| Publication | Date of Publication | Type |
|---|
An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms
Hiroshima Mathematical Journal | 2024-01-15 | Paper |
Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering
Japanese Journal of Statistics and Data Science | 2022-12-13 | Paper |
A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
scientific article; zbMATH DE number 7387564 (Why is no real title available?)
| 2021-08-27 | Paper |
Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
Annals of the Institute of Statistical Mathematics | 2021-05-25 | Paper |
Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis
Sankhyā. Series A | 2021-05-03 | Paper |
A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
Electronic Journal of Statistics | 2020-05-13 | Paper |
A consistent variable selection method in high-dimensional canonical discriminant analysis
Journal of Multivariate Analysis | 2020-02-05 | Paper |
Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
Random Matrices: Theory and Applications | 2019-09-23 | Paper |
A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
Lowener Theory on Analytic Universal Covering Maps
| 2019-07-27 | Paper |
Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
Hiroshima Mathematical Journal | 2018-10-25 | Paper |
A study on the bias-correction effect of the AIC for selecting variables in normal multivariate linear regression models under model misspecification
| 2017-10-04 | Paper |
High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
Journal of Multivariate Analysis | 2017-05-29 | Paper |
scientific article; zbMATH DE number 6705519 (Why is no real title available?)
| 2017-04-12 | Paper |
Conditions for consistency of a log-likelihood-based information criterion in normal multivariate linear regression models under the violation of the normality assumption
Journal of the Japan Statistical Society | 2016-06-10 | Paper |
Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
Psychometrika | 2015-10-20 | Paper |
A non-iterative optimization method for smoothness in penalized spline regression
Statistics and Computing | 2015-10-16 | Paper |
A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
Electronic Journal of Statistics | 2015-06-02 | Paper |
Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method
Hiroshima Mathematical Journal | 2015-02-26 | Paper |
Tests for covariance matrices in high dimension with less sample size
Journal of Multivariate Analysis | 2014-07-24 | Paper |
scientific article; zbMATH DE number 6308068 (Why is no real title available?)
| 2014-06-24 | Paper |
Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
Linear Algebra and its Applications | 2014-06-18 | Paper |
Simple formula for calculating bias-corrected AIC in generalized linear models
Scandinavian Journal of Statistics | 2014-05-26 | Paper |
Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
Journal of Multivariate Analysis | 2014-01-13 | Paper |
A class of cross-validatory model selection criteria
Hiroshima Mathematical Journal | 2013-10-09 | Paper |
A family of regression models having partially additive and multiplicative covariate structure
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Bias-corrected AIC for selecting variables in Poisson regression models
Communications in Statistics. Theory and Methods | 2013-07-04 | Paper |
Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
Hiroshima Mathematical Journal | 2013-03-05 | Paper |
Iterative bias correction of the cross-validation criterion
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Bias-corrected AIC for selecting variables in multinomial logistic regression models
Linear Algebra and its Applications | 2012-05-11 | Paper |
Estimation of varying coefficients for a growth curve model
American Journal of Mathematical and Management Sciences | 2012-03-02 | Paper |
Second-order bias-corrected AIC in multivariate normal linear models under non-normality
The Canadian Journal of Statistics | 2011-07-27 | Paper |
Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure
Journal of Statistical Planning and Inference | 2011-01-31 | Paper |
GLS discrepancy based information criteria for selecting covariance structure models
Behaviormetrika | 2010-12-30 | Paper |
A robust estimation method for a growth curve model with balanced design
| 2010-10-15 | Paper |
Testing the equality of several covariance matrices with fewer observations than the dimension
Journal of Multivariate Analysis | 2010-05-05 | Paper |
An unbiased \(C_p\) criterion for multivariate ridge regression
Journal of Multivariate Analysis | 2010-04-06 | Paper |
Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
American Journal of Mathematical and Management Sciences | 2008-08-26 | Paper |
Erratum to ``The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
Journal of Multivariate Analysis | 2008-04-23 | Paper |
A family of estimators for multivariate kurtosis in a nonnormal linear regression model
Journal of Multivariate Analysis | 2007-01-09 | Paper |
Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
Journal of Multivariate Analysis | 2006-06-09 | Paper |
Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
Communications in Statistics. Simulation and Computation | 2006-01-18 | Paper |
The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
Journal of Multivariate Analysis | 2006-01-10 | Paper |
scientific article; zbMATH DE number 2205592 (Why is no real title available?)
| 2005-09-15 | Paper |
On distribution of AIC in linear regression models
Journal of Statistical Planning and Inference | 2005-06-27 | Paper |
Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
Hiroshima Mathematical Journal | 2004-10-28 | Paper |
Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
Adjustment on an asymptotic expansion of the distribution function with \({\chi}^2\)-approximation
Hiroshima Mathematical Journal | 2003-10-13 | Paper |
Knot-Placement to Avoid over Fitting inB-Spline Scedastic Smoothing
Communications in Statistics. Simulation and Computation | 2003-07-31 | Paper |
Bias correction of AIC in logistic regression models
Journal of Statistical Planning and Inference | 2003-07-30 | Paper |
Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
Journal of Multivariate Analysis | 2003-05-19 | Paper |
Bridging the Gap BetweenB-Spline and Polynomial Regression Model
Communications in Statistics. Simulation and Computation | 2003-04-02 | Paper |
Asymptotic expansions of the null distributions of three test statistics in a nonnormal GMANOVA model
Hiroshima Mathematical Journal | 2003-02-26 | Paper |
Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
Hiroshima Mathematical Journal | 2002-10-23 | Paper |
Asymptotic expansion of the null distribution of one-way anova test statistic for heteroscedastic case under nonnormal1ty
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2001-01-11 | Paper |
