The following pages link to Yoshihide Kakizawa (Q273718):
Displaying 50 items.
- Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers (Q273719) (← links)
- Improved chi-squared tests for a composite hypothesis (Q413759) (← links)
- Third-order local power properties of tests for a composite hypothesis. II (Q495347) (← links)
- Inverse gamma kernel density estimation for nonnegative data (Q526973) (← links)
- A note on generalized Bernstein polynomial density estimators (Q537474) (← links)
- Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
- Corrigendum to: Improved additive adjustments for the LR/ELR test statistics (Q634584) (← links)
- Generalized Cordeiro-Ferrari Bartlett-type adjustment (Q712543) (← links)
- Multiple comparisons of several homoscedastic multivariate populations (Q734417) (← links)
- An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions (Q842960) (← links)
- A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions (Q928852) (← links)
- Multiple comparisons of several heteroscedastic multivariate populations (Q945467) (← links)
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality (Q947242) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- On exponential rates of estimators of the parameter in the first-order autoregressive process (Q1265988) (← links)
- Higher-order Bartlett-type adjustment (Q1378800) (← links)
- Parameter estimation and hypothesis testing in stationary vector time series (Q1380591) (← links)
- Asymptotic theory of statistical inference for time series (Q1582806) (← links)
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
- Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation (Q1681054) (← links)
- Third-order local power properties of tests for a composite hypothesis (Q1931870) (← links)
- Multiplicative bias correction for asymmetric kernel density estimators revisited (Q2007997) (← links)
- Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data (Q2057838) (← links)
- Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data (Q2189108) (← links)
- A class of Birnbaum-Saunders type kernel density estimators for nonnegative data (Q2242028) (← links)
- Bias corrections for some asymmetric kernel estimators (Q2343833) (← links)
- Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
- Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood (Q2374402) (← links)
- Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators (Q2444406) (← links)
- Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
- (Q3420149) (← links)
- Bernstein polynomial estimation of a spectral density (Q3440758) (← links)
- A Test of Equality of Mean Vectors of Several Heteroscedastic Multivariate Populations (Q3542428) (← links)
- (Q3580326) (← links)
- Second-Order Power Comparison of Tests (Q3585247) (← links)
- Discrimination and Clustering for Multivariate Time Series (Q3839607) (← links)
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (Q4247979) (← links)
- ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037) (← links)
- Discriminant analysis for non-gaussian vector stationary processes (Q4344665) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR DISCRIMINANT ANALYSIS IN GAUSSIAN STATIONARY PROCESSES (Q4354738) (← links)
- APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS (Q4354749) (← links)
- Higher order monotone Bartlett-type adjustment for some multivariate test statistics (Q4364962) (← links)
- Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter (Q4648655) (← links)
- THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
- EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE (Q4787569) (← links)
- Bernstein polynomial probability density estimation (Q4820843) (← links)
- (Q4834442) (← links)
- Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First‐order Autoregression (Q4939804) (← links)
- Note on the Asymptotic Efficiency of Sample Covariances in Gaussian Vector Stationary Processes (Q4939815) (← links)
