikoshi

scientific article; zbMATH DE number 5078270

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English	Contributions to multivariate analysis by Professor Yasunori Fujikoshi	scientific article; zbMATH DE number 5078270

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instance of

scholarly article

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title

Contributions to multivariate analysis by Professor Yasunori Fujikoshi (English)

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Journal of Multivariate Analysis

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publication date

7 December 2006

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zbMATH Keywords

asymptotic expansions

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MANOVA

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dimensionality

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latent roots

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growth curve model

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selection of variables

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error bounds

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monotone transformations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2006.05.013

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cites work

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 3F2 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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Selection of variables for discriminant analysis in a high-dimensional case

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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 WITHkHIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES

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An Asymptotic Expansion of the Distribution of Hotelling'sT2-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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Identifiers

zbMATH Open document ID

1112.01014

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Mathematics Subject Classification ID

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10.1016/J.JMVA.2006.05.013

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Sitelinks

Mathematics(1 entry)

mardi Contributions to multivariate analysis by Professor Yasunori Fujikoshi