Advisor of the SSRC
Emeritus Professor of Hiroshima University
Researcher of Mathematical Statistics
Researcher, Graduate school of Science
- Multivariate Statistical Inference
- Model Selection
- High-Dimensional and Large-Sample Asymptotic Theory
- Analysis for Repeated Measures
- Error Bounds for Asymptotic Approximations
- Fujikoshi, Y., Sakurai, T. and Yanagihara, H. (2014). Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression. Journal of Multivariate Analysis, 123, 184-200.
- Fujikoshi, Y., Ulyanov, V. and Shimizu, R. (2005).
Error bounds in asymptotic expansions of multivariate scale mixtures and
their applications to generalized Hotelling’s T_0^2. Journal of Multivariate Analysis, 96, 1-19.
- Fujikoshi, Y. and Satoh, K. (1997).
Modified AIC and Cp statistic in multivariate regression models. Biometrika, 84, 707-716.
- Fujikoshi, Y. and Veitch, L. G. (1979). Estimation of dimensionality in canonical correlation analysis. Biometrika, 66, 345-351.
- Fujikoshi, Y. (1980). Asymptotic expansions for the distributions of the sample roots under nonnormality. Biometrika, 67, 45-51.
- Fujikoshi, Y., Himeno, T. and Wakaki, H. (2004). Asymptotic results of a high dimensional MANOVA test and power comparison when the dimension is large. J. Japan Statist. Soc., 34, 19-26.
2015.11.19 He was awarded the “Award for Excellence in Academic Activities” from Northeast Normal University.