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Yutaka Kano - MaRDI portal

Yutaka Kano

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Person:391565

Available identifiers

zbMath Open kano.yutakaMaRDI QIDQ391565

List of research outcomes





PublicationDate of PublicationType
Robust semiparametric modeling of mean and covariance in longitudinal data2024-07-25Paper
Causality and prediction in structural equation modeling: A commentary by Yutaka Kano on: “Which method delivers greater signal‐to‐noise ratio: Structural equation modeling or regression analysis with weighted composites?” by Yuan and Fang2024-01-30Paper
Diagnostic test for misspecification of a random-effect distribution using the gradient function2023-07-25Paper
Cyclic structural causal model with unobserved confounder effect2023-02-03Paper
https://portal.mardi4nfdi.de/entity/Q50114752021-08-27Paper
Semiparametric maximum likelihood estimation with data missing not at random2020-04-23Paper
Full information maximum likelihood estimation in factor analysis with a large number of missing values2020-04-01Paper
Bias reduction using surrogate endpoints as auxiliary variables2019-08-13Paper
Missing data mechanisms and homogeneity of means and variances-covariances2018-08-01Paper
Identification problem of transition models for repeated measurement data with nonignorable missing values2018-04-12Paper
Identifiability of nonrecursive structural equation models2017-01-16Paper
Effect of Violation of the Normal Assumption on MI and ML Estimators in the Analysis of Incomplete Data2016-03-11Paper
<b>ITEM RESPONSE THEORY USING A FINITE MIXTURE OF </b><b>LOGISTIC MODELS WITH ITEM-SPECIFIC MIXING </b><b>WEIGHTS </b>2015-12-04Paper
A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix2015-03-13Paper
https://portal.mardi4nfdi.de/entity/Q29303842014-11-18Paper
Likelihood method in NMAR missingness2014-11-18Paper
Stepwise variable selection in factor analysis2014-07-18Paper
Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension2014-01-10Paper
Corrigendum to ``A two sample test in high dimensional data2014-01-10Paper
Asymptotic Inference with Incomplete Data2013-11-29Paper
A two sample test in high dimensional data2013-02-01Paper
A two sample test in high dimensional data2013-01-16Paper
A criterion-based model comparison statistic for structural equation models with heterogeneous data2012-09-26Paper
Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model2011-07-19Paper
Test of independence in a \(2\times 2\) contingency table with nonignorable nonresponse via constrained EM algorithm2009-06-16Paper
Simple Computation of Maximum Likelihood Estimates in Latent Class Model with Equality and Constant Constraints2009-05-12Paper
Finding a causal ordering via independent component analysis2008-12-11Paper
Use of non-normality in structural equation modeling: Application to direction of causation2008-09-29Paper
Independent Component Analysis and Blind Signal Separation2007-02-12Paper
Robust Gaussian graphical modeling2006-08-14Paper
Variable selection for structural models2003-04-03Paper
https://portal.mardi4nfdi.de/entity/Q44973692001-01-11Paper
More higher-order efficiency: Concentration probability2000-08-13Paper
THIRD-ORDER EFFICIENCY IMPLIES FOURTH-ORDER EFFICIENCY2000-01-31Paper
Delta method approach in a certain irregular condition1999-09-21Paper
A note on robustness of two-stage procedure for a multivariate compounded normal distribution1998-12-14Paper
https://portal.mardi4nfdi.de/entity/Q43597181997-10-20Paper
An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions1997-02-09Paper
https://portal.mardi4nfdi.de/entity/Q48919611996-10-28Paper
Identification of inconsistent variates in factor analysis1995-11-28Paper
Identifiability of full, marginal, and conditional factor analysis models1995-09-17Paper
Consistency property of elliptical probability density functions1995-02-16Paper
Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations1993-09-20Paper
Robust statistics for test-of-independence and related structural models1993-01-17Paper
Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models1992-12-14Paper
The asymptotic distribution of a noniterative estimator in exploratory factor analysis1992-06-25Paper
Noniterative estimation and the choice of the number of factors in exploratory factor analysis1990-01-01Paper
Covariance structure analysis with heterogeneous kurtosis parameters1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38168551989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37857931987-01-01Paper
Consistency conditions on the least squares estimator in single common factor analysis model1986-01-01Paper
A new estimator of the uniqueness in factor analysis1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37253811986-01-01Paper
A condition for the regression predictor to be consistent in a single common factor model1986-01-01Paper
Construction of additional variables conforming to a common factor model1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33339071983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327651983-01-01Paper
Equations governing the propagation of second-order correlations in non-stationary electromagnetic fields1962-01-01Paper

Research outcomes over time

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