| Publication | Date of Publication | Type |
|---|
| The multivariate t -distribution with multiple degrees of freedom | 2023-11-29 | Paper |
| The Wishart distribution with two different degrees of freedom | 2023-07-12 | Paper |
| The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio | 2023-03-17 | Paper |
| Some Improvements on Markov's Theorem with Extensions | 2022-09-28 | Paper |
| Unified and non-recursive formulas for moments of the normal distribution with stripe truncation | 2022-09-14 | Paper |
| Expository moments for pseudo distributions | 2022-07-11 | Paper |
| The multivariate Markov and multiple Chebyshev inequalities | 2022-06-27 | Paper |
| Alternative expectation formulas for real-valued random vectors | 2022-06-27 | Paper |
| An asymptotic equivalence of the cross-data and predictive estimators | 2022-06-27 | Paper |
| Improvements of the Markov and Chebyshev inequalities using the partial expectation | 2022-05-25 | Paper |
| Asymptotic biases of information and cross-validation criteria under canonical parametrization | 2022-05-23 | Paper |
| Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification | 2022-05-18 | Paper |
| The echelon Markov and Chebyshev inequalities | 2022-05-18 | Paper |
| Maximization of some types of information for unidentified item response models with guessing parameters | 2022-01-14 | Paper |
| A unified treatment of agreement coefficients and their asymptotic results: the formula of the weighted mean of weighted ratios | 2021-10-26 | Paper |
| A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation | 2021-04-29 | Paper |
| The multiple Cantelli inequalities | 2020-03-10 | Paper |
| The inverse survival function for multivariate distributions and its application to the product moment | 2019-02-20 | Paper |
| PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS | 2018-12-04 | Paper |
| A family of the information criteria using the phi-divergence for categorical data | 2018-08-20 | Paper |
| ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA | 2018-03-07 | Paper |
| Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases | 2017-10-06 | Paper |
| Expected predictive least squares for model selection in covariance structures | 2017-02-23 | Paper |
| Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation | 2017-02-22 | Paper |
| Optimal information criteria minimizing their asymptotic mean square errors | 2017-01-27 | Paper |
| Bias correction of the Akaike information criterion in factor analysis | 2016-06-03 | Paper |
| Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods | 2016-04-20 | Paper |
| Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality | 2016-01-15 | Paper |
| Bias Adjustment Minimizing the Asymptotic Mean Square Error | 2015-12-08 | Paper |
| Asymptotic standard errors of IRT observed-score equating methods | 2015-03-05 | Paper |
| Oblique factors and components with independent clusters | 2015-03-05 | Paper |
| Asymptotic biases in exploratory factor analysis and structural equation modeling | 2015-03-05 | Paper |
| Asymptotic properties of the Bayes modal estimators of item parameters in item response theory | 2015-03-03 | Paper |
| Asymptotic expansion of the sample correlation coefficient under nonnormality | 2015-02-25 | Paper |
| Asymptotic expansions for the ability estimator in item response theory | 2015-01-30 | Paper |
| Estimation of Ability with Reduced Asymptotic Mean Square Error in Item Response Theory | 2014-10-23 | Paper |
| Concise formulas for the standard errors of component loading estimates | 2014-10-15 | Paper |
| Standard errors of fit indices using residuals in structural equation modeling | 2014-08-06 | Paper |
| Some relationships between factors and components | 2014-07-18 | Paper |
| Erratum to: ``Some relationships between factors and components | 2014-07-18 | Paper |
| Asymptotic cumulants of the estimator of the canonical parameter in the exponential family | 2014-01-23 | Paper |
| Asymptotic cumulants of ability estimators using fallible item parameters | 2014-01-10 | Paper |
| Stratified Coefficients of Reliability and Their Sampling Behavior Under Nonnormality | 2013-11-25 | Paper |
| Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory | 2013-01-16 | Paper |
| Asymptotic Expansions of the Distributions of the Polyserial Correlation Coefficients | 2012-04-18 | Paper |
| Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality | 2012-03-02 | Paper |
| Cornish-Fisher expansions using sample cumulants and monotonic transformations | 2011-10-25 | Paper |
| Asymptotic cumulants of the parameters estimators in item response theory | 2011-07-18 | Paper |
| Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators | 2011-06-10 | Paper |
| Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory | 2010-09-01 | Paper |
| Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient | 2010-03-01 | Paper |
| Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures | 2009-07-22 | Paper |
| Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures | 2009-05-12 | Paper |
| On the estimators of model-based and maximal reliability | 2009-04-21 | Paper |
| Asymptotic expansions in mean and covariance structure analysis | 2009-03-25 | Paper |
| Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models | 2009-01-12 | Paper |
| Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling | 2008-12-04 | Paper |
| Asymptotic robustness of the asymptotic biases in structural equation modeling | 2008-11-26 | Paper |
| Asymptotic Expansions of the Distribution of the Estimator for the Generalized Partial Correlation Under Nonnormality | 2008-10-20 | Paper |
| Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality | 2008-05-19 | Paper |
| Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality | 2008-03-05 | Paper |
| Approximations to the Distribution of the Sample Coefficient Alpha Under Nonnormality | 2006-10-20 | Paper |
| Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality | 2006-03-29 | Paper |
| Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis | 2006-03-29 | Paper |
| Bias Reduction of Estimated Standard Errors in Factor Analysis | 2005-07-04 | Paper |
| Correlations Among Maximum Likelihood and Weighted/Unweighted Least Squares Estimators in Factor Analysis | 2004-05-18 | Paper |
| Standard Errors for the Harris-Kaiser Case II Orthoblique Solution | 2003-07-13 | Paper |
| Asymptotic Correlations Between Rotated Solutions in Factor Analysis | 2003-07-03 | Paper |
| Rasch's multiplicative Poisson model with covariates | 1997-07-16 | Paper |
