Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis. - Masashi Hyodo; Takayuki Yamada (Commun. Stat. Simul. Comput., 2009)

An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples. - Nobumichi Shutoh; Masashi Hyodo; Takashi Seo (J. Multivar. Anal., 2011)

Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. - Tatsuya Kubokawa; Masashi Hyodo; Muni S. Srivastava (J. Multivar. Anal., 2013)

Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size. - Masashi Hyodo; Sho Takahashi; Takahiro Nishiyama (Commun. Stat. Simul. Comput., 2014)

A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data. - Masashi Hyodo; Tatsuya Kubokawa (J. Multivar. Anal., 2014)

Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data. - Hiroki Watanabe; Masashi Hyodo; Takashi Seo; Tatjana Pavlenko (J. Multivar. Anal., 2015)

Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations. - Masashi Hyodo (J. Multivar. Anal., 2017)

Testing block-diagonal covariance structure for high-dimensional data under non-normality. - Yuki Yamada; Masashi Hyodo; Takahiro Nishiyama (J. Multivar. Anal., 2017)

On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings. - Masashi Hyodo; Hiroki Watanabe; Takashi Seo (J. Multivar. Anal., 2018)

Testing for independence of high-dimensional variables: ρV-coefficient based approach. - Masashi Hyodo; Takahiro Nishiyama; Tatjana Pavlenko (J. Multivar. Anal., 2020)

Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings. - Hiroki Watanabe; Masashi Hyodo; Shigekazu Nakagawa (J. Multivar. Anal., 2020)

Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings. - Tomoyuki Nakagawa; Hiroki Watanabe; Masashi Hyodo (J. Multivar. Anal., 2021)

A Behrens-Fisher problem for general factor models in high dimensions. - Masashi Hyodo; Takahiro Nishiyama; Tatjana Pavlenko (J. Multivar. Anal., 2023)

Equality tests of covariance matrices under a low-dimensional factor structure. - Masashi Hyodo; Takahiro Nishiyama; Hiroki Watanabe; Tomoyuki Nakagawa; Kouji Tahata (J. Multivar. Anal., 2025)