Zobrazeno 1 - 10
of 178
pro vyhledávání: '"Yasunori Fujikoshi"'
Autor:
Yasunori Fujikoshi, Tetsuro Sakurai
Publikováno v:
Mathematics, Vol 11, Iss 3, p 671 (2023)
In this paper, we consider the high-dimensional consistencies of KOO methods for selecting response variables in multivariate linear regression with covariance structures. Here, the covariance structures are considered as (1) independent covariance s
Externí odkaz:
https://doaj.org/article/503e0612fbc24bd08b8da965df9ca6bd
Publikováno v:
Bernoulli. 28
Publikováno v:
American Journal of Mathematical and Management Sciences. 41:185-199
Publikováno v:
Communications in Statistics - Simulation and Computation. 52:2177-2193
The difficulty to efficiently compute the null distribution of the largest eigenvalue of a MANOVA matrix has hindered the wider applicability of Roy’s Largest Root Test (RLRT) though it was propose...
Publikováno v:
American Journal of Mathematical and Management Sciences. 40:1-16
This article focuses on the maximum likelihood estimators (MLEs) of the mean parameter vector and the covariance matrix in a one-sample version of the growth curve model when the dataset has a mono...
Publikováno v:
Communications in Statistics - Theory and Methods. 51:2385-2413
This paper is concerned with high-dimensional asymptotic results for W- and Z- rules when the sample size N and the dimension are large. Firstly, we give a unified location and scale mixture expression of the standard normal distribution for W and Z
Publikováno v:
Communications in Statistics - Theory and Methods. 50:3453-3476
In a multivariate linear regression with a p-dimensional response vector y and a q-dimensional explanatory vector x, we consider a multivariate calibration problem requiring the estimation of an un...
Publikováno v:
Journal of Statistical Planning and Inference. 204:187-205
In this paper, we deal with the optimization method of ridge parameters in a generalized ridge regression by minimizing a model selection criterion (MSC). The optimization methods based on minimizations of generalized C p criterion and GCV criterion
Publikováno v:
Sankhya A. 83:109-127
We consider the strong consistency of a log-likelihood-based information criterion in a normality-assumed canonical correlation analysis between q- and p-dimensional random vectors for a high-dimensional case such that the sample size n and number of
Autor:
Tetsuro Sakurai, Yasunori Fujikoshi
Publikováno v:
Japanese Journal of Statistics and Data Science. 2:155-171
This paper is concerned with selection of variables in two-group discriminant analysis with the same covariance matrix. We propose a test-based method (TM) drawing on the significance of each variable. Sufficient conditions for the test-based method