| Publication | Date of Publication | Type |
|---|
| An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms | 2024-01-15 | Paper |
| Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering | 2022-12-13 | Paper |
| A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration | 2022-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5011487 | 2021-08-27 | Paper |
| Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters | 2021-05-25 | Paper |
| Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis | 2021-05-03 | Paper |
| A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables | 2020-05-13 | Paper |
| A consistent variable selection method in high-dimensional canonical discriminant analysis | 2020-02-05 | Paper |
| Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis | 2019-09-23 | Paper |
| A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion | 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 | 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 | 2017-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2976009 | 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 | 2016-06-10 | Paper |
| Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables | 2015-10-20 | Paper |
| A non-iterative optimization method for smoothness in penalized spline regression | 2015-10-16 | Paper |
| A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large | 2015-06-02 | Paper |
| Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method | 2015-02-26 | Paper |
| Tests for covariance matrices in high dimension with less sample size | 2014-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4981583 | 2014-06-24 | Paper |
| Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification | 2014-06-18 | Paper |
| Simple formula for calculating bias-corrected AIC in generalized linear models | 2014-05-26 | Paper |
| Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression | 2014-01-13 | Paper |
| A class of cross-validatory model selection criteria | 2013-10-09 | Paper |
| A family of regression models having partially additive and multiplicative covariate structure | 2013-08-28 | Paper |
| Bias-corrected AIC for selecting variables in Poisson regression models | 2013-07-04 | Paper |
| Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods | 2013-03-05 | Paper |
| Iterative bias correction of the cross-validation criterion | 2012-09-01 | Paper |
| Bias-corrected AIC for selecting variables in multinomial logistic regression models | 2012-05-11 | Paper |
| Estimation of varying coefficients for a growth curve model | 2012-03-02 | Paper |
| Second-order bias-corrected AIC in multivariate normal linear models under non-normality | 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 | 2011-01-31 | Paper |
| GLS discrepancy based information criteria for selecting covariance structure models | 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 | 2010-05-05 | Paper |
| An unbiased \(C_p\) criterion for multivariate ridge regression | 2010-04-06 | Paper |
| Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case | 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 | 2008-04-23 | Paper |
| A family of estimators for multivariate kurtosis in a nonnormal linear regression model | 2007-01-09 | Paper |
| Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition | 2006-12-07 | Paper |
| Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case | 2006-06-09 | Paper |
| Three Approximate Solutions to the Multivariate Behrens–Fisher Problem | 2006-01-18 | Paper |
| The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption | 2006-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5316929 | 2005-09-15 | Paper |
| On distribution of AIC in linear regression models | 2005-06-27 | Paper |
| Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality | 2004-10-28 | Paper |
| Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models | 2004-10-05 | Paper |
| Adjustment on an asymptotic expansion of the distribution function with \({\chi}^2\)-approximation | 2003-10-13 | Paper |
| Knot-Placement to Avoid over Fitting inB-Spline Scedastic Smoothing | 2003-07-31 | Paper |
| Bias correction of AIC in logistic regression models | 2003-07-30 | Paper |
| Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model | 2003-05-19 | Paper |
| Bridging the Gap BetweenB-Spline and Polynomial Regression Model | 2003-04-02 | Paper |
| Asymptotic expansions of the null distributions of three test statistics in a nonnormal GMANOVA model | 2003-02-26 | Paper |
| Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality | 2002-10-23 | Paper |
| Asymptotic expansion of the null distribution of one-way anova test statistic for heteroscedastic case under nonnormal1ty | 2002-07-28 | Paper |
| ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY | 2001-01-11 | Paper |
