Nariaki Sugiura

Available identifiers

zbMath Open sugiura.nariakiMaRDI QIDQ788428

List of research outcomes

Publication	Date of Publication	Type
Biased and unbiased two-sided Wilcoxon tests for equal sample sizes	2006-09-12	Paper
Homogeneity of variances in normal linear regression with a change point	2000-09-24	Paper
Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison	1999-11-10	Paper
Generalized bayes and multiple contrasts tests for simple loop-ordered normal means	1999-01-01	Paper
Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix	1997-09-23	Paper
Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison	1997-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4891971	1996-10-28	Paper
Testing change-points with linear trend	1995-08-20	Paper
Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data	1995-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q3201312	1989-01-01	Paper
Locally best invariant test for outliers in a gamma type distribution	1989-01-01	Paper
Improved estimators for the location of double exponential distribution	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3497052	1989-01-01	Paper
Entropy loss and risk of improved estimators for the generalized variance and precision	1988-01-01	Paper
Estimating common parameters of growth curve models	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3355101	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3785786	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4725491	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3711507	1984-01-01	Paper
Asymptotic risk comparison of improved estimators for normal covariance matrix	1982-01-01	Paper
Further analysis of the data by Akaike's information criterion and the finite corrections	1978-01-01	Paper
Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4137937	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4153942	1976-01-01	Paper
Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis	1974-01-01	Paper
Maximum likelihood estimates for the logit model and the iterative scaling method	1974-01-01	Paper
Maximum likelihood estimates for the logit model and the iterative scaling method	1974-01-01	Paper
Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis	1973-01-01	Paper
Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives	1973-01-01	Paper
Approximate distribution of the maximum of c−1 x2-statistics (2 × 2) derived from 2 ×C contingency table	1973-01-01	Paper
Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis	1973-01-01	Paper
Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative	1973-01-01	Paper
Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis	1972-01-01	Paper
Locally Best Invariant Test for Sphericity and the Limiting Distributions	1972-01-01	Paper
Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)	1971-01-01	Paper
Note on Some Formulas for Weighted Sums of Zonal Polynomials	1971-01-01	Paper
Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence	1969-01-01	Paper
On Bartlett's Test and Lehmann's Test for Homogeneity of Variances	1969-01-01	Paper
Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix	1969-01-01	Paper
Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices	1968-01-01	Paper
An example of the two-sided Wilcoxon test which is not unbiased	1965-01-01	Paper
Multisample and multivariate nonparametric tests based on U statistics and their asymptotic efficiencies	1965-01-01	Paper
The bivariate orthogonal inverse expansion and the moments of order statistics	1964-01-01	Paper
A generalization of the Wilcoxon test for censored data. II: Several- sample problem	1964-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5736630	1963-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3844037	1962-01-01	Paper

Research outcomes over time

Doctoral students

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