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- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis. The Annals of Statistics 2018. 46:1050-1076 .
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT. The Annals of Statistics 2018. 2018:- .
- High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis. Hiroshima Mathematical Journal 2017. 47:249-271 .
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large. Electronic Journal of Statistics 2015. 9:869-897 .
- Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large. Hiroshima Mathematical Journal 2014. 44:247-259 .
- Prediction error criterion for selecting variables in a linear regression model. Annals of the Institute of Statistical Mathematics 2011. 63:387-403 .
- Confidence intervals and model selection criteria in profile analysis. American Journal of Mathematical and Management Sciences 2011. 31:227-242 .
- Asymptotic distribution of the contribution ratio in high-dimensional principal component analysis. American Journal of Mathematical and Management Sciences 2011. 31:39-54 .
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound. Journal of Multivariate Analysis 2010. 101:101-112 .
- Allometric extension model for conditional distributions. Journal of Multivariate Analysis 2008. 99:1985-1998 .
- Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size. Journal of Statistical Planning and Inference 2008. 138:3457-3466 .
- Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis. Journal of Multivariate Analysis 2007. 98:2002-2008 .
- Computable error bounds for asymptotic expansions of the hypergeometric function ${}_1F_1$ of matrix argument and their applications. Hiroshima Mathematical Journal 2007. 37:13-23 .
- Asymptotics for testing hypothesis in some multivariate variance components model under non-normality. Journal of Multivariate Analysis 2006. 97:148-178 .
- An asymptotic expansion of the distribution of Rao's $U$-statistic under a general condition. Journal of Multivariate Analysis 2006. 97:492-513 .
- Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' Lambda distribution. Statistics & Probability Letters 2006. 76:1191-1200 .
- Local ridge estimate using random coefficient growth curve models for analyzing repeated measurements. Journal of the Japan Statistical Society 2006. 36:177-184 .
- Bias corrections of some criteria for selecting multivariate linear models in a general nonnormal case. American Journal of Mathematical and Management Sciences 2005. 25:221-258 .
- Error bounds for asymptotic expansions of the distribution of multivariate scale mixture. Hiroshima Mathematical Journal 2005. 35:453-469 .
- Major challenges to multivariate analysis II: Recent development and perspectives. Journal of the Japan Statistical Society 2005. 34:101-129 .
- Multivariate analysis for the case when the dimension is large compared to the sample size. Journal of the Korean Statistical Society 2004. 33:1-24 .
- Asymptotic expansion of the null distribution of LR statistic for multivariate linear hypothesis when the dimension is large. Communications in Statistics: Theory and Methods 2004. 33:1205-1220 .
- Asymptotic results of a high dimensional MANOVA test and power comparison when the dimension is large compared to the sample size. Journal of the Japan Statistical Society 2004. 34:19-26 .
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models. Annals of the Institute of Statistical Mathematics 2003. 55:537-553 .
- Major challenges to multivariate analysis: Recent developments and perspectives. Journal of the Japan Statistical Society 2003. 33:273-306 .
- Model selection criteria for growth curve model with hierarchical within-individual design matrices. .
- Model selection criteria for growth curve model with hierarchical within-individual design matrices. .
- Bias correction of AIC in logistic regression models. Journal of Statistical Planning and Inference 2003. 115:349-360 .
- Selection of variables for discriminant analysis in a high-dimensional case. Sankhyā, Series A 2002. 64:256-267 .
- Simultaneous confidence regions in an extended growth curve model with $k$ hierarchical within-individuals design matrices. Communications in Statistics: Theory and Methods 2002. 31:1605-1616 .
- Comment on ``An adaptive estimation of dimension reduction space'' (Pkg: p363-410). Journal of the Royal Statistical Society, Series B: Statistical Methodology 2002. 64:401-402 .
- Simultaneous confidence regions in an extended growth curve model with K hierarchical within-individuals design matrices. Communications in Statistics: Theory and Methods 2002. 31:1605-1616 .
- An extension of the product-parts replacement problem. Journal of Statistical Planning and Inference 2002. 106:473-484 .
- Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under nonnormality. Journal of Statistical Planning and Inference 2002. 108:263-282 .
- Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality. Hiroshima Mathematical Journal 2002. 32:17-50 .
- Model selection criteria for growth curve model with hierarchical within-individual design matrices. .
- Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large. Journal of Multivariate Analysis 2000. 73:1-17 .
- LR tests for random-coefficient covariance structures in an extended growth curve model. Journal of Multivariate Analysis 2000. 75:245-268 .
- Transformations with improved chi-squared approximations. Journal of Multivariate Analysis 2000. 72:249-263 .
- Asymptotic expansions for the joint distribution of correlated Hotelling's $T^2$ statistics under normality. Communications in Statistics: Theory and Methods 1999. 28:773-788 .
- Simultaneous confidence intervals in an extended growth curve model. Communications in Statistics: Theory and Methods 1999. 28:671-682 .
- Growth curve model with hierarchical within-individuals design matrices. Annals of the Institute of Statistical Mathematics 1999. 51:707-721 .
- Asymptotic approximations of the null distribution of the one-way ANOVA test statistic under nonnormality. Journal of the Japan Statistical Society 1999. 29:147-161 .
- Stability of correspondence analysis and its alternative using Hellinger distance for contingency table. International Journal of Mathematical and Statistical Sciences 1998. 7:97-119 .
- Some basic properties of the MLE's for a multivariate normal distribution with monotone missing data. American Journal of Mathematical and Management Sciences 1998. 18:161-190 .
- Variable selection for the growth curve model. Journal of Multivariate Analysis 1997. 60:277-292 .
- Modified AIC and $C_p$ in multivariate linear regression. Biometrika 1997. 84:707-716 .
- A method for improving the large-sample chi-squared approximations to some multivariate test statistics. American Journal of Mathematical and Management Sciences 1997. 17:15-29 .
- Stability of multidimensional scaling with an error model. Journal of the Japan Statistical Society 1997. 27:77-91 .
- Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures. Annals of the Institute of Statistical Mathematics 1997. 49:285-297 .
- An asymptotic expansion for the distribution of Hotelling's $T^2$-statistic under nonnormality. Journal of Multivariate Analysis 1997. 61:187-193 .
- Estimation and model selection in an extended growth curve model. Hiroshima Mathematical Journal 1996. 26:635-647 .
- Error bounds for asymptotic expansions of the distributions of the classification statistic $W$ and related statistics. .
- Siotani's contributions to multivariate statistical analysis. American Journal of Mathematical and Management Sciences 1995. 15:199-214 .
- The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models. Journal of Multivariate Analysis 1995. 52:325-337 .
- Asymptotic distributions of the sample roots in MANOVA models under nonnormality. Journal of the Japan Statistical Society 1994. 24:133-140 .
- A generalized Tukey conjecture for multiple comparisons among mean vectors. Journal of the American Statistical Association 1994. 89:676-679 .
- The effects on the distributions of sample canonical correlations under nonnormality. Communications in Statistics: Theory and Methods 1994. 23:2615-2628 .
- A parallel profile model with random-effects covariance structure. Journal of the Japan Statistical Society 1993. 23:83-89 .
- Asymptotic expansions for the standardized and Studentized estimates in the growth curve model. Journal of Statistical Planning and Inference 1993. 36:165-173 .
- Error bounds for asymptotic expansions of some distributions in a multivariate two-stage procedure. Hiroshima Mathematical Journal 1993. 23:565-576 .
- Error bounds for asymptotic approximations of some distribution functions. .
- Approximations for the quantiles of Student's $t$ and $F$ distributions and their error bounds. Hiroshima Mathematical Journal 1993. 23:557-564 .
- On confidence regions in canonical discriminant analysis. Hiroshima Mathematical Journal 1992. 22:469-477 .
- Tests for the mean direction of the Langevin distribution with large concentration parameter. Journal of Multivariate Analysis 1992. 42:210-225 .
- Tests for random-effects covariance structures in the growth curve model with covariates. Hiroshima Mathematical Journal 1992. 22:195-202 .
- Redundancy of some variables in multivariate analysis (Japanese). The Japanese Journal of Behaviormetrics 1992. 19:18-28 .
- Selection of covariables in the growth curve model. Biometrika 1991. 78:779-785 .
- Asymptotic distributions of the MLEs and the LR test in the growth curve model with a serial covariance structure. Hiroshima Mathematical Journal 1990. 20:285-295 .
- A study of redundancy of some variables in covariate discriminant analysis. Annals of the Institute of Statistical Mathematics 1990. 42:769-782 .
