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ORCIDHaruhiko Ogasawara
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2020 – today
- 2023
[j22]Haruhiko Ogasawara
:
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio. J. Multivar. Anal. 195: 105152 (2023)- 2021
- [j21]Haruhiko Ogasawara:
A Unified Treatment of Agreement Coefficients and their Asymptotic Results: the Formula of the Weighted Mean of Weighted Ratios. J. Classif. 38(2): 390-422 (2021) - [j20]Haruhiko Ogasawara:
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation. J. Multivar. Anal. 183: 104729 (2021)
2010 – 2019
- 2019
- [j19]Haruhiko Ogasawara:
The multiple Cantelli inequalities. Stat. Methods Appl. 28(3): 495-506 (2019) - 2018
- [j18]Haruhiko Ogasawara:
A family of the information criteria using the phi-divergence for categorical data. Comput. Stat. Data Anal. 124: 87-103 (2018) - 2017
- [j17]Haruhiko Ogasawara:
Expected predictive least squares for model selection in covariance structures. J. Multivar. Anal. 155: 151-164 (2017) - 2016
- [j16]Haruhiko Ogasawara:
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods. J. Multivar. Anal. 147: 20-37 (2016) - [j15]Haruhiko Ogasawara:
Bias correction of the Akaike information criterion in factor analysis. J. Multivar. Anal. 149: 144-159 (2016) - 2013
- [j14]Haruhiko Ogasawara:
Asymptotic properties of the Bayes modal estimators of item parameters in item response theory. Comput. Stat. 28(6): 2559-2583 (2013) - [j13]Haruhiko Ogasawara:
Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory. J. Multivar. Anal. 114: 359-377 (2013) - [j12]Haruhiko Ogasawara:
Asymptotic cumulants of ability estimators using fallible item parameters. J. Multivar. Anal. 119: 144-162 (2013) - 2012
- [j11]Haruhiko Ogasawara:
Asymptotic expansions for the ability estimator in item response theory. Comput. Stat. 27(4): 661-683 (2012) - [j10]Haruhiko Ogasawara:
Cornish-Fisher expansions using sample cumulants and monotonic transformations. J. Multivar. Anal. 103(1): 1-18 (2012) - 2010
- [j9]Haruhiko Ogasawara:
Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient. J. Multivar. Anal. 101(4): 936-948 (2010) - [j8]Haruhiko Ogasawara:
Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory. J. Multivar. Anal. 101(9): 2149-2167 (2010)
2000 – 2009
- 2009
- [j7]Haruhiko Ogasawara:
Asymptotic cumulants of the parameter estimators in item response theory. Comput. Stat. 24(2): 313-331 (2009) - [j6]Haruhiko Ogasawara:
Asymptotic expansions in mean and covariance structure analysis. J. Multivar. Anal. 100(5): 902-912 (2009) - [j5]Haruhiko Ogasawara:
On the estimators of model-based and maximal reliability. J. Multivar. Anal. 100(6): 1232-1244 (2009) - 2008
- [j4]Haruhiko Ogasawara:
Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures. Commun. Stat. Simul. Comput. 37(5): 945-961 (2008) - [j3]Haruhiko Ogasawara:
Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling. Commun. Stat. Simul. Comput. 37(10): 1931-1947 (2008) - 2006
- [j2]Haruhiko Ogasawara:
Asymptotic expansion of the sample correlation coefficient under nonnormality. Comput. Stat. Data Anal. 50(4): 891-910 (2006) - 2005
- [j1]Haruhiko Ogasawara:
Asymptotic robustness of the asymptotic biases in structural equation modeling. Comput. Stat. Data Anal. 49(3): 771-783 (2005)
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