Variable Selection by Cp Statistic in Multiple Responses Regression with Fewer Sample Size Than the Dimension. - Mariko Yamamura; Hirokazu Yanagihara; Muni S. Srivastava (KES (3), 2010)

Testing the equality of several covariance matrices with fewer observations than the dimension. - Muni S. Srivastava; Hirokazu Yanagihara (J. Multivar. Anal., 2010)

An unbiased Cp criterion for multivariate ridge regression. - Hirokazu Yanagihara; Kenichi Satoh (J. Multivar. Anal., 2010)

A non-iterative optimization method for smoothness in penalized spline regression. - Hirokazu Yanagihara (Stat. Comput., 2012)

Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression. - Yasunori Fujikoshi; Tetsuro Sakurai; Hirokazu Yanagihara (J. Multivar. Anal., 2014)

Tests for covariance matrices in high dimension with less sample size. - Muni S. Srivastava; Hirokazu Yanagihara; Tatsuya Kubokawa (J. Multivar. Anal., 2014)

Canonical Correlation Analysis for Geographical and Chronological Responses. - Mariko Yamamura; Hirokazu Yanagihara; Hiroko Kato Solvang; Nils Øien; Tore Haug (KES, 2016)

A High-dimensionality-adjusted Consistent Cp-type Statistic for Selecting Variables in a Normality-assumed Linear Regression with Multiple Responses. - Hirokazu Yanagihara (KES, 2016)

Information criterion-based non-hierarchical clustering. - Isamu Nagai; Katsuyuki Takahashi; Hirokazu Yanagihara (Int. J. Knowl. Eng. Soft Data Paradigms, 2017)

High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices. - Hirokazu Yanagihara; Ryoya Oda; Yusuke Hashiyama; Yasunori Fujikoshi (J. Multivar. Anal., 2017)

A Fast Optimization Method for Additive Model via Partial Generalized Ridge Regression. - Keisuke Fukui; Mineaki Ohishi; Mariko Yamamura; Hirokazu Yanagihara (KES-IDT, 2020)

Optimization of Generalized Cp Criterion for Selecting Ridge Parameters in Generalized Ridge Regression. - Mineaki Ohishi; Hirokazu Yanagihara; Hirofumi Wakaki (KES-IDT, 2020)

A consistent variable selection method in high-dimensional canonical discriminant analysis. - Ryoya Oda; Yuya Suzuki; Hirokazu Yanagihara; Yasunori Fujikoshi (J. Multivar. Anal., 2020)

A Consistent Likelihood-Based Variable Selection Method in Normal Multivariate Linear Regression. - Ryoya Oda; Hirokazu Yanagihara (KES-IDT, 2021)

Optimizations for Categorizations of Explanatory Variables in Linear Regression via Generalized Fused Lasso. - Mineaki Ohishi; Kensuke Okamura; Yoshimichi Itoh; Hirokazu Yanagihara (KES-IDT, 2021)

Spatio-Temporal Adaptive Fused Lasso for Proportion Data. - Mariko Yamamura; Mineaki Ohishi; Hirokazu Yanagihara (KES-IDT, 2021)

Coordinate Descent Algorithm for Normal-Likelihood-Based Group Lasso in Multivariate Linear Regression. - Hirokazu Yanagihara; Ryoya Oda (KES-IDT, 2021)

Confidence intervals in multiple linear regression conditioned on the selected model via the kick-one-out method. - Kyohei Mochizuki; Hirokazu Yanagihara (Int. J. Knowl. Eng. Soft Data Paradigms, 2022)

Additive Poisson regression via forced categorical covariates and generalized fused Lasso. - Mariko Yamamura; Mineaki Ohishi; Hirokazu Yanagihara (KES, 2023)

Ridge parameter optimization using a modified Cp statistic in multivariate generalized ridge regression for the GMANOVA model. - Hirokazu Yanagihara; Isamu Nagai; Keisuke Fukui; Yuta Hijikawa (KES, 2023)

Estimation Algorithms for MLE of Three-Mode GMANOVA Model with Kronecker Product Covariance Matrix. - Keito Horikawa; Isamu Nagai; Rei Monden; Hirokazu Yanagihara (KES-IDT, 2023)

Implications of the Usage of Three-Mode Principal Component Analysis with a Fixed Polynomial Basis. - Rei Monden; Isamu Nagai; Hirokazu Yanagihara (KES-IDT, 2023)

Geographically Weighted Sparse Group Lasso: Local and Global Variable Selections for GWR. - Mineaki Ohishi; Koki Kirishima; Kensuke Okamura; Yoshimichi Itoh; Hirokazu Yanagihara (KES-IDT, 2023)

Spatio-Temporal Analysis of Rates Derived from Count Data Using Generalized Fused Lasso Poisson Model. - Mariko Yamamura; Mineaki Ohishi; Hirokazu Yanagihara (KES-IDT, 2023)

Modified Cp Criterion in Widely Applicable Models. - Hirokazu Yanagihara; Isamu Nagai; Keisuke Fukui; Yuta Hijikawa (KES-IDT, 2023)

Modified C criterion for models with predicted responses as multiplication of a hat matrix. - Sanai Shibayama; Koki Kirishima; Hirokazu Yanagihara (KES, 2024)

High-dimensionality-adjusted consistent AIC in normal multivariate linear regression. - Hirokazu Yanagihara (KES, 2024)

Coordinate Descent Algorithm of the Group Lasso for Selecting Between-Individual Explanatory Variables in the Three-Mode GMANOVA Model. - Rei Monden; Keito Horikawa; Isamu Nagai; Hirokazu Yanagihara (KES-IDT, 2024)

Poisson Regression with Categorical Explanatory Variables via Lasso Using the Median as a Baseline. - Mariko Yamamura; Mineaki Ohishi; Hirokazu Yanagihara (KES-IDT, 2024)

Non-parametric Bias-Reduction Estimation of Residual Variance in Varying Coefficient Regression Model. - Hirokazu Yanagihara; Sanai Shibayama (KES-IDT, 2024)