Y. Fujikoshi

activity

20162023

most citedStrong consistency of the AIC, BIC,

C_{p}

and KOO methods in high-dimensional multivariate linear regression

6 citations · 10 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2023

KOO approach for scalable variable selection problem in large-dimensional regression

Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi +1

An important issue in many multivariate regression problems is to eliminate candidate predictors with null predictor vectors. In large-dimensional (LD) setting where the numbers of…

math.ST2018★ 6 cited

Strong consistency of the AIC, BIC, $C_{p}$ and KOO methods in high-dimensional multivariate linear regression

Zhidong Bai, Yasunori Fujikoshi, Jiang Hu

Variable selection is essential for improving inference and interpretation in multivariate linear regression. Although a number of alternative regressor selection criteria have bee…

math.ST2016★ 4 cited

Non-asymptotic results for Cornish--Fisher expansions

V. V. Ulyanov, M. Aoshima, Y. Fujikoshi

We get the computable error bounds for generalized Cornish-Fisher expansions for quantiles of statistics provided that the computable error bounds for Edgeworth-Chebyshev type expa…

KOO approach for scalable variable selection problem in large-dimensional regression

Strong consistency of the AIC, BIC, Cp​ and KOO methods in high-dimensional multivariate linear regression

Non-asymptotic results for Cornish--Fisher expansions

Strong consistency of the AIC, BIC, $C_{p}$ and KOO methods in high-dimensional multivariate linear regression