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- Zonal polynomials (1984)

- Erdős–Feller–Kolmogorov–Petrowsky law of the iterated logarithm for self-normalized martingales: A game-theoretic approach. The Annals of Probability 2019. 47:1136-1161 .
- Differential relations for the largest root distribution of complex non-central Wishart matrices. Advanced Studies in Pure Mathematics 2018. 2018:- .
- Non-linear time-varying stochastic models for agroclimate risk assessment. Environmental and Ecological Statistics 2015. 22:227-246 .
- An Extended Power Model for Point Processes in a Finite Interval and its Application to Bid Arrival Processes of Online Auctions. Japanese Journal of Applied Statistics 2015. 44:89-100 .
- Standard imsets for undirected and chain graphical models. Bernoulli 2015. 21:1467-1493 .
- Graver basis for an undirected graph and its application to testing the beta model of random graphs. Annals of the Institute of Statistical Mathematics 2013. 65:191-212 .
- Lévy’s Zero–One Law in Game-Theoretic Probability. Journal of Theoretical Probability 2012. 25:1-24 .
- Application of arrangement theory to unfolding models. Advanced Studies in Pure Mathematics 2012. 2012:- .
- Academic statistical activities with a broad perspective. Journal of the Japan Statistical Society 2012. 41:251-264 .
- A Markov basis for two-state Toric homogeneous Markov chain model without initial parameters. Journal of the Japan Statistical Society 2011. 41:33-49 .
- The generality of the zero-one laws. Annals of the Institute of Statistical Mathematics 2011. 63:873-885 .
- Markov Chain Monte Carlo tests for designed experiments. Journal of Statistical Planning and Inference 2010. 140:817-830 .
- Markov basis and Gröbner basis of Segre-Veronese configuration for testing independence in group-wise selections. Annals of the Institute of Statistical Mathematics 2010. 62:299-321 .
- Markov basis and Gröbner basis of Segre–Veronese configuration for testing independence in group-wise selections. Annals of the Institute of Statistical Mathematics 2010. 62:299-321 .
- Markov basis for design of experiments with three-level factors. .
- Connecting tables with zero-one entries by a subset of a Markov basis. .
- Statistical analysis of subject selection data in NCUEE examination. Japanese Journal of Applied Statistics 2010. 39:71-100 .
- Minimal and minimal invariant Markov bases of decomposable models for contingency tables. Bernoulli 2010. 16:208-233 .
- Multistep bayesian strategy in coin-tossing games and its applications to asset trading games in continuous time. Stochastic Analysis and Applications 2010. 28:842-861 .
- On connectivity of fibers with positive marginals in multiple logistic regression. Journal of Multivariate Analysis 2010. 101:909-925 .
- A new formulation of asset trading games in continuous time with essential forcing of variation exponent. Bernoulli 2009. 15:1243-1258 .
- Integral representations of one-dimensional projections for multivariate stable densities. Journal of Multivariate Analysis 2009. 100:334-344 .
- Some recent topics from computational algebraic statistics. Journal of the Japan Statistical Society 2009. 39 J:137-159 .
- Bayes admissible estimation of the means in Poisson decomposable graphical models. Journal of Statistical Planning and Inference 2009. 139:1297-1319 .
- Some characterizations of affinely full-dimensional factorial designs. Journal of Statistical Planning and Inference 2009. 139:3525-3532 .
- Implications of contrarian and one-sided strategies for the fair-coin game. Stochastic Processes and their Applications 2008. 118:2125-2142 .
- On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game. Annals of the Institute of Statistical Mathematics 2008. 60:801-812 .
- Capital process and optimality properties of a Bayesian skeptic in coin-tossing games. Stochastic Analysis and Applications 2008. 26:1161-1180 .
- Star-shaped distributions and their generalizations. Journal of Statistical Planning and Inference 2008. 138:3429-3447 .
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues. Journal of Multivariate Analysis 2008. 99:751-775 .
- Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix. Journal of Statistical Planning and Inference 2008. 138:3357-3378 .
- Hierarchical orbital decompositions and extended decomposable distributions. Journal of Multivariate Analysis 2008. 99:339-357 .
- Minimal invariant Markov basis for sampling contingency tables with fixed marginals. Annals of the Institute of Statistical Mathematics 2008. 60:229-256 .
- Conditions for swappability of records in a microdata set when some marginals are fixed. Computational Statistics 2007. 22:173-185 .
- Inference on eigenvalues of Wishart distribution using asymptotics with respect to the dispersion of population eigenvalues. Sankhyā: The Indian Journal of Statistics 2007. 69:717-733 .
- Simultaneous estimation of the means in some Poisson log linear models. Journal of the Japan Statistical Society 2006. 36:17-36 .
- Parallel matching for ranking all teams in a tournament. Advances in Applied Probability 2006. 38:804-826 .
- Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small. Bernoulli 2006. 12:1003-1017 .
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives. Communications in Statistics: Theory and Methods 2006. 35:149-172 .
- Validity of the expected Euler characteristic heuristic. The Annals of Probability 2005. 33:1362-1396 .
- Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE. Annals of the Institute of Statistical Mathematics 2005. 57:183-199 .
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix. Journal of Multivariate Analysis 2005. 94:271-299 .
- Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small. Annals of the Institute of Statistical Mathematics 2005. 57:1-19 .
- Characterization of rankings generated by linear discriminant analysis. Journal of Multivariate Analysis 2005. 92:343-358 .
