zbMath0588.62068MaRDI QIDQ3716064
Yasunori Fujikoshi, Mínoru Siotani, Takesi Hayakawa
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
SIMULTANEOUS CONFIDENCE REGIONS IN AN EXTENDED GROWTH CURVE MODEL WITHkHIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES,
Understanding Influence in Multivariate Regression,
A FORMULA FOR NORMALIZING TRANSFORMATION OF SOME STATISTICS,
LIKELIHOOD RATIO TEST OF EQUALITY OF SEVERAL VARIANCES IN THE INTRACLASS CORRELATION MODEL,
Testing equality of mean vectors in a one-way MANOVA with monotone missing data,
On variance of sample matrix eigenvalue,
Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis,
In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling),
The effects on the distributions of sample canonical correlations under nonnormality,
Testing the equality of regression matrices when some additional data sets are available,
Testing equality of two mean vectors with monotone incomplete data,
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data,
Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments,
Unnamed Item,
Principal Component Analysis Based on a Subset of Variables: Variable Selection and Sensitivity Analysis,
Adjustment of Bartlett Type to Hotelling'sT2-Statistic Under Elliptical Distributions,
Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis,
Approximated confidence regions in multivariate linear calibration,
Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample,
Inferences on a normal covariance matrix and generalized variance with monotone missing data,
Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review,
Assessing the contribution of individual variables following rejection of a multivariate hypothesis,
A Stepwise AIC Method for Variable Selection in Linear Regression,
Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model,
Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables,
Simultaneous Confidence Intervals AmongkMean Vectors in Repeated Measures with Missing Data,
The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions,
Siotani's Contributions to Multivariate Statistical Analysis,
Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference I–Presentation of the Problem, Illustrated by the T2-Test,
Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model,
An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions,
Simultaneous Confidence Intervals AmongkMean Vectors in Repeated Measures with Missing Data,
Tail probabilities of the limiting null distributions of the Anderson--Stephens statistics,
Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures,
Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models,
On some multivariate gamma distributions connected with spanning trees,
One-sided tests for independence of seemingly unrelated regression equations,
Effects of transformations in higher order asymptotic expansions,
An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions,
Pairwise comparisons for parallel profile models with mixed effects,
Comparison of powers of a class of tests for multivariate linear hypothesis and independence,
Error bounds for asymptotic expansions of Wilks' lambda distribution,
Edgeworth expansion of Wilks' lambda statistic,
A family of estimators for multivariate kurtosis in a nonnormal linear regression model,
Heteroscedastic Discriminant Analysis with Expert Systems and NMR Applications,
High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices,
An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications,
A measure of total variability for the multivariate \(t\) distribution with applications to finance,
A test for population collinearity. A Kullback-Leibler information approach,
Higher-order Bartlett-type adjustment,
Tests for a family of random-effects covariance structures in a multivariate growth curve model,
Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution,
High-dimensional AIC in the growth curve model,
Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions,
An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples,
Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure,
Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods,
A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations,
Extended growth curve models with random-effects covariance structures,
Selection of model selection criteria for multivariate ridge regression,
Inference on covariance matrices under rank restrictions,
Limiting distributions of high-dimensional multivariate beta-type distributions,
Inequalities associated with intra-inter-class correlation matrices.,
Generalized linear models for beta correlated binary longitudinal data,
Effect of a Shrinkage Estimator on the Linear Discriminant Function,
A Note on the Conservative Multivariate Tukey-Kramer Multiple Comparison Procedure,
A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics,
A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions,
The inversion of correlation matrix for MA(1) process,
The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application,
A general treatment for selecting the best of several multivariate normal populations,
Integral representations and approximations for multivariate gamma distributions,
Transformations with improved chi-squared approximations,
Multiple comparisons of several heteroscedastic multivariate populations,
MANOVA for large hypothesis degrees of freedom under non-normality,
Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality,
On the conservative simultaneous confidence procedures for multiple comparisons among mean vectors,
Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size,
Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation,
Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality,
Second-order bias-corrected AIC in multivariate normal linear models under non-normality,
Local influence in principal component analysis: relationship between the local influence and influence function approaches revisited,
High-dimensional asymptotic expansions for the distributions of canonical correlations,
On the permutation test in canonical correlation analysis,
An unbiased \(C_p\) criterion for multivariate ridge regression,
Asymptotic expansions for a class of tests for a general covariance structure under a local alternative,
A Logic Programming and Expert Statistical Systems Approach for Tissue Characterization in Magnetic Resonance Imaging,
Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix,
Asymptotic biases in exploratory factor analysis and structural equation modeling,
An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition,
Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification,
Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case,
SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA,
High-dimensional Edgeworth expansion of a test statistic on independence and its error bound,
On the distribution of the maximum likelihood estimator of Cronbach's alpha,
Statistical inference for location and scale of elliptically contoured models with monotone missing data,
Covariance components selection in high-dimensional growth curve model with random coefficients,
A new confidence interval for all characteristic roots of a covariance matrix,
On some tests of the covariance matrix under general conditions,
A class of tests for a general covariance structure,
Principal component analysis with external information on both subjects and variables,
The Multivariate Tukey-Kramer Multiple Comparison Procedure Among Four Correlated Mean Vectors,
Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions,
Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large,
Improved confidence regions for a mean vector under general conditions,
Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis,
Estimation of the covariance matrix with two-step monotone missing data,
A non-iterative optimization method for smoothness in penalized spline regression,
Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models,
Correlation analysis of principal components from two populations,
Multivariate exponential families and the Taguchi loss function,
Multivariate normality test based on kurtosis with two-step monotone missing data,
Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension,
Dynamic Multiscale Spatiotemporal Models for Gaussian Areal Data,
On the asymptotic normality of test statistics using Song's kurtosis,
A Variable Selection Criterion for Two Sets of Principal Component Scores in Principal Canonical Correlation Analysis,
On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data,
High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound,
Growth curve model with bilinear random coefficients,
Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality,
Validation of Simulation Models via Simultaneous Confidence Intervals,
Approximation of the non-null distribution of generalized \(T^2\)-statistics,
Asymptotics for testing hypothesis in some multivariate variance components model under non-normality,
The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption,
A test of homogeneity for age-dependent branching processes with immigration,
Multivariate Simulation Output Analysis,
Asymptotic expansions and bootstrap approximations in factor analysis,
Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t2statlstics under normality,
Asymptotic Expansions for the Studentized Best Linear Discriminant Function Under Two Elliptical Populations,
Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data,
Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality,
Measures of dependence for the multivariate t distribution with applications to the stock market