Tetsuro Sakurai

High-dimensional asymptotic expansions for the distributions of canonical correlations

Yasunori Fujikoshi, Tetsuro Sakurai, Y. Fujikoshi, 2009, J. Multivar. Anal..

Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large

Tetsuro Sakurai, 2009, J. Multivar. Anal..

High-dimensional consistency of rank estimation criteria in multivariate linear model

Yasunori Fujikoshi, Tetsuro Sakurai, Y. Fujikoshi, 2016, J. Multivar. Anal..

High-dimensional AIC in the growth curve model

Yasunori Fujikoshi, Tetsuro Sakurai, Rie Enomoto, 2013, J. Multivar. Anal..

Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression

Yasunori Fujikoshi, Tetsuro Sakurai, Hirokazu Yanagihara, 2014, J. Multivar. Anal..

Limiting distributions of high-dimensional multivariate Beta-type distributions

Tetsuro Sakurai, 2012, J. Multivar. Anal..

Prediction error criterion for selecting variables in a linear regression model

Yasunori Fujikoshi, Tetsuro Sakurai, Y. Fujikoshi, 2011 .

Bootstrap Information Criterion for Selection of Variables in Canonical Correlation Analysis

Yasunori Fujikoshi, Tetsuro Sakurai, Takakazu Sugiyama, 2009 .