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Publications by Aki Ishii
Asymptotic Properties of the First Principal Component and Equality Tests of Covariance Matrices in High-Dimension, Low-Sample-Size Context
Journal of Statistical Planning and Inference
Uncertainty
Applied Mathematics
Statistics
Probability
Related publications
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices
SSRN Electronic Journal
On Some Transformations of High Dimension, Low Sample Size Data for Nearest Neighbor Classification
Machine Learning
Artificial Intelligence
Software
On Adaptive EVD Asymptotic Distribution of Centro-Symmetric Covariance Matrices
IEEE Transactions on Signal Processing
Electronic Engineering
Signal Processing
Electrical
Asymptotic Expansion Around Principal Components and the Complexity of Dimension Adaptive Algorithms
Lecture Notes in Computational Science and Engineering
Control
Combinatorics
Discrete Mathematics
Simulation
Engineering
Optimization
Modeling
Computational Mathematics
Asymptotic Properties of Infinite Leslie Matrices
Journal of Theoretical Biology
Statistics
Genetics
Probability
Molecular Biology
Biochemistry
Applied Mathematics
Microbiology
Simulation
Immunology
Biological Sciences
Medicine
Agricultural
Modeling
Convergence of Sample Eigenvalues, Eigenvectors, and Principal Component Scores for Ultra-High Dimensional Data
Biometrika
Statistics
Probability
Uncertainty
Applied Mathematics
Biological Sciences
Agricultural
Mathematics
Figure 2: Principal Component Analysis of the Main Sample.
The Asymptotic Dimension of the First Grigorchuk Group Is Infinity
Revista Matematica Complutense
Mathematics
Tensile Mechanical Properties Tests of Non-Standard Component in High Temperature
