| Publication | Date of Publication | Type |
|---|
Constructing second-order accurate confidence intervals for communalities in factor analysis
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Model evaluation and information criteria in covariance structure analysis
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Mixed effects historical varying-coefficient model for evaluating dose-response in flexible dose trials
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-14 | Paper |
Multivariate functional subspace classification for high-dimensional longitudinal data
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Sparse kernel subspace method for classifying and representing patterns from data with complex structure
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Bayesian generalized fused Lasso modeling via NEG distribution
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis
Statistical Papers | 2021-06-03 | Paper |
Readouts for echo-state networks built using locally regularized orthogonal forward regression
Journal of Applied Statistics | 2020-12-04 | Paper |
PREDICTIVE INFORMATION CRITERIA FOR ROBUST RELEVANCE VECTOR REGRESSION MODELS
Bulletin of informatics and cybernetics | 2020-09-14 | Paper |
Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
| Robust nonlinear regression modeling via L₁-type regularization | 2018-12-04 | Paper |
Tuning parameter selection in sparse regression modeling
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
Principal component selection via adaptive regularization method and generalized information criterion
Statistical Papers | 2017-03-07 | Paper |
Predictive model selection criteria for Bayesian Lasso regression
Journal of the Japanese Society of Computational Statistics | 2017-01-11 | Paper |
Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling
Communications in Statistics. Simulation and Computation | 2016-05-30 | Paper |
Functional cluster analysis via orthonormalized Gaussian basis expansions and its application
Journal of Classification | 2016-04-04 | Paper |
Preface: Special issue in honor of Dr. Hirotugu Akaike
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Functional regression modeling via regularized Gaussian basis expansions
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Bias and variance reduction techniques for bootstrap information criteria
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Nonlinear regression modeling and detecting change points via the relevance vector machine
Computational Statistics | 2015-01-28 | Paper |
| scientific article; zbMATH DE number 6303738 (Why is no real title available?) | 2014-06-13 | Paper |
| Predictive information criteria for Bayesian nonlinear regression models | 2014-04-11 | Paper |
Semi-supervised logistic discrimination for functional data
(available as arXiv preprint) | 2014-04-11 | Paper |
Variable selection via the weighted group Lasso for factor analysis models
The Canadian Journal of Statistics | 2013-10-29 | Paper |
Nonlinear regression modeling via regularized Gaussian basis functions
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Bayesian factor analysis and information criterion
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Adaptive learning machines for nonlinear classification and Bayesian information criteria
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Variable selection for functional regression models via the \(L_1\) regularization
Computational Statistics and Data Analysis | 2013-03-14 | Paper |
Variable selection in logistic discrimination based on local likelihood
Journal of the Japan Statistical Society | 2012-10-04 | Paper |
Multiclass functional discriminant analysis and its application to gesture recognition
Journal of Classification | 2011-11-30 | Paper |
| Hyper-parameter selection in Bayesian structural equation models | 2011-10-05 | Paper |
Semi-supervised logistic discrimination via regularized Gaussian basis expansions
Communications in Statistics: Theory and Methods | 2011-07-20 | Paper |
Sparse functional principal component analysis via regularized basis expansions and its appli\-cation
Communications in Statistics. Simulation and Computation | 2010-09-17 | Paper |
| Regularized functional regression modeling for functional response and predictors | 2010-09-14 | Paper |
Nonlinear regression modeling via the lasso-type regularization
Journal of Statistical Planning and Inference | 2010-02-26 | Paper |
Functional Logistic Discrimination Via Regularized Basis Expansions
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
Annals of the Institute of Statistical Mathematics | 2009-09-30 | Paper |
Nonlinear Logistic Discrimination Via Regularized Gaussian Basis Expansions
Communications in Statistics. Simulation and Computation | 2009-08-13 | Paper |
Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data
Journal of Statistical Planning and Inference | 2009-04-30 | Paper |
Nonlinear regression modeling via regularized radial basis function networks
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
Bayesian information criteria and smoothing parameter selection in radial basis function networks
Biometrika | 2008-04-08 | Paper |
Information criteria and statistical modeling.
