Contributions to multivariate analysis by professor Yasunori Fujikoshi

[摘要] `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. (c) 2006 Published by Elsevier Inc.

[发布日期] 2006-10-01

[关键词] asymptotic expansions;MANOVA;dimensionality;latent roots;growth curve model;selection of variables;error bounds;monotone transformations