| Publication | Date of Publication | Type |
|---|
Asymptotic properties of k-means and its bias correction for high-dimension, low-sample-size data
Journal of Multivariate Analysis | 2026-09-16 | Paper |
Correlation tests for high-dimensional data under the strongly spiked eigenvalue model
Japanese Journal of Statistics and Data Science | 2026-08-03 | Paper |
Statistical hypothesis testing for high-dimension, low-sample-size data
Sugaku Expositions | 2026-07-06 | Paper |
Automatic sparse estimation of the high-dimensional cross-covariance matrix
Journal of Multivariate Analysis | 2026-02-27 | Paper |
Two-stage selection of the best signal-to-noise ratio with related approximations
Calcutta Statistical Association Bulletin | 2025-07-14 | Paper |
Automatic sparse PCA for high-dimensional data
Statistica Sinica | 2025-04-03 | Paper |
Test for high-dimensional outliers with principal component analysis
Japanese Journal of Statistics and Data Science | 2025-01-22 | Paper |
Asymptotic properties of hierarchical clustering in high-dimensional settings
Journal of Multivariate Analysis | 2024-01-04 | Paper |
Asymptotic properties of distance-weighted discrimination and its bias correction for high-dimension, low-sample-size data
Japanese Journal of Statistics and Data Science | 2022-01-20 | Paper |
Geometric classifiers for high-dimensional noisy data
Journal of Multivariate Analysis | 2022-01-03 | Paper |
| scientific article; zbMATH DE number 7387552 (Why is no real title available?) | 2021-08-27 | Paper |
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
Journal of Multivariate Analysis | 2021-08-05 | Paper |
Hypothesis tests for high-dimensional covariance structures
Annals of the Institute of Statistical Mathematics | 2021-07-20 | Paper |
Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
Annals of the Institute of Statistical Mathematics | 2021-05-03 | Paper |
Geometric consistency of principal component scores for high-dimensional mixture models and its application
Scandinavian Journal of Statistics | 2020-11-30 | Paper |
| A quadratic classifier for high-dimension, low-sample-size data under the strongly spiked eigenvalue model | 2020-05-13 | Paper |
High-dimensional quadratic classifiers in non-sparse settings
Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
Japanese Journal of Statistics and Data Science | 2019-10-18 | Paper |
Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
Annals of the Institute of Statistical Mathematics | 2019-06-28 | Paper |
A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
Sequential Analysis | 2019-04-29 | Paper |
Statistical inference for high-dimension, low-sample-size data
Sugaku Expositions | 2018-06-18 | Paper |
A survey of high dimension low sample size asymptotics
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2018-05-11 | Paper |
Two-sample tests for high-dimension, strongly spiked eigenvalue models
STATISTICA SINICA | 2018-01-26 | Paper |
Two-sample tests for high-dimension, strongly spiked eigenvalue models
STATISTICA SINICA | 2018-01-26 | Paper |
Support vector machine and its bias correction in high-dimension, low-sample-size settings
Journal of Statistical Planning and Inference | 2017-10-20 | Paper |
Support vector machine and its bias correction in high-dimension, low-sample-size settings
Journal of Statistical Planning and Inference | 2017-10-20 | Paper |
Non-asymptotic results for Cornish-Fisher expansions
Journal of Mathematical Sciences (New York) | 2016-11-17 | Paper |
High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
Journal of Multivariate Analysis | 2016-09-13 | Paper |
Reconstruction of a high-dimensional low-rank matrix
Electronic Journal of Statistics | 2016-05-03 | Paper |
Asymptotic second-order consistency for two-stage estimation methodologies and its applications
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
Journal of Statistical Planning and Inference | 2015-12-28 | Paper |
Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
Journal of Statistical Planning and Inference | 2015-12-28 | Paper |
Geometric classifier for multiclass, high-dimensional data
Sequential Analysis | 2015-10-20 | Paper |
Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
Methodology and Computing in Applied Probability | 2015-07-31 | Paper |
Effective methodologies for high-dimensional data
Journal of the Japan Statistical Society. Japanese Issue | 2014-11-18 | Paper |
A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
Annals of the Institute of Statistical Mathematics | 2014-09-10 | Paper |
PCA consistency for the power spiked model in high-dimensional settings
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Correlation tests for high-dimensional data using extended cross-data-matrix methodology
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Inference on high-dimensional mean vectors with fewer observations than the dimension
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
Journal of Multivariate Analysis | 2012-03-13 | Paper |
Two-stage procedures for high-dimensional data
Sequential Analysis | 2011-12-28 | Paper |
Authors' response
Sequential Analysis | 2011-12-28 | Paper |
Two-stage procedures for estimating the difference of means when the sampling cost is different
Sequential Analysis | 2011-06-20 | Paper |
Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
Journal of Multivariate Analysis | 2010-09-01 | Paper |
The Professional Career and Contributions of Professor Masafumi Akahira
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