- A class of tests for a general covariance structure. Journal of Multivariate Analysis 1990. 32:313-325 .
- Tests for redundancy of some variables in multivariate analysis. .
- Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions. Journal of Multivariate Analysis 1989. 30:279-291 .
- Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds. The Annals of Statistics 1989. 17:1124-1132 .
- Error bounds for asymptotic expansions of the maximums of the multivariate $t$- and $F$-variables with common denominator. Hiroshima Mathematical Journal 1989. 19:319-327 .
- Asymptotic power comparison of some tests in MANOVA and canonical correlation models. .
- Comparison of powers of a class of tests for multivariate linear hypothesis and independence. Journal of Multivariate Analysis 1988. 26:48-58 .
- Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model. Annals of the Institute of Statistical Mathematics 1987. 39:153-161 .
- Error bounds for asymptotic expansions of scale mixtures of distributions. Hiroshima Mathematical Journal 1987. 17:309-324 .
- Selection of variables in a multivariate inverse regression problem. Hiroshima Mathematical Journal 1986. 16:269-277 .
- An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model. The Annals of Statistics 1985. 13:827-831 .
- Two methods for estimation of dimensionality in canonical correlation analysis and the multivariate linear model. .
- Selection of variables in discriminant analysis and canonical correlation analysis. .
- Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria. Journal of Multivariate Analysis 1985. 17:27-37 .
- Tests for independence of two multivariate regression equations with different design matrices. Journal of Multivariate Analysis 1984. 15:383-407 .
- Asymptotic approximations for the distributions of multinomial goodness-of-fit statistics. Hiroshima Mathematical Journal 1984. 14:115-124 .
- On the distribution of a statistic in multivariate inverse regression analysis. Hiroshima Mathematical Journal 1984. 14:215-225 .
- Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process. Annals of the Institute of Statistical Mathematics 1984. 36:119-128 .
- Asymptotic comparison of three confidence regions in analysis of growth curves. Journal of the Japan Statistical Society 1983. 13:151-155 .
- A criterion for variable selection in multiple discriminant analysis. Hiroshima Mathematical Journal 1983. 13:203-214 .
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system. Journal of Econometrics 1982. 18:191-205 .
- The power of the likelihood ratio test for additional information in a multivariate linear model. Annals of the Institute of Statistical Mathematics 1981. 33:279-285 .
- Asymptotic expansions for the distributions of the sample roots under nonnormality (Corr: V73 p245). Biometrika 1980. 67:45-51 .
- The distribution of the studentized classification statistic $W$ in covariate discriminant analysis. Journal of the Japan Statistical Society 1977. 7:81-88 .
- Asymptotic expansions for the distributions of some multivariate tests. .
- Lower bounds for the distributions of certain multivariate test statistics. Journal of Multivariate Analysis 1976. 6:250-255 .
- Perturbation of a matrix function and its application to multivariate analysis. Journal of the Japan Statistical Society 1976. 6:33-37 .
- Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis. Annals of the Institute of Statistical Mathematics 1975. 27:99-108 .
- Partial differential equations for hypergeometric functions ${}_3F_2$ of matrix argument. The Canadian Journal of Statistics / La Revue Canadienne de Statistique 1975. 3:153-163 .
- Partial differential equations for hypergeometric functions 3F2 of matrix argument. Canadian Journal of Statistics 1975. 3:153-163 .
- On the asymptotic non-null distributions of the LR criterion in a general MANOVA. Canadian Journal of Statistics 1974. 2:1-12 .
- Monotonicity of the power functions of some tests in general MANOVA models. The Annals of Statistics 1973. 1:388-391 .
- Asymptotic expansions of the distributions of test statistics in multivariate analysis. Hiroshima Mathematical Journal 1970. 34:73-144 .
- Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for multivariate linear hypothesis and independence. The Annals of Mathematical Statistics 1969. 40:942-952 .
- Asymptotic expansion of the distribution of the generalized variance in the non-central case. Hiroshima Mathematical Journal 1968. 32:293-299 .
- Two-way classification designs with unequal cell frequencies. Hiroshima Mathematical Journal 1968. 32:357-370 .
- The linear hypotheses and constraints. Hiroshima Mathematical Journal 1967. 31:211-219 .