Contributions to multivariate analysis by Professor Yasunori Fujikoshi
From MaRDI portal
Publication:855899
DOI10.1016/j.jmva.2006.05.013zbMath1112.01014MaRDI QIDQ855899
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
error bounds; dimensionality; asymptotic expansions; growth curve model; latent roots; MANOVA; monotone transformations; selection of variables
Cites Work
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- A class of tests for a general covariance structure
- Estimation and model selection in an extended growth curve model
- Asymptotic expansions for the standardized and Studentized estimates in the growth curve model
- Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
- The growth curve model with an autoregressive covariance structure
- On the distributions of the Hotelling's \(T^ 2\)-statistics
- Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
- A criterion for variable selection in multiple discriminant analysis
- Asymptotic approximations for the distributions of multinomial goodness- of-fit statistics
- Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
- Multivariate analysis of variance with fewer observations than the dimension
- Error bounds for asymptotic expansions of Wilks' lambda distribution
- Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator
- An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
- Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
- Comparison of powers of a class of tests for multivariate linear hypothesis and independence
- Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions
- An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
- 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
- Lower bounds for the distributions of certain multivariate test statistics
- Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
- 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
- Variable selection for the growth curve model
- An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
- Improvement on chi-squared approximation by monotone transformation
- Bias correction of AIC in logistic regression models
- Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
- Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
- Two-way ANOVA models with unbalanced data
- A study of redundancy of some variables in covariate discriminant analysis
- Selection of variables in a multivariate inverse regression problem
- On tests for selection of variables and independence under multivariate regression models
- 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
- The likelihood ratio tests for the dimensionality of regression coefficients
- Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
- Growth curve model with hierarchical within-individuals design matrices
- Transformations with improved chi-squared approximations
- Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
- On the distribution of a statistic in multivariate inverse regression analysis
- An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
- Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
- A note on a Manova model applied to problems in growth curve
- Monotonicity of the power functions of some tests in general MANOVA models
- \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
- LR Tests for some Linear Hypotheses in an Extended Growth Curve Model
- Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
- Asymptotic expansions for the distributions of the sample roots under nonnormality
- Selection of covariables in the growth curve model
- Partial differential equations for hypergeometric functions 3F2 of matrix argument
- The block replacement model with inactivity periods and general cost structure
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Estimation of dimensionality in canonical correlation analysis
- Simultaneous confidexce intervals in an extended crow iii curve model
- Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
- Asymptotic aproximations for EPMC’s of the linear and the quadratic discriminant functions when the sample sizes and the dimension are large
- A Generalized Tukey Conjecture for Multiple Comparisons Among Mean Vectors
- A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
- STABILITY OF MULTIDIMENSIONAL SCALING WITH AN ERROR MODEL
- Modified AIC and Cp in multivariate linear regression
- 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
- An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions
- SIMULTANEOUS CONFIDENCE REGIONS IN AN EXTENDED GROWTH CURVE MODEL WITHkHIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES
- The effects on the distributions of sample canonical correlations under nonnormality
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
- The Distribution of the Latent Roots of the Covariance Matrix
- Asymptotic Theory for Principal Component Analysis
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A High Dimensional Two Sample Significance Test
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
- Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
- Some Comments on C P
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis
- TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS
- On the Limiting Distribution of Roots of a Determinantal Equation
