The following pages link to Hirofumi Wakaki (Q538187):
Displaying 32 items.
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure (Q622451) (← links)
- Asymptotic expansions for the best linear discriminant functions (Q674577) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Edgeworth expansion of Wilks' lambda statistic (Q855903) (← links)
- Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size (Q947247) (← links)
- Optimal discriminant functions for normal populations (Q958906) (← links)
- High-dimensional Edgeworth expansion of a test statistic on independence and its error bound (Q979234) (← links)
- Comparison of powers of a class of tests for covariance matrices (Q1120229) (← links)
- Discriminant analysis under elliptical populations (Q1336493) (← links)
- Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population (Q1370803) (← links)
- Asymptotic expansion of the null distribution of the likehood ratio statistic for testing the equality of variances in a nonnormal one-way ANOVA model (Q1409328) (← links)
- Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality (Q1612043) (← links)
- Asymptotic expansion for the distribution of the discriminant function in the first order autoregressive processes (Q1820533) (← links)
- Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large (Q2258627) (← links)
- Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method (Q2258633) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- EPMC estimation in discriminant analysis when the dimension and sample sizes are large (Q2357389) (← links)
- Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution (Q2494873) (← links)
- Asymptotic expansion for lack-of-fit test under nonnormality (Q2504335) (← links)
- Asymptotic Expansions of the Null Distribution of the LR Test Statistic for Random-Effects Covariance Structure in a Parallel Profile Model (Q2970129) (← links)
- Comparison of linear and quadratic discriminant functions (Q3033140) (← links)
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (Q3520977) (← links)
- Asymptotic Expansions for the Studentized Best Linear Discriminant Function Under Two Elliptical Populations (Q4240880) (← links)
- (Q4266184) (← links)
- Selection of the Linear and the Quadratic Discriminant Functions when the Difference between Two Covariance Matrices is Small (Q4578220) (← links)
- Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis (Q4641658) (← links)
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size (Q4661426) (← links)
- (Q5171153) (← links)
- Principal Components Regression by Using Generalized Principal Components Analysis (Q5413546) (← links)
- Simple Formula for Calculating Bias‐corrected AIC in Generalized Linear Models (Q5418641) (← links)
