Haruhiko Ogasawara

22 papers Journal 22

Year	Rank	Type	Title / Venue / Authors
2023	J	`jnl`	The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio. J. Multivar. Anal. Haruhiko Ogasawara
2021	J	`jnl`	A Unified Treatment of Agreement Coefficients and their Asymptotic Results: the Formula of the Weighted Mean of Weighted Ratios. J. Classif. Haruhiko Ogasawara
2021	J	`jnl`	A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation. J. Multivar. Anal. Haruhiko Ogasawara
2019	J	`jnl`	The multiple Cantelli inequalities. Stat. Methods Appl. Haruhiko Ogasawara
2018	J	`jnl`	A family of the information criteria using the phi-divergence for categorical data. Comput. Stat. Data Anal. Haruhiko Ogasawara
2017	J	`jnl`	Expected predictive least squares for model selection in covariance structures. J. Multivar. Anal. Haruhiko Ogasawara
2016	J	`jnl`	Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods. J. Multivar. Anal. Haruhiko Ogasawara
2016	J	`jnl`	Bias correction of the Akaike information criterion in factor analysis. J. Multivar. Anal. Haruhiko Ogasawara
2013	J	`jnl`	Asymptotic cumulants of ability estimators using fallible item parameters. J. Multivar. Anal. Haruhiko Ogasawara
2013	J	`jnl`	Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory. J. Multivar. Anal. Haruhiko Ogasawara
2013	J	`jnl`	Asymptotic properties of the Bayes modal estimators of item parameters in item response theory. Comput. Stat. Haruhiko Ogasawara
2012	J	`jnl`	Asymptotic expansions for the ability estimator in item response theory. Comput. Stat. Haruhiko Ogasawara
2012	J	`jnl`	Cornish-Fisher expansions using sample cumulants and monotonic transformations. J. Multivar. Anal. Haruhiko Ogasawara
2010	J	`jnl`	Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient. J. Multivar. Anal. Haruhiko Ogasawara
2010	J	`jnl`	Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory. J. Multivar. Anal. Haruhiko Ogasawara
2009	J	`jnl`	Asymptotic cumulants of the parameter estimators in item response theory. Comput. Stat. Haruhiko Ogasawara
2009	J	`jnl`	Asymptotic expansions in mean and covariance structure analysis. J. Multivar. Anal. Haruhiko Ogasawara
2009	J	`jnl`	On the estimators of model-based and maximal reliability. J. Multivar. Anal. Haruhiko Ogasawara
2008	J	`jnl`	Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures. Commun. Stat. Simul. Comput. Haruhiko Ogasawara
2008	J	`jnl`	Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling. Commun. Stat. Simul. Comput. Haruhiko Ogasawara
2006	J	`jnl`	Asymptotic expansion of the sample correlation coefficient under nonnormality. Comput. Stat. Data Anal. Haruhiko Ogasawara
2005	J	`jnl`	Asymptotic robustness of the asymptotic biases in structural equation modeling. Comput. Stat. Data Anal. Haruhiko Ogasawara