N. Sugiura

发表

Further analysts of the data by akaike' s information criterion and the finite corrections

N. Sugiura, 1978 .

Locally Best Invariant Test for Sphericity and the Limiting Distributions

N. Sugiura, 1972 .

Testing change-points with linear trend

R. T. Ogden, N. Sugiura, R. Ogden, 1994 .

Numerical comparison of improved methods of testing in contingency tables with small frequencies

N. Sugiura, M. Otake, 1968 .

Improved estimators for the location of double exponential distribution

May Thu Naing, N. Sugiura, Nariaki Sugiura, 1989 .

Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison

N. Sugiura, Hiroki Ishibayashi, 1997 .

Exact nonnull distributions of sphericity tests for trivariate normal population with power comparison

N. Sugiura, 1996 .

Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence

Yasunori Fujikoshi, N. Sugiura, Y. Fujikoshi, 1969 .

Estimating common parameters of growth curve models

N. Sugiura, T. Kubokawa, 1988 .

Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis

N. Sugiura, 1973 .

Title Multisample and multivariate nonparametric tests based on U statistics and their asymptotic efficiencies

N. Sugiura, Nariaki Sugiura, N. Sugiura, 2022 .

Asymptotic Expansions of the Distributions of for Testing the Equality of Two Covariance Matrices

N. Sugiura, 2008 .

Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix

N. Sugiura, Nariaki Sugiura, 1969 .

Assessing multinormality and ordered covariance matrices in a classical data

N. Sugiura, 1993 .

Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices

N. Sugiura, Nariaki Sugiura, 1976 .

Delta method approach in a certain irregular condition

Y. Kano, N. Sugiura, 1999 .

A GENERALIZATION OF THE WILCOXON TEST FOR CENSORED DATA, II : SEVERAL-SAMPLE PROBLEM

N. Sugiura, 1964 .

An extension of the mantel-haenszel procedure to k 2×C contingency tables and the relation to the logit model

N. Sugiura, M. Otake, 1974 .

Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives

N. Sugiura, Nariaki Sugiura, 1973 .

Note on some formulas for weighted sums of zonal polynomials

N. Sugiura, 1971 .

Risk of Improved Estimators for Generalized Variance and Precision

N. Sugiura, Yoshihiko Konno, 1987 .

Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis

N. Sugiura, Nariaki Sugiura, 1973 .

POSITIVE FIRST PRINCIPAL COMPONENT FOR POSITIVE COVARIANCES

N. Sugiura, 1981 .

Asymptotic risk comparison of improved estimators for normal convariance matrix

N. Sugiura, 1982 .

GRAPHS OF THE DISTRIBUTIONS OF BIVARIATE WISHART ROOTS AND THEIR CUMULANTS

N. Sugiura, 1990 .

Maximum likelihood estimates for the logit model and the iterative scaling method

N. Sugiura, 1974 .

Entropy loss and risk of improved estimators for the generalized variance and precision

N. Sugiura, Yoshihiko Konno, 1988 .

Locally best invariant test for outliers in a gamma type distribution

N. Sugiura, Hiromi Sasamoto, 1989 .

On the orthogonal inverse expansion with an application to the moments of order statistics

N. Sugiura, 1962 .

The bivariate orthogonal inverse expansion and the moments of order statistics

N. Sugiura, 1964 .

On Bartlett's Test and Lehmann's Test for Homogeneity of Variances

N. Sugiura, H. Nagao, Nariaki Sugiura, 1969 .

Asymptotic solutions of the hypergeometric function1F1 of matrix argument, useful in multivariate analysis

N. Sugiura, 1972 .

Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative

N. Sugiura, H. Nagao, 1973 .

Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when Ω=O(n)

N. Sugiura, H. Nagao, 1971 .

ASYMPTOTICALLY CLOSER ESTIMATORS FOR THE NORMAL COVARIANCE MATRIX

N. Sugiura, 1984 .

THE RATE OF CONVERGENCE OF FISHER INFORMATION FOR TYPE II CENSORED SAMPLE

N. Sugiura, Hideto Takahashi, 1989 .