- Markov Chain Monte Carlo exact tests for incomplete two-way contingency tables. Journal of Statistical Computation and Simulation 2005. 75:787-812 .
- Tail probabilities of the limiting null distriutions of the Anderson-Stephens statistics. Journal of Multivariate Analysis 2004. 89:261-291 .
- Some characterizations of minimal Markov basis for sampling from discrete conditional distributions. Annals of the Institute of Statistical Mathematics 2004. 56:1-17 .
- Tail probability via the tube formula when the critical radius is zero. Bernoulli 2003. 9:535-558 .
- Tail probability via tube formula when the critical radius is zero. Bernoulli 2003. 9:535-558 .
- Minimal basis for a connected Markov chain over $3 × 3 × K$ contingency tables with fixed two-dimensional marginals. Australian & New Zealand Journal of Statistics 2003. 45:229-249 .
- Current trends in theorectical research of statistical disclosure control problem. Proceedings of the Institute of Statistical Mathematics 2003. 51:241-260 .
- On the special issue ``Statistical disclosure control techniques". Proceedings of the Institute of Statistical Mathematics 2003. 51:181-181 .
- On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains. The Annals of Applied Probability 2002. 12:768-796 .
- Local recording and record swapping by maximum weight matching for disclosure control of microdata sets. Journal of Official Statistics 2002. 18:275-289 .
- Application of tube formula to distributional problems in multiway layouts. Applied Stochastic Models in Business and Industry 2002. 18:245-257 .
- Tail probabilities of the maxima of multilinear forms and their applications. The Annals of Statistics 2001. 29:328-371 .
- Maximum covariance difference test for equality of two covariance matrices. .
- Tail probabilities of the maxima of multilinear forms and their applications. The Annals of Statistics 2001. 29:328-371 .
- On reduction of finite-sample variance by extended Latin hypercube sampling. Bernoulli 2000. 6:1035-1050 .
- Some models for merging groups in microdata. Japanese Journal of Applied Statistics 2000. 29:63-82 .
- Shrinkage estimation towards a closed convex set with a smooth boundary. Journal of Multivariate Analysis 2000. 75:79-111 .
- Some Geometry of the Cone of Nonnegative Definite Matrices and Weights of Associated X2 Distribution. Annals of the Institute of Statistical Mathematics 2000. 52:1-14 .
- Rankings generated by spherical discriminant analysis. Journal of the Japan Statistical Society 2000. 30:43-51 .
- Some geometry of the cone of nonnegative definite matrices and weights of associated $\bar\chi^2$ distribution. Annals of the Institute of Statistical Mathematics 2000. 52:1-14 .
- Distribution of the maximum of Gaussian random field: Tube method and Euler characteristic method (Japanese). Proceedings of the Institute of Statistical Mathematics 1999. 47:201-221 .
- Shrinkage to smooth non-convex cone: Principal component analysis as Stein estimation. Communications in Statistics: Theory and Methods 1999. 28:651-669 .
- Relationship between logarithmic series model and other superpopulation models useful for microdata disclosure risk assessment. Journal of the Japan Statistical Society 1998. 28:125-134 .
- Weights of $overline{\chi}{}\sp 2$ distribution for smooth or piecewise smooth cone alternatives. The Annals of Statistics 1997. 25:2368-2387 .
- Weights of $overline{\chi}{}\sp 2$ distribution for smooth or piecewise smooth cone alternatives. The Annals of Statistics 1997. 25:2368-2387 .
- On rankings generated by pairwise linear discriminant analysis of $m$ populations. Journal of Multivariate Analysis 1997. 61:1-28 .
- The effect of heteroscedasticity on the actual size of the Chow test. Journal of the Japan Statistical Society 1996. 26:127-134 .
- A proof of independent Bartlett correctability of nested likelihood ratio tests. Annals of the Institute of Statistical Mathematics 1996. 48:603-620 .
- Stepdown likelihood ratio test on each parameter component in testing equality of covariance matrices. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1994. 1994:385-396 .
- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss. Journal of Multivariate Analysis 1992. 41:117-131 .
- A new proof of admissibility of tests in the multivariate analysis of variance. .
- Some results on univariate and multivariate Cornish-Fisher expansion: Algebraic properties and validity. Sankhyā, Series A 1988. 50:111-136 .
- On sum of 0-1 random variables I. Univariate case. Annals of the Institute of Statistical Mathematics 1987. 39:85-102 .
- On sum of 0-1 random variables II. Multivariate case. Annals of the Institute of Statistical Mathematics 1987. 39:307-324 .
- On sum of 0–1 random variables I. Univariate case. Annals of the Institute of Statistical Mathematics 1987. 39:85-102 .
- Why do noninvertible estimated moving averages occur?. Journal of Time Series Analysis 1986. 7:235-254 .
- WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*. Journal of Time Series Analysis 1986. 7:235-254 .
- On the equivalence of proportional cell frequencies and orthogonality of interaction spaces in $n$-way ANOVA. Linear Algebra and its Applications 1985. 67:35-49 .
- A principal decomposition of Hotelling's $T^2$ statistic. .
- An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population. Tsukuba Journal of Mathematics 1984. 8:367-376 .
- Tensor analysis of ANOVA decomposition. Journal of the American Statistical Association 1983. 78:894-900 .
- Rank additivity and matrix polynomials. .
- A new proof of admissibility of tests in the multivariate analysis of variance. Journal of Multivariate Analysis 1982. 12:457-468 .