On tests for selection of variables and independence under multivariate regression models
Journal of Multivariate Analysis
Comparison of powers of a class of tests for multivariate linear hypothesis and independence
Journal of Multivariate Analysis
A class of tests for a general covariance structure
Journal of Multivariate Analysis
Two-way ANOVA models with unbalanced data
Discrete Mathematics
Tests for the mean direction of the Langevin distribution with large concentration parameter
Journal of Multivariate Analysis
An asymptotic expansion of the distribution of Hotelling's T2-statistic under general distributions
American Journal of Mathematical and Management Sciences - Special issue MSI-2000: multivariate statistical analysis in honor of Professor Minoru Siotani on his 70th birthday
Variable selection for the growth curve model
Journal of Multivariate Analysis
Improvement on chi-squared approximation by monotone transformation
Journal of Multivariate Analysis
An asymptotic expansion for the distribution of Hotelling's T2-statistic under nonnormality
Journal of Multivariate Analysis
MSI '00 Proceedings of the conference, volume III (in honor of Professor Minoru Siotani on his 70th birthday on Multivariate statistical analysis
Some basic properties of the MLE's for a multivariate normal distribution with monotone missing data
American Journal of Mathematical and Management Sciences - Special issue on MS1-2000 multivariate statistical analysis
Transformations with improved chi-squared approximations
Journal of Multivariate Analysis
Journal of Multivariate Analysis
LR tests for random-coefficient covariance structures in an extended growth curve model
Journal of Multivariate Analysis
Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution
Journal of Multivariate Analysis
Journal of Multivariate Analysis
An asymptotic expansion of the distribution of Rao's U-statistic under a general condition
Journal of Multivariate Analysis
Multivariate analysis of variance with fewer observations than the dimension
Journal of Multivariate Analysis - Special issue dedicated to Professor Yasunori Fujikoshi
Error bounds for asymptotic expansions of Wilks' lambda distribution
Journal of Multivariate Analysis - Special issue dedicated to Professor Yasunori Fujikoshi
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The purpose of this article is to review the findings of Professor Fujikoshi which are primarily in multivariate analysis. He derived many asymptotic expansions for multivariate statistics which include MANOVA tests, dimensionality tests and latent roots under normality and nonnormality. He has made a large contribution in the study on theoretical accuracy for asymptotic expansions by deriving explicit error bounds. A large contribution has been also made in an important problem involving the selection of variables with introducing "no additional information hypotheses" in some multivariate models and the application of model selection criteria. Recently he is challenging to a high-dimensional statistical problem. He has been involved in other topics in multivariate analysis, such as power comparison of a class of tests, monotone transformations with improved approximations, etc.