Springer Series in Statistics | 2007-11-15 | Paper |
Nonlinear regression modeling via regularized wavelets and smoothing parameter selection
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Nonlinear regression modeling using regularized local likelihood method
Annals of the Institute of Statistical Mathematics | 2006-07-05 | Paper |
Logistic Discrimination Based on Regularized Local Likelihood Method
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-04-19 | Paper |
Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Efficient Bootstrap Tests for the Goodness of Fit in Covariance Structure Analysis
Behaviormetrika | 2003-07-14 | Paper |
Asymptotic theory for information criteria in model selection -- functional approach
Journal of Statistical Planning and Inference | 2003-05-22 | Paper |
Asymptotic expansions and bootstrap approximations in factor analysis
Journal of Multivariate Analysis | 2002-07-08 | Paper |
| scientific article; zbMATH DE number 1406069 (Why is no real title available?) | 2000-08-13 | Paper |
General saddlepoint approximations and normalizing transformations for multivariate statistics
Communications in Statistics: Theory and Methods | 1999-11-10 | Paper |
General saddlepoint approximations to distributions under an elliptical population
Communications in Statistics: Theory and Methods | 1999-06-29 | Paper |
| scientific article; zbMATH DE number 1140613 (Why is no real title available?) | 1998-08-30 | Paper |
Generalised information criteria in model selection
Biometrika | 1997-11-18 | Paper |
Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions
Statistics & Probability Letters | 1997-11-02 | Paper |
Effect of a Shrinkage Estimator on the Linear Discriminant Function
American Journal of Mathematical and Management Sciences | 1997-09-10 | Paper |
Application of the bootstrap methods in factor analysis
Psychometrika | 1996-03-20 | Paper |
| scientific article; zbMATH DE number 469132 (Why is no real title available?) | 1994-01-06 | Paper |
Principal component analysis for multivariate familial data
Biometrika | 1992-12-07 | Paper |
Normalizing transformations and bootstrap confidence intervals
The Annals of Statistics | 1992-06-28 | Paper |
Inferences on interclass and intraclass correlations in multivariate familial data
Annals of the Institute of Statistical Mathematics | 1990-01-01 | Paper |
Testing the equality of several intraclass correlation coefficients
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
Asymptotic expansions for the distribution of quadratic forms in normal variables
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4024507 (Why is no real title available?) | 1987-01-01 | Paper |
Effects of transformations in higher order asymptotic expansions
Annals of the Institute of Statistical Mathematics | 1986-01-01 | Paper |
Normalizing and variance stabilizing transformations for intraclass correlations
Annals of the Institute of Statistical Mathematics | 1985-01-01 | Paper |
Testing Hypotheses about Interclass Correlations from Familial Data
Biometrics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3928103 (Why is no real title available?) | 1984-01-01 | Paper |
Higher order asymptotic expansions for the distribution of the sample correlation coefficient
Communications in Statistics. Simulation and Computation | 1984-01-01 | Paper |
Asymptotic properties of estimators of interclass correlation from familial data
Annals of the Institute of Statistical Mathematics | 1982-01-01 | Paper |
Normalizing transformations of some statistics in multivariate analysis
Biometrika | 1981-01-01 | Paper |
Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
Annals of the Institute of Statistical Mathematics | 1981-01-01 | Paper |
Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
Hiroshima Mathematical Journal | 1979-01-01 | Paper |
Asymptotic expansions for the distributions of functions of a correlation matrix
Journal of Multivariate Analysis | 1979-01-01 | Paper |
Asymptotic expansions for the distributions of statistics based on a correlation matrix
The Canadian Journal of Statistics | 1978-01-01 | Paper |
An approximation to the distribution of the sample correlation coefficient
Biometrika | 1978-01-01 | Paper |
Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
Annals of the Institute of Statistical Mathematics | 1977-01-01 | Paper |
