On the permutation test in canonical correlation analysis. - Tomoya Yamada; Takakazu Sugiyama (Comput. Stat. Data Anal., 2006)

Correlation analysis of principal components from two populations. - Michiyo Yamamoto; Takakazu Sugiyama; Hidetoshi Murakami; Fumitake Sakaori (Comput. Stat. Data Anal., 2007)

A new confidence interval for all characteristic roots of a covariance matrix. - Fumitake Sakaori; Takayuki Yamada; Akihisa Kawamura; Takakazu Sugiyama (Comput. Stat., 2007)

Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population. - Daisuke Watanabe; Susumu Okada; Yasunori Fujikoshi; Takakazu Sugiyama (Comput. Stat. Data Anal., 2008)

Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension. - Emiko Hino; Hidetoshi Murakami; Takakazu Sugiyama (Commun. Stat. Simul. Comput., 2009)

On the distribution of the second-largest latent root for certain high dimensional Wishart matrices. - Takayuki Iimori; Toru Ogura; Takakazu Sugiyama (Int. J. Knowl. Eng. Soft Data Paradigms, 2013)

Approximation of upper percentile points for the second largest latent root in principal component analysis. - Takakazu Sugiyama; Toru Ogura; Yuichi Takeda; Hiroki Hashiguchi (Int. J. Knowl. Eng. Soft Data Paradigms, 2013)

Estimation of the threshold parameter of a wear-out failure period in the case of a three-parameter Weibull distribution. - Takatoshi Sugiyama; Toru Ogura; Takakazu Sugiyama (Int. J. Knowl. Eng. Soft Data Paradigms, 2019)