Contributions to multivariate analysis by Professor Yasunori Fujikoshi

DOI10.1016/j.jmva.2006.05.013zbMath1112.01014OpenAlexW1982964150MaRDI 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

zbMATH Keywords

error boundsdimensionalityasymptotic expansionsgrowth curve modellatent rootsMANOVAmonotone transformationsselection of variables

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

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

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