| Publication | Date of Publication | Type |
|---|
Selection of the linear and the quadratic discriminant functions when the difference between two covariance matrices is small
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2018-08-08 | Paper |
Computable error bounds for high-dimensional approximations of an LR statistic for additional information in canonical correlation analysis
Theory of Probability & Its Applications | 2018-05-18 | Paper |
EPMC estimation in discriminant analysis when the dimension and sample sizes are large
Hiroshima Mathematical Journal | 2017-06-13 | Paper |
Asymptotic expansions of the null distribution of the LR test statistic for random-effects covariance structure in a parallel profile model
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2017-03-27 | 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 |
Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
Hiroshima Mathematical Journal | 2015-02-26 | 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 |
| An improvement method of sliced inverse regression using principal component analysis | 2014-07-25 | Paper |
Simple formula for calculating bias-corrected AIC in generalized linear models
Scandinavian Journal of Statistics | 2014-05-26 | Paper |
Principal Components Regression by Using Generalized Principal Components Analysis
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2014-04-30 | Paper |
Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
Journal of Multivariate Analysis | 2011-05-23 | 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 |
High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
Journal of Multivariate Analysis | 2010-06-25 | Paper |
Optimal discriminant functions for normal populations
Journal of Multivariate Analysis | 2008-12-10 | Paper |
Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size
Journal of Statistical Planning and Inference | 2008-09-29 | 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 |
Edgeworth expansion of Wilks' lambda statistic
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Contributions to multivariate analysis by Professor Yasunori Fujikoshi
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Asymptotic expansion for lack-of-fit test under nonnormality
Hiroshima Mathematical Journal | 2006-09-25 | Paper |
Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
Statistics & Probability Letters | 2006-06-30 | Paper |
Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-04-04 | Paper |
Asymptotic expansion of the null distribution of the likehood ratio statistic for testing the equality of variances in a nonnormal one-way ANOVA model
Hiroshima Mathematical Journal | 2003-10-13 | Paper |
Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
Hiroshima Mathematical Journal | 2002-10-23 | Paper |
| scientific article; zbMATH DE number 1344936 (Why is no real title available?) | 1999-09-29 | Paper |
Asymptotic Expansions for the Studentized Best Linear Discriminant Function Under Two Elliptical Populations
American Journal of Mathematical and Management Sciences | 1999-05-26 | Paper |
Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
Hiroshima Mathematical Journal | 1998-06-22 | Paper |
Asymptotic expansions for the best linear discriminant functions
Hiroshima Mathematical Journal | 1997-09-23 | Paper |
Discriminant analysis under elliptical populations
Hiroshima Mathematical Journal | 1995-02-16 | Paper |
A class of tests for a general covariance structure
Journal of Multivariate Analysis | 1990-01-01 | Paper |
Comparison of linear and quadratic discriminant functions
Biometrika | 1990-01-01 | Paper |
Comparison of powers of a class of tests for covariance matrices
Hiroshima Mathematical Journal | 1988-01-01 | Paper |
Asymptotic expansion for the distribution of the discriminant function in the first order autoregressive processes
Hiroshima Mathematical Journal | 1986-01-01 | Paper |