Intrinsic dimensionality estimation of high-dimension, low sample size data with \(D\)-asymptotics
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
Asymptotically optimal allocation for multiple comparisons with a control when variances are unknown and unequal
American Journal of Mathematical and Management Sciences | 2010-05-14 | Paper |
PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
Optimal discriminant functions for normal populations
Journal of Multivariate Analysis | 2008-12-10 | Paper |
Double shrink methodologies to determine the sample size via covariance structures
Journal of Statistical Planning and Inference | 2008-12-08 | Paper |
| Transformations with improved asymptotic approximations and their accuracy | 2007-02-01 | Paper |
Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures
Sequential Analysis | 2006-09-04 | Paper |
| Two-stage procedures for selecting the best component of a multivariate exponential distribu\-tion | 2006-03-09 | Paper |
| scientific article; zbMATH DE number 2236655 (Why is no real title available?) | 2005-12-08 | Paper |
Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
Sequential Analysis | 2005-01-18 | Paper |
Selection of the Best Normal Population: A New Exact Solution, Asymptotically Optimal When<i>k</i>=2
American Journal of Mathematical and Management Sciences | 2004-09-06 | Paper |
Percentage points of the largest among Student's \(T\) random variable
Methodology and Computing in Applied Probability | 2004-08-10 | Paper |
TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
Sequential Analysis | 2004-03-04 | Paper |
Second-order properties of improved two-stage procedure for a multivariate normal distribution
Communications in Statistics: Theory and Methods | 2003-12-10 | Paper |
Sequential Procedures for Selecting the Most Probable Multinomial Cell When a Nuisance Cell Is Present
Communications in Statistics: Theory and Methods | 2003-04-07 | Paper |
BOUNDED RISK POINT ESTIMATION OF A LINEAR FUNCTION OF K MULTINORMAL MEAN VECTORS
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2003-03-27 | Paper |
| scientific article; zbMATH DE number 1789017 (Why is no real title available?) | 2002-08-26 | Paper |
Fixed-width confidence interval for a lognormal mean
International Journal of Mathematics and Mathematical Sciences | 2002-08-13 | Paper |
Fixed-width confidence interval for a lognormal mean
International Journal of Mathematics and Mathematical Sciences | 2002-08-13 | Paper |
SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
A TWO-STAGE PROCEDURE FOR FIXED-SIZE CONFIDENCE REGION WHEN COVARIANCE MATRICES HAVE SOME STRUCTURES
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2002-06-10 | Paper |
A two-stage procedure for estimating an linear function of k multinormal mean vectors when covariance matrices are unknown
Journal of Statistical Planning and Inference | 2002-05-20 | Paper |
Multivariate multistage methodologies for simultaneous all pairwise comparisons.
Metrika | 2002-01-29 | Paper |
Robustness of multivariate two-stage procedure in simultaneous estimation
RIMS Kokyuroku | 2001-09-23 | Paper |
An optimal two-stage procedure in comparison with a control
RIMS Kokyuroku | 2001-09-23 | Paper |
SECOND-ORDER PROPERTIES OF A TWO-STAGE PROCEDURE FOR COMPARING SEVERAL TREATMENTS WITH A CONTROL
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2001-07-05 | Paper |
| scientific article; zbMATH DE number 1511878 (Why is no real title available?) | 2000-09-27 | Paper |
Two stage procedure having exact consistency and second order properties for the s best selection
Sequential Analysis | 2000-01-01 | Paper |
A two-stage procedure for selecting the largest multinomial cell probability when nuisance cell is present
Sequential Analysis | 1999-10-04 | Paper |
Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
Communications in Statistics: Theory and Methods | 1999-07-07 | Paper |
A note on robustness of two-stage procedure for a multivariate compounded normal distribution
Sequential Analysis | 1998-12-14 | Paper |
Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models
Journal of Multivariate Analysis | 1998-11-25 | Paper |
Two_stage procedures for estimating a linear function of multinormal mean vectors
Sequential Analysis | 1998-04-05 | Paper |
Designing Experiments for Selecting an Exponential Population with a Large Location and a Large Scale
American Journal of Mathematical and Management Sciences | 1998-03-11 | Paper |
An asymptotically optimal fixed-width confidence interval for the difference of two normal means
Sequential Analysis | 1998-02-08 | Paper |
Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
Communications in Statistics: Theory and Methods | 1997-09-01 | Paper |
Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model
American Journal of Mathematical and Management Sciences | 1997-02-09 | Paper |
In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling)
American Journal of Mathematical and Management Sciences | 1995-10-18 | Paper |
Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
Heteroscedastic Discriminant Analysis with a Preassigned Misclassification Probability
American Journal of Mathematical and Management Sciences | 1993-10-18 | Paper |
| scientific article; zbMATH DE number 31672 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 37603 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 4215190 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4147327 (Why is no real title available?) | 1989-01-01 | Paper |
