Contributions to multivariate analysis by Professor Yasunori Fujikoshi

DOI10.1016/J.JMVA.2006.05.013zbMATH Open1112.01014OpenAlexW1982964150MaRDI QIDQ855899FDOQ855899

Authors: Hirofumi Wakaki, Mínoru Siotani 

Publication date: 7 December 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.05.013

Recommendations

• Siotani's Contributions to Multivariate Statistical Analysis
• Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
• An asymptotic expansion of the nonnull distribution of Wilks criterion for testing the multivariate linear hypothesis
• scientific article; zbMATH DE number 3945094
• Memorial article for late Professor Minoru Siotani

zbMATH Keywords

error boundsasymptotic expansionsdimensionalityMANOVAgrowth curve modelmonotone transformationslatent rootsselection of variables

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Cites Work

• Title not available (Why is that?)
• Some Comments on C P
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Some Non-Central Distribution Problems in Multivariate Analysis
• Further analysis of the data by Akaike's information criterion and the finite corrections
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• On the Limiting Distribution of Roots of a Determinantal Equation
• Asymptotic Theory for Principal Component Analysis
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
• Simultaneous confidexce intervals in an extended crow iii curve model
• SIMULTANEOUS CONFIDENCE REGIONS IN AN EXTENDED GROWTH CURVE MODEL WITHkHIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES
• Multivariate analysis of variance with fewer observations than the dimension
• Estimation of dimensionality in canonical correlation analysis
• A Significance Test for the Separation of Two Highly Multivariate Small Samples
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Bias correction of AIC in logistic regression models
• Title not available (Why is that?)
• Modified AIC and Cp in multivariate linear regression
• A note on a Manova model applied to problems in growth curve
• Comparison of powers of a class of tests for multivariate linear hypothesis and independence
• The Distribution of the Latent Roots of the Covariance Matrix
• Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
• Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• Error bounds for asymptotic expansions of Wilks' lambda distribution
• Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
• Asymptotic aproximations for EPMC’s of the linear and the quadratic discriminant functions when the sample sizes and the dimension are large
• Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
• Variable selection for the growth curve model
• Transformations with improved chi-squared approximations
• Selection of variables for discriminant analysis in a high-dimensional case
• Title not available (Why is that?)
• Selection of covariables in the growth curve model
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
• A High Dimensional Two Sample Significance Test
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• Estimation and model selection in an extended growth curve model
• A criterion for variable selection in multiple discriminant analysis
• Asymptotic approximations for the distributions of multinomial goodness- of-fit statistics
• A class of tests for a general covariance structure
• Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
• Improvement on chi-squared approximation by monotone transformation
• Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
• Monotonicity of the power functions of some tests in general MANOVA models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• Selection of variables in a multivariate inverse regression problem
• Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
• An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
• A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
• Title not available (Why is that?)
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Two-way ANOVA models with unbalanced data
• The likelihood ratio tests for the dimensionality of regression coefficients
• Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Lower bounds for the distributions of certain multivariate test statistics
• Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions
• Asymptotic expansions for the standardized and Studentized estimates in the growth curve model
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
• Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
• The growth curve model with an autoregressive covariance structure
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• On tests for selection of variables and independence under multivariate regression models
• On the distributions of the Hotelling's \(T^ 2\)-statistics
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
• Title not available (Why is that?)
• An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
• Tests for random-effects covariance structures in the growth curve model with covariates
• Tests for the mean direction of the Langevin distribution with large concentration parameter
• Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• Approximations for the quantiles of Student's \(t\) and \(F\) distributions and their error bounds
• A study of redundancy of some variables in covariate discriminant analysis
• Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds
• LR tests for random-coefficient covariance structures in an extended growth curve model
• Growth curve model with hierarchical within-individuals design matrices
• On the distribution of a statistic in multivariate inverse regression analysis
• LR Tests for some Linear Hypotheses in an Extended Growth Curve Model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Partial differential equations for hypergeometric functions ₃F₂ of matrix argument
• The block replacement model with inactivity periods and general cost structure
• Title not available (Why is that?)
• A Generalized Tukey Conjecture for Multiple Comparisons Among Mean Vectors
• STABILITY OF MULTIDIMENSIONAL SCALING WITH AN ERROR MODEL
• Title not available (Why is that?)
• The effects on the distributions of sample canonical correlations under nonnormality
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS
• Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator

Cited In (2)

• On the analytical methods considered essential by Prof. Masanao Aoki in his Japanese textbook
• Title not available (Why is that?)

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