1.Conditions for Consistency of a Log-Likelihood-Based Information Criterion in Normal Multivariate Linear Regression Models under the Violation of the Normality Assumption

作　　者：Hirokazu Yanagihara

出　　处：JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 2015 ;45(1):21-56.doi:10.14490/jjss.45.21

出版社：JAPAN STATISTICAL SOCIETY

文章 ID：177894368

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2.Conditions for Robustness to Nonnormality on Test Statistics in a GMANOVA Model

作　　者：Hirokazu Yanagihara

出　　处：JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 2007 ;37(1):135-155.doi:10.14490/jjss.37.135

出版社：JAPAN STATISTICAL SOCIETY

文章 ID：103936839

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3.ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY

作　　者：Yasunori Fujikoshi ;Masashi Ohmae ;Hirokazu Yanagihara

出　　处：JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 1999 ;29(2):147-161.doi:10.14490/jjss1995.29.147

出版社：JAPAN STATISTICAL SOCIETY

文章 ID：194319649

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4.A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large

作　　者：Hirokazu Yanagihara ;Hirofumi Wakaki ;Yasunori Fujikoshi

出　　处：Electronic Journal of Statistics. 2015 ;9(1):869-897.doi:10.1214/15-EJS1022

出版社：Institute of Mathematical Statistics

文章 ID：1026082292

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5.A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables

作　　者：Ryoya Oda ;Hirokazu Yanagihara

出　　处：Electronic Journal of Statistics. 2020 ;14(1):1386-1412.doi:10.1214/20-EJS1701

出版社：Institute of Mathematical Statistics

文章 ID：1028105398

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