Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis. - Shota Katayama; Shinpei Imori (J. Multivar. Anal., 2014)

Covariance components selection in high-dimensional growth curve model with random coefficients. - Shinpei Imori; Dietrich von Rosen (J. Multivar. Anal., 2015)

An Information Criterion for Auxiliary Variable Selection in Incomplete Data Analysis. - Shinpei Imori; Hidetoshi Shimodaira (Entropy, 2019)

High-Dimensional Importance-Weighted Information Criteria: Theory and Optimality. - Yong-Syun Cao; Shinpei Imori; Ching-Kang Ing (CoRR, 2025)