JOURNAL OF THE JAPAN STATISTICAL SOCIETY
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355

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16

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Published By The Japan Statistical Society

1348-6365, 1882-2754

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Selection of the Linear and the Quadratic Discriminant Functions when the Difference between Two Covariance Matrices is Small

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.145 ◽

2017 ◽

Vol 47 (2) ◽

pp. 145-165

Author(s):

Tomoyuki Nakagawa ◽

Hirofumi Wakaki

Keyword(s):

Covariance Matrices ◽

Discriminant Functions ◽

The Difference ◽

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Nonparametric Tests for the Effect of a Treatment on the Conditional Variance

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.107 ◽

2017 ◽

Vol 47 (2) ◽

pp. 107-143

Author(s):

Yanchun Jin

Keyword(s):

Nonparametric Tests ◽

Conditional Variance

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A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.273 ◽

2017 ◽

Vol 47 (2) ◽

pp. 273-291 ◽

Author(s):

Aki Ishii

Keyword(s):

High Dimensional ◽

Sample Test ◽

Non Gaussian ◽

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Nonparametric Estimation of Time-Variant Parametric Models with Application to Cross-Sectional Data

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.197 ◽

2017 ◽

Vol 47 (2) ◽

pp. 197-220

Author(s):

Mohammed Chowdhury

Keyword(s):

Nonparametric Estimation ◽

Parametric Models ◽

Cross Sectional ◽

Estimation Of Time

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Approximation of the Meta-Analytic-Predictive Prior Distribution in the One-Way Random Effects Model with Unknown Variance

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.167 ◽

2017 ◽

Vol 47 (2) ◽

pp. 167-185

Author(s):

Harunori Mori

Keyword(s):

Random Effects ◽

Prior Distribution ◽

Random Effects Model ◽

Unknown Variance ◽

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Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.237 ◽

2017 ◽

Vol 47 (2) ◽

pp. 237-271 ◽

Author(s):

Nitis Mukhopadhyay ◽

Yan Zhuang

Keyword(s):

Confidence Interval ◽

Interval Estimation ◽

Two Stage ◽

Estimation Problems ◽

Confidence Interval Estimation ◽

Purely Sequential

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On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.75 ◽

2017 ◽

Vol 47 (2) ◽

pp. 75-105 ◽

Author(s):

Yuta Koike

Keyword(s):

Asymptotic Structure ◽

Brownian Motions ◽

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Poisson Approximations for Sum of Bernoulli Random Variables and its Application to Ewens Sampling Formula

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.187 ◽

2017 ◽

Vol 47 (2) ◽

pp. 187-195 ◽

Author(s):

Hajime Yamato

Keyword(s):

Random Variables ◽

Ewens Sampling Formula ◽

Bernoulli Random Variables ◽

Sampling Formula ◽

Poisson Approximations

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Spatial Autoregressive Conditional Heteroskedasticity Models

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.221 ◽

2017 ◽

Vol 47 (2) ◽

pp. 221-236 ◽

Author(s):

Takaki Sato ◽

Yasumasa Matsuda

Keyword(s):

Conditional Heteroskedasticity ◽

Autoregressive Conditional Heteroskedasticity ◽

Spatial Autoregressive

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Nonorthogonal Optimal Partial Diallel Cross Designs for Consistent Estimation of Heritability

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.47.37 ◽

2017 ◽

Vol 47 (1) ◽

pp. 37-58

Author(s):

Himadri Ghosh

Keyword(s):

Diallel Cross ◽

Consistent Estimation ◽

Partial Diallel

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