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Testing in the multivariate general linear model
Kariya, Takeaki - 1985
Persistent link: https://www.econbiz.de/10013379040
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Testing the random walk hypothesis of daily weekly yen-dollar exchange rates in S. Taylor's model
Kariya, Takeaki; Matsue, Yumiko - 1989
Persistent link: https://www.econbiz.de/10000873193
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Finite sample robustness of tests : an overview
Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10001321880
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The class of models for which the Durbin-Watson test is locally optimal
Kariya, Takeaki - In: International economic review 29 (1988) 1, pp. 167-175
Persistent link: https://www.econbiz.de/10001046829
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LUB for the covariance matrix of a GLSE in regression with applications to an SUR model and a heteroscedastic model
Kurata, Hiroshi; Kariya, Takeaki - 1994
Persistent link: https://www.econbiz.de/10000148127
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Double shrinkage estimators in the GMANOVA model
Kariya, Takeaki; Konno, Yoshihiko - 1994
Persistent link: https://www.econbiz.de/10000148129
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Construction of improved estimators for the regression coefficient matrix in GMANOVA model
Konno, Yoshihiko; Kariya, Takeaki; Strawderman, William E. - 1994
Persistent link: https://www.econbiz.de/10000561454
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An identity in regression with missing observations
Kariya, Takeaki - 1988
Persistent link: https://www.econbiz.de/10000132672
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Equivariant estimation in a model with an ancillary statistic
Kariya, Takeaki - 1989
Persistent link: https://www.econbiz.de/10000